Leo did a loads of commendable work on Neural Networks and was kind enough to share with us while he traveled the lonely path … I think nobody could help because nobody understoood it all (?) … least of all me! 🙂
Anyway, Leo found limitations on the PRT pathway and is now forging ahead with new tracks and fighting Pythons along the way! 🙂
@Leo left us with below …
here is the best approach I got Neural Network v2.2.1
https://www.prorealcode.com/topic/neural-networks-programming-with-prorealtime/page/8/
I made v2.2.1 into a workable strategy which I offer for further development and sharing on this Thread.
We’d love to see you around in the future Leo … hope the Pythons don’t squeeze the life out of you, as I’m sure you must have felt like with PRT at times!? 🙂
Best Wishes
GraHal
PS hope all’s good with your baby, wife and family.
Above .itf needs below as Line 3 … trade was rejected at 2000 preload bars. but trade just executed at 10,000 on Real data.
DEFPARAM PRELOADBARS = 10000
Hi Grahal, all this work on neural networks is very impressive, thanks to you and Leo. I have tried to backtest LeoNEURNET-v2.2.1-DJI-30M-v1 but when I try to test it on live and to launch the code for live trading (with a small size of contract) PRT says that I need to replace variables by values. Have you met the same problem ? Thanks in advance.
thanks to you and Leo.
That should be a BIG BIG thanks to Leo and maybe just maybe a very small thanks to me! 🙂
All I’ve done is manage to turn Leo’s Neural Network Indicator into trading Systems and I hoped others may have done a better job than me, but it appears none have been inspired enough to have a go? I guess because Leo’s code is so bespoke and personal?
I need to replace variables by values. Have you met the same problem
I guess you are trying to run my .itf EXACTLY as I provided above?? If Yes, then you need to read up on how to use the Optimiser.
PS I dont know why that appears as bold font … I did not select bold and I am not shouting! 🙂
If Yes, then you need to read up on how to use the Optimiser.
I had to get off quick earlier as I could tell that PRT was hogging my RAM and I may have lost all my work if / when PRT crashed!
You need to enter the values after optimisation into the variable as shown in the code by Line number / variable name and then delete the variable from the Optimiser and then you can run the System to execute Live trades.
But best you read up a bit on how to use the Optimiser … follow the link below.
https://www.prorealtime.com/en/pdf/probacktest.pdf
I guess I have not made my homeworks 🙂 Sorry for that I am a fresh newbie in Pro Real Code (even if I m used to backtest strategies for a while, with other softwares). I m going to learn it and get back here if I can help for any improvement/idea. Thanks.
