Neural networks programming with prorealtime

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  • #87563 quote
    ML
    Participant
    Average

    Does the blue arrow appear in “real time” or the code draw it in retrospective?

    Thanks

    #87564 quote
    auvergnat
    Participant
    Veteran

    See post #86984

    #87567 quote
    TACBOLSA
    Participant
    Master

    In real time, you only the bullish movement at the moment.

    We are working on it when we have more time.

    #89567 quote
    Carlos Garcia
    Participant
    Veteran

    Hello Nicolas,

    I like your idea! Could you complete this code with also short trades?

    Thank you 🙂

    #97256 quote
    tradingthelife
    Participant
    Senior

    Hello! Is there any update about this system? I don’t understand it too much, and I think this is the future but seems interest is decreasing in the forum.

    Thanks a lot.

    #97258 quote
    GraHal
    Participant
    Master

    I don’t understand it too much

    I never understood it at all 🙂 but I managed to turn the code into Auto-Systems, many of which I have been running since … attached are results of a few.

    tradingthelife thanked this post
    #97278 quote
    tradingthelife
    Participant
    Senior

    WoW! That’s awesome @GraHal! What indicators are you using in profitable strategies? Results are very good! Is real trading or paper?

    Thank you very much for your feedback!

    #97282 quote
    GraHal
    Participant
    Master

    Results are very good!

    When you consider that the DJI has risen from 21,000 ish to 26,500 since Dec 18 (when the Systems were set running) then it’s not so good?

    What indicators are you using in profitable strategies?

    For the most profitable System (I show above) then all I did was add below.

    If Output1 > 0.7  and output2 < 0.7 Then
    Buy at Market
    Endif
    //and ADX[14] > 19
    //If barindex - tradeindex > A351 and POSITIONPERF < 0 Then
    //Sell at market
    //endif
    
    If Output2 > 0.9 and output1 < 0.9  Then
    Sellshort at Market
    endif
    //and ADX[14] > 12
    If LongonMarket then
    SET TARGET PPROFIT 520
    SET STOP PLOSS 60 //60
    Endif
    
    If ShortonMarket then
    SET TARGET PPROFIT 20 //50
    SET STOP PLOSS 20 //25
    Endif

     

    All credit and thanks must go to Leo and I’m sure his code is capable of giving better results … anybody brave enough to show what you got?? 🙂

    #97284 quote
    GraHal
    Participant
    Master

    Analysing results further, what is significant is that the winning trades could hardly be described as a a rocky road / stressful journey … look at the low MAE values against gains of 520.

    The potential of Leo’s code needs to be unlocked, but I don’t understand it enough to make the right key! 🙂

    EDIT / PS

    The screen shot below is from a Backtest as MAE isn’t shown on Forward Test Detail Report (is MAE shown on Fwd Test version 11 … I hope so!?).

    #97386 quote
    tradingthelife
    Participant
    Senior

    Thank you very much @GraHal for your efforts. I hope these days I’ll have time enough to study this system and could talk about it later.

    Kind regards.

    #105936 quote
    coscar
    Participant
    Senior

    Hi Leo it’s a great job, even if I arrived late but this topic attracts me a lot.

    To give support to your work you might be interested in this link https://www.mql5.com/en/code/9002,

    you can also find files for MT4 that could be converted with the help of experts.

    Please if you have made further progress I ask you if you can post it without commitment, thanks and greetings

    #105960 quote
    Leo
    Participant
    Veteran

    Hi all, thank you very much for your comments,

    I tried my best to improve performance but it is very hard coding a neural network… and I do not improve any further. I also explore other technics of machine learning like clustering. In one of my codes the memory issue with prorealtime only allow me to  do a loop of learning with 3  epochs (a for-next loop only 3 times!).  I got only a multi-layer perceptor of 5 inputs with like 6 neurons… when we talk than a “simple” professional neural network has dozens of inputs with hundreds of neurons and several layers… so I got very disapointed with prorealtime.

    Now I concentrating  in learning Python from zero, I’m afraid to say I do not code anymore in PRT. For artificial intelligence there are many libraries, so most of the work is done already. Thanks for sharing your page Coscar, thanks for your comments GraHal ( it encourages me a lot to keep going) and thanks a lot for all the community as well.

    GraHal, Carlos Garcia and coscar thanked this post
    #106529 quote
    Leo
    Participant
    Veteran

    Hi all,

    here is the best approach I got

    Neural Network v2.2.1

    Here I attached the file,

    remember to upload at least 15000 bars.

    I wish all of you a lot of success.

    swapping, Rumjacks, GraHal and 4 others thanked this post
    #157175 quote
    Nobody
    Participant
    Veteran

    I wish all of you a lot of success.

    I wish i had read this thread a long time ago . Great body of work here and i wish i could understand more of it . I will put some time into learning about neural networks as it has an appeal .

    We all have a Neural Network !

    I am certain your hard work has paid of by now . Kudos to you Leo

    AND yeah yeah blah blah dont do this do do that   .   signed the narcissist in the boat

    #157178 quote
    Vonasi
    Moderator
    Master

    AND yeah yeah blah blah dont do this do do that   .   signed the narcissist in the boat.

    Follow the few simple rules and the narcissist in the boat wont have to keep editing your posts and reminding you of them. Other forum members seem to manage to follow them.

    Rules such as:

    • Always be polite and courteous to others.
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Neural networks programming with prorealtime


ProBuilder: Indicators & Custom Tools

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Leo @leito Participant
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This topic contains 126 replies,
has 8 voices, and was last updated by MobiusGrey
2 years, 4 months ago.

Topic Details
Forum: ProBuilder: Indicators & Custom Tools
Language: English
Started: 08/18/2018
Status: Active
Attachments: 32 files
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