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Artifical Intelligence EA

  • #1
  • First Post: May 16, 2008 9:01pm May 16, 2008 9:01pm
The original Artificial Intelligence EA can be found at http://codebase.mql4.com/755 .

I have found a modified version where some one added 2 extra perceptrons ( making it a total of 3) to the original 1 perceptron.

Can someone show me how to substitute the basic strategy of AC with other indicators ?

double perceptron1 ()
{
double w1 = x1 - 100.0;
double w2 = x2 - 100.0;
double w3 = x3 - 100.0;
double w4 = x4 - 100.0;

// This is the original strategy of AC { Accelerator Oscillator}
double a1 = iAC ( Symbol(), 0, 0 );
double a2 = iAC ( Symbol(), 0, 7 );
double a3 = iAC ( Symbol(), 0, 14 );
double a4 = iAC ( Symbol(), 0, 21 );

return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);

I would like to switch the indicator to Stochastic but am have problem with the parameters

double perceptron2 ()
{
double w1 = y1 - 100;
double w2 = y2 - 100;
double w3 = y3 - 100;
double w4 = y4 - 100;

// I am trying to substitute the original AC indicator with Stochastic but could not get the parameter correct, can someone please help me ?
double a1 = iStochastic ( Symbol(), 0, 5,3,3,1, PRICE_CLOSE, 0 );
double a2 = iStochastic ( Symbol(), 0, 5,3,3,1, PRICE_CLOSE, 7 );
double a3 = iStochastic ( Symbol(), 0, 5,3,3,1, PRICE_CLOSE, 14 );
double a4 = iStochastic ( Symbol(), 0, 5,3,3,1, PRICE_CLOSE, 21 );

return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);

I have intention of substituting original indicators with custom made one, the one Ihave in mind is ULTRA_TREND ( http://www.forexfactory.com/showthread.php?t=35414 @ post #9 ). Can some help show me how to change the code ?

If possible can someone add in the money management code too ?
Attached File(s)
File Type: mq4 AI_PERCEPTRON's_v1.mq4   7 KB | 1,686 downloads
  • #2
  • May 16, 2008 9:11pm May 16, 2008 9:11pm
You are missing the mode parameter, here is the function signature from the documentation.

double iStochastic( string symbol, int timeframe, int %Kperiod, int %Dperiod, int slowing, int method, int price_field, int mode, int shift);

You have the price field 'PRICE_CLOSE' then your offset, you need to insert the mode parameter.

iStochastic(NULL,0,5,3,3,MODE_SMA,PRICE_CLOSE,MODE_MAIN,0)
The breaking of a wave cannot explain the whole sea.
  • #3
  • May 16, 2008 10:34pm May 16, 2008 10:34pm
Thank you Craig

I have successful modify the EA replacing the original AC indicator with Stochaistic indicator.


Can anyone help by adding Money Management code into this EA ?
Attached File(s)
File Type: mq4 ArtificialIntelligence Stoch.mq4   6 KB | 1,450 downloads
  • #4
  • May 16, 2008 11:31pm May 16, 2008 11:31pm
Good luck!
Attached File(s)
File Type: mq4 ArtificialIntelligence Stoch with mm.mq4   6 KB | 2,271 downloads
  • #5
  • May 17, 2008 1:58am May 17, 2008 1:58am
Quoting waltini1
Good luck!
Thank you for the MM code.
  • #6
  • May 17, 2008 9:26pm May 17, 2008 9:26pm
Is there a more advance peceptron MT4 code that can replace the original code ?

double perceptron1 ()
{
double w1 = x1 - 100.0;
double w2 = x2 - 100.0;
double w3 = x3 - 100.0;
double w4 = x4 - 100.0;

// This is the original strategy of AC { Accelerator Oscillator}
double a1 = iAC ( Symbol(), 0, 0 );
double a2 = iAC ( Symbol(), 0, 7 );
double a3 = iAC ( Symbol(), 0, 14 );
double a4 = iAC ( Symbol(), 0, 21 );

return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
  • #7
  • Sep 17, 2008 12:07pm Sep 17, 2008 12:07pm
Quote
Can someone show me how to substitute the basic strategy of AC with other indicators?

I tested the different basic trading systems in NN expert advisors and found out their type almost doesn't matter. Any TS like AC, MACD, CCI are work pretty good if NN is correctly optimized (learned). I'd like recommend you to work on optimization (beware curve fitting!) rather than search the most profitable basic TS. Find and read Design, testing and optimization of trading system by Robert Pardo. It will help you to avoid the typical mistakes of automatic system developers.

http://forexbarometer.com/pics/ai-ma...-in-3-days.gif

Must say that AI and NN is very promising area of automatic trading and the results I've got with that systems are far above all other methods you may find on FF and other forums. Doubling a deposit in few days is not a miracle if you now how to tune up AI system.
Ben
  • #8
  • Oct 7, 2009 7:03pm Oct 7, 2009 7:03pm
Quoting Benf
I tested the different basic trading systems in NN expert advisors and found out their type almost doesn't matter. Any TS like AC, MACD, CCI are work pretty good if NN is correctly optimized (learned). I'd like recommend you to work on optimization (beware curve fitting!) rather than search the most profitable basic TS. Find and read Design, testing and optimization of trading system by Robert Pardo. It will help you to avoid the typical mistakes of automatic system developers.

http://forexbarometer.com/pics/ai-ma...-in-3-days.gif...
interesting indicator, is there a way to try the ex4?
fuck ODL
  • #9
  • Dec 20, 2009 7:55pm Dec 20, 2009 7:55pm
Found an article about a supposedly improve perceptron algorithm called "Voted Perceptron Algorithm"

Can some one implement this improved algorithm in to this AI EA ?
Attached File(s)
File Type: zip Voted Perceptron Algorithm.zip   132 KB | 1,594 downloads
  • #10
  • Dec 20, 2009 9:57pm Dec 20, 2009 9:57pm
  •  onu
  • | Joined Feb 2006 | Status: superior senior member | 746 Posts
Quoting mel8331
Found an article about a supposedly improve perceptron algorithm called "Voted Perceptron Algorithm"

Can some one implement this improved algorithm in to this AI EA ?
You have to call the NASA for a rocket scientific......

Keep it simple!
---------------------------------------------
http://www.myfxbook.com/members/pc8multifx
  • #11
  • Dec 31, 2009 1:26am Dec 31, 2009 1:26am
Instead of a linear perceptron, I would like to modify the above Artificial Intelligence EA's perceptron from linear to sigmoid type activation function. Can someone help to translate this function into MQL4 code? Thanks

" Activation function

If a multilayer perceptron consists of a linear activation function in all neurons, that is, a simple on-off mechanism to determine whether or not a neuron fires, then it is easily proved with linear algebra that any number of layers can be reduced to the standard two-layer input-output model (see perceptron). What makes a multilayer perceptron different is that each neuron uses a nonlinear activation function which was developed to model the frequency of action potentials, or firing, of biological neurons in the brain. This function is modeled in several ways, but must always be normalizable and differentiable.

The two main activation functions used in current applications are both sigmoids, and are described by (the attached function in the attached image)

in which the former function is a hyperbolic tangent which ranges from -1 to 1, and the latter is equivalent in shape but ranges from 0 to 1. Here yi is the output of the ith node (neuron) and vi is the weighted sum of the input synapses. More specialized activation functions include radial basis functions which are used in another class of supervised neural network models. "

http://en.wikipedia.org/wiki/Multilayer_perceptron
Attached Image
  • #12
  • Dec 31, 2009 12:57pm Dec 31, 2009 12:57pm
You're reaaaally making this harder than it needs to be. Best systems are mechanical and very simple. NN's are just another indi (And NOT a very good one at that - NN's break down under the sheer randomness of Forex) - Check out these working manual systems: http://www.forexfactory.com/forumdisplay.php?f=149
  • #13
  • Dec 31, 2009 4:23pm Dec 31, 2009 4:23pm
Quoting mel8331
Instead of a linear perceptron, I would like to modify the above Artificial Intelligence EA's perceptron from linear to sigmoid type activation function.
1) This does not make any sense here. In this EA the perceptron output is not linear but it uses a step function instead, its output has only to states: >0 or <0.

2) Also it is not possible with this EA to use any other training mechanisms (voted perceptron, etc.) because training is done by the metatrader optimizer which can only use its genetic algorithm to brute force the weights.

3) I doubt that this variant of the original single perceptron EA is any better than the original: It uses 3 perceptrons, connected in a somewhat strange way to generate 4 possible states, I doubt that the creator really knew what he was doing. I dont know exactly how this could be solved better, but i know for sure that the way it is done in this EA makes no sense.

4) Too many degrees of freedom: 4 weights are already difficult to train with the limited abilities of the mt4 optimizer and already tend to overfit heavily while 12 weights of the 3 perceptrons are definitely too much.

5) The data used for the perceptron inputs and the variable it should predict don't have much (if any) correlation. It simply cannot predict anything, there simply IS nothing to predict in the data it is given, it will only fit the noise instead. You can do some experiments to find better models (what kind of inputs to use, what kind of learner and what exactly to predict) by using comfortable data mining tools like knime.

6) you will need good programming skills, above average math knowledge, a lot of ambition, a lot of time, a good understanding of the used machine learning algos and some creativity.
  • #14
  • Dec 31, 2009 5:23pm Dec 31, 2009 5:23pm
Quoting Aja
Check out these working manual systems: http://www.forexfactory.com/forumdisplay.php?f=149
I think it is about automating the edge. None of the manual systems here on the forum will be profitable if automated. They all rely on discretion, the last missing bit that makes them profitable is something that cannot be expressed by simple rules. This is what NN and other machine learning algorithms are trying to solve: Automating the last missing part needed for a profitable automated System.
  • #15
  • Dec 31, 2009 6:56pm Dec 31, 2009 6:56pm
I actually have a simple system that is doing very good as can be seen in the live demo statement http://www.mt4i.com/users/melvin and its statistic http://www.mt4i.com/users/melvin/stats but I am just a AI freek that just wanted to improve things AI.


http://www.mt4i.com/banner.aspx?id=melvin&t=1

http://www.mt4i.com/charts/ResultCha...it&w=400&h=200
  • #16
  • Jan 1, 2010 2:59am Jan 1, 2010 2:59am
Quoting mel8331
I actually have a simple system that is doing very good as can be seen in the live demo statement http://www.mt4i.com/users/melvin and its statistic http://www.mt4i.com/users/melvin/stats but I am just a AI freek that just wanted to improve things AI.
Hi melvin,

good results! but the lotsize is quite big which normally can give big results in short time and and also can coz margin call in shorter time too..

any chance to share the last year back test 2009 results?

interesting... I am an AI fan too...
  • #17
  • Jan 1, 2010 3:14am Jan 1, 2010 3:14am
It can't do backtesting only demo live testing over 3 months will give an indication how well it will perform in the future.

That one of the reason why I chose the website for the live statement as it gave me statistical results for me to judge the future performance.

I love the "MTI Desktop" http://www.mt4i.com/MTIDesktop.aspx that does more analysis. I guess 3 months of demo trading will only tell if the system is robust.

By the way I hope sayaakankaya in the future.
  • #18
  • Jan 1, 2010 3:38am Jan 1, 2010 3:38am
Anyone tried this http://cortex.snowcron.com/forex_nn.htm and what is the result ?
  • #19
  • Jan 1, 2010 8:30am Jan 1, 2010 8:30am
Quoting mel8331
It can't do backtesting only demo live testing over 3 months will give an indication how well it will perform in the future.

That one of the reason why I chose the website for the live statement as it gave me statistical results for me to judge the future performance.

I love the "MTI Desktop" http://www.mt4i.com/MTIDesktop.aspx that does more analysis. I guess 3 months of demo trading will only tell if the system is robust.

By the way I hope sayaakankaya in the future.
...

just notice. u malaysian too?

Yes, with the results, if consistent..no doubt...you will change to sayaakankaya...haha..wish u in this new year 2010..
  • #20
  • Edited 3:02pm Jan 1, 2010 2:43pm | Edited 3:02pm
Since you are an AI fan too, you may want to try FANN EA details a http://www.tradingsystemforex.com/id...t-advisor.html .

Malaysia boleh ! and Happy New Year to you too.


Anyone who could help code a more sophisticated perceptron algorithm details available here http://www.forex-tsd.com/321974-post135.html .
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