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Attachments: Fast Artificial Neural Network and MT5 price prediction
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Fast Artificial Neural Network and MT5 price prediction

  • Post #1
  • Quote
  • First Post: Aug 1, 2010 3:43pm Aug 1, 2010 3:43pm
Hi there.

This weekends I wrote a small expert for MetaTrader 5 platform. It's using FANN and another currencies prices to predict price for target symbol. This expert will only try to predict prices and will not trade.

Installation:
1) Install fann2mql.
2) Copy Fann2MQL.dll and tbb.dll to MT5 TERMINAL DATA PATH\MQL5\Libraries\
3) Download fann2.mq5.txt, rename it to fann2.mq5
4) Copy fann2.mq5 to MT5 TERMINAL DATA PATH\MQL5\Experts\
5) Compile fann2.mq5 and attach it to EURUSD chart.

This is a first version so recommendations for how to improve this expert are welcomed.
Attached File(s)
File Type: txt fann2.mq5.txt   8 KB | 1,701 downloads
nice! I made an ANN to basically predict if a candle will close up or down in MT5 some months back. It could only predict with around 50% +/- 10% accuracy lol

so either my ANN sucked or the markets really are unpredictable (using technical analysis alone)
Hi Graff,
Nice concept of trading using Neural Network on MT5. Actually i already try your mql5 (MT5 build 334) on geniune Intel CPU 2140 @ 1.60 GHz Window XP. It can compile but self exit when execute in chart (eurusd).

Are this problem of tbb.dll or other?

Haidzatul


Quoting Graff
Hi there.

This weekends I wrote a small expert for MetaTrader 5 platform. It's using FANN and another currencies prices to predict price for target symbol. This expert will only try to predict prices and will not trade.

Installation:
1) Install fann2mql.
2) Copy Fann2MQL.dll and tbb.dll to MT5 TERMINAL DATA PATHMQL5Libraries
3) Download fann2.mq5.txt, rename it to fann2.mq5
4) Copy fann2.mq5 to MT5 TERMINAL DATA PATHMQL5Experts
5) Compile fann2.mq5 and attach it to EURUSD chart.

This is a...
Quoting MoForce
nice! I made an ANN to basically predict if a candle will close up or down in MT5 some months back. It could only predict with around 50% +/- 10% accuracy lol

so either my ANN sucked or the markets really are unpredictable (using technical analysis alone)
Neural networks only find patterns if they exist. So you either mis-coded the NN or basic premise for the NN has no edge.
You are in a maze of twisty little passages, all alike.
It works on Windows 7 (32 bit) Intel Core 2 Duo CPU P8700 2.53 GHz using MT5 Build 338.

But have problem to execute on Windows 7 64 bit (Intel Xeon Quad-Core Processor X5667 3.06 GHz. MT5 Build 338. According to Fann Web Site, 64 bit are not supported. Any solution on 64 bit??
to prevent from long time of download data from server, i suggested the symbol should be limited. In the case, only EURUSD are involved, so that the code for that should be (if symbol is at the top list of market watch MT5 client terminal)...

// symbols list
int symb_total=1;
ArrayResize(slist,symb_total);
for(int i=0;i<symb_total;i++) slist[i]=SymbolName(i,true);


Quoting Graff
Hi there.

This weekends I wrote a small expert for MetaTrader 5 platform. It's using FANN and another currencies prices to predict price for target symbol. This expert will only try to predict prices and will not trade.

Installation:
1) Install fann2mql.
2) Copy Fann2MQL.dll and tbb.dll to MT5 TERMINAL DATA PATHMQL5Libraries
3) Download fann2.mq5.txt, rename it to fann2.mq5
4) Copy fann2.mq5 to MT5 TERMINAL DATA PATHMQL5Experts
5) Compile fann2.mq5 and attach it to EURUSD chart.

This is a...
Fann has release 64bit for MT5 only Windows 7. I just install and found error on result MSE compared from previous fann version.

Before:
Next Targer Price : 1.38345 MSE : 0.00000451

After install new release fann 0.1.4 beta windows 7
Next Targer Price : 9233356666666777.38345 MSE : 9233356666666777.38345451

Error? any explanation on this phenomena?
Tq
I'm not sure how the FANN handles initial neuron states but other NNs I've worked with in the past randomize the initial states. So you'll get different results depending on this initial state. Sometimes the NN will train very quickly, (i.e. converges to a small MSE) and give clear outputs. Other times the NN takes a long time to train and gives what I consider "muddy" outputs.

I'm saying all this without knowing exactly what you're doing.
You are in a maze of twisty little passages, all alike.
It's due to terminal bug.
See the post:
http://www.mql5.com/en/forum/2303
Hi there.

It works on Windows 7 x64 and MT 5 x32 fine.

2 emsi: thanks for fann2mql.

2 all: someone made profit with that indicator?
You're welcome.
BTW: the bug is fixed, please upgrade to build 344 and recompile your expert.

Regarding the profit of this type of indicator it is highly unlikely to bring any. The old fashion forecasting approach is valuable only in terms of education.
The best approximation of future price value is its current value
hello sir,
I got some errors while compiling mq5. Pls see the sceen shot and i need your help. thanks
Attached Image (click to enlarge)
Click to Enlarge Name: Fann2 compile.PNG Size: 84 KB
I got the same error here...
Quoting chan123
hello sir,
I got some errors while compiling mq5. Pls see the sceen shot and i need your help. thanks
I have the same errors after terminal update. I'll fix them later.
Here is fixed version without errors and warnings
Attached File(s)
File Type: zip fann2.zip   3 KB | 1,232 downloads
thank u g
  • Post #17
  • Quote
  • Last Post: Mar 11, 2020 5:37am Mar 11, 2020 5:37am
Quoting Graff
Here is fixed version without errors and warnings {file}
styll cetyng a error
'iClose' - override system function fann2.mq5 241 8
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