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Extreme scalping using neural networks - EA/Manual

  • #1
  • First Post: Edited Jun 10, 2010 11:58pm Jun 7, 2010 12:46pm | Edited Jun 10, 2010 11:58pm
Fellow traders , I am pleased to offer a neural network based scalping system. All you need to do is put the attached EA - nextClose on EURUSD M30 and start reaping the profits. If you want to trade manually follow the red line - thats the NN's predicted close for the 30 minute period.

To avoid news realted volatility the EA is by default configured to run 16:00 GMT - 4:00 GMT. You can change these settings if you wish.

Setting up : Prerequisite is fann2mql which can be downloaded from :
http://go2.wordpress.com/?id=725X134...%2Fdownload%2F

The installer should be pointed to install in your MT/experts folder rather than default program files location

Last week I managed 145 pips with pretty low running drawdowns. Wishing you success and awaiting your valuable feedback.

Updated version:
Should work with 4 digit brokers fine.
Min Lot Added to fix an issue with no trades being taken when MM on.
Add ATR based TP , now the EA picks larger of ATR vs predicted close.
Very important Fix - the close happens properly at specified close time

Live Results:
http://www.mt4i.com/users/nextclose
Attached File(s)
File Type: ex4 NextClose-V14.ex4   30 KB | 6,435 downloads | Uploaded Jun 10, 2010 11:57pm
  • #2
  • Jun 7, 2010 1:30pm Jun 7, 2010 1:30pm
How did you train it?
  • #3
  • Jun 7, 2010 1:37pm Jun 7, 2010 1:37pm
It trains in real time using a 'Sliding window' concept. Once we see some success , I will publish the source code with comments, eventually would like other coders to improve the strategy but it is profitable as it is.
  • #4
  • Jun 7, 2010 1:47pm Jun 7, 2010 1:47pm
I was referring to the initial training.

Unless the version for download is 'blank'
  • #5
  • Jun 7, 2010 1:54pm Jun 7, 2010 1:54pm
Thank you for your willingness to share your EA. Could you give a brief explanation of the inputs and what they do - I would have a nosy round the code normally to try and figure it out but that is not possible at the moment. I have just chucked this up on a demo account I have to test EA's so will let you know how it goes. Once again thank you for your generosity.
The best trade I ever made was my SIN for Jesus' RIGHTEOUSNESS.
  • #6
  • Jun 7, 2010 1:59pm Jun 7, 2010 1:59pm
Quoting neuro
It trains in real time using a 'Sliding window' concept.
Backtesting produces ZERO trades.. Did EA handle 5-digit brokers?

Or for example for SL 100 1 more zero should be add to work on

5 digit brokers? Thanks.

Journal Error:

"cannot load library "Fann2Mql.dll" thought it's installed already..
Viewer Discretion Advised: Shall we shag now or should we shag later? :-)
  • #7
  • Jun 7, 2010 2:06pm Jun 7, 2010 2:06pm
Ronald,

The version for download is indeed blank and will train itself first time you put it on a chart.

Jimmy,

Working on documetation, once we get some positive results here will upload a pdf.

Skyzer,
The EA is meant to run on 4/5 digits and also ECN. Backtesting is not possible for some odd reason, for now forward test on a demo account and see for yourself.
  • #8
  • Jun 7, 2010 2:11pm Jun 7, 2010 2:11pm
Quoting SkyzerFX
Backtesting produces ZERO trades.. Did EA handle 5-digit brokers?

Or for example for SL 100 1 more zero should be add to work on

5 digit brokers? Thanks.

Journal Error:

"cannot load library "Fann2Mql.dll" thought it's installed already..
I had to physically move the Fann2Mql.dll file from where it installed itself (a new folder in my program files) into the library folder - in the experts folder of my MT4 folder.

Hope that helps
The best trade I ever made was my SIN for Jesus' RIGHTEOUSNESS.
  • #9
  • Jun 7, 2010 2:15pm Jun 7, 2010 2:15pm
Quoting neuro
Ronald,

The version for download is indeed blank and will train itself first time you put it on a chart.

Jimmy,

Working on documetation, once we get some positive results here will upload a pdf.

Skyzer,
The EA is meant to run on 4/5 digits and also ECN. Backtesting is not possible for some odd reason, for now forward test on a demo account and see for yourself.
Thank you. The EA is successfully taking trades on my platform at the moment. SL is a bit scary when compared to the TP! Looks like it will need quite a high win to loss ratio (maybe 15:1?) to make profit. Will give it a chance though!
The best trade I ever made was my SIN for Jesus' RIGHTEOUSNESS.
  • #10
  • Jun 7, 2010 2:18pm Jun 7, 2010 2:18pm
Quoting SkyzerFX
Backtesting produces ZERO trades.. Did EA handle 5-digit brokers?

Or for example for SL 100 1 more zero should be add to work on

5 digit brokers? Thanks.

Journal Error:

"cannot load library "Fann2Mql.dll" thought it's installed already..
You need to go to Program FilesFann2MQL and copy the include and libraries folder where appropriate
  • #11
  • Jun 7, 2010 2:21pm Jun 7, 2010 2:21pm
Quoting jimmynoodles
I had to physically move the Fann2Mql.dll
Thanks, that make sense
Viewer Discretion Advised: Shall we shag now or should we shag later? :-)
  • #12
  • Jun 7, 2010 2:24pm Jun 7, 2010 2:24pm
Quoting neuro
Skyzer,
The EA is meant to run on 4/5 digits and also ECN. Backtesting is not possible for some odd reason, for now forward test on a demo account and see for yourself.
Alright but EA showing Spread on My screen 14.00000000 13.000000

which is actually 1.3/1.4 pips. Thanks.
Viewer Discretion Advised: Shall we shag now or should we shag later? :-)
  • #13
  • Jun 7, 2010 2:25pm Jun 7, 2010 2:25pm
Thank you!
Demo is up and first trade was taken.
Pavel
  • #14
  • Jun 7, 2010 2:33pm Jun 7, 2010 2:33pm
First trade closed with profit. I have an idea of the inner workings... unless that data you printed to the experts tab is false
  • #15
  • Jun 7, 2010 2:36pm Jun 7, 2010 2:36pm
Yeah 1st three trades have closed in profit for me here. Just waiting to see how many winners it gets compared to the big losers!
The best trade I ever made was my SIN for Jesus' RIGHTEOUSNESS.
  • #16
  • Jun 7, 2010 2:39pm Jun 7, 2010 2:39pm
Jimmy,

The SL is only an emergency SL , the EA will close the losing trades much earlier based on projected close.
  • #17
  • Jun 7, 2010 2:43pm Jun 7, 2010 2:43pm
now is GMT 0
GMT offset 20
WANT WHAT THE MARKET WANTS...
  • #18
  • Jun 7, 2010 2:46pm Jun 7, 2010 2:46pm
Quoting countex
now is GMT 0
GMT offset 20
Yeah, we have to figure out GMToffset, cause All brokers have different

times, unless EA calculating pure GMT.
Viewer Discretion Advised: Shall we shag now or should we shag later? :-)
  • #19
  • Jun 7, 2010 2:48pm Jun 7, 2010 2:48pm
hi

i have installed this now, how do i run it on the mt4, i have copied the files to its appropriate folders...

sam
  • #20
  • Jun 7, 2010 3:02pm Jun 7, 2010 3:02pm
Quoting countex
now is GMT 0
GMT offset 20
it was reading my local machine time as GMT.

I tricked it and it is calculating/educating now.
WANT WHAT THE MARKET WANTS...
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