Machine Learning

Hi All,

If anyone is interested in developing machine learning based strategies, check out www.deep-thought.co.

Currently supports

1. Support Vector Machines.
2. Gradient Boosted Trees.
3. Random Forests.
4. Extremely Randomised Trees.
5. Multi-layer Perceptron, aka Neural Network.
6. Ensembles: Combine the forecasts of any number of predictors.
7. Constant retraining, always adapting to the market.

Please note, this is a tool to develop your own strategies and systems, not a pre-canned trading strategy.

Also included are two MT4 EAs, with source, to trade the signals or combine with any other system you may have.

I've added a couple of tutorials to the website:

Using the MT4 strategy tester: http://www.deep-thought.co/backtesting-and-optimising
Using MT4 indicators: http://www.deep-thought.co/using-mt4-indicators

Have also enhanced SVM ensembles and fixed breaking changes introduced by MT4 build 600.

Added some info on using Renko bars. The Python source used to generate the plots can be found here:http://machinelearningtrading.wordpr...bars-in-python

DeepThought now has Python scripting for feature generation, target/trigger, predictors and buy/sell signal generation logic.

The next major release will include a GUI as it's currently command-line driven which I guess can be a little off-putting to those not used to command-line interfaces.

www.deep-thought.co

Are you really getting better results by with Renko bars for machine learning algorithms? I always supposed Renko bars would not work for machine learning because they contain less market information than normal bars.

I'm finding that Renko bars do add value when included as inputs. I mix them with 'normal' candles so not using them by themselves. I don't think there's any less information, just that it's represented differently. With Renkos we also have a duration value, so there's info in whether a 20 pip renko took five minutes to be created or 2 hours - most mechanical Renko strategies seem to ignore duration.

There is now a 60 day trial of the current commandline version. Everything's in the trial except the dll required for live trading. Available in the downloads section: http://www.deep-thought.co/dt-downloads.

Cheers