Better NN EA development - page 43
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1.Tools
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4.Allow Dll importsThank you very much, Sir.
Enjoy your weekend.
LittleWalker.
SVM_EA_v25d
Backtest for USDJPY:
#define NR_OF_SAMPLE_LINES 3000
#define NR_OF_TEST_LINES 2000
#define NR_OF_TEST_BARS 120
#define NR_OF_ATTRIB 27
#define FUTURE_WINDOW 500
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
extern int TrainTimeFrame=PERIOD_M5;
extern int TrainPeriod=PERIOD_M1;
extern int PredictPeriod=PERIOD_M1;
extern int StopLoss=100;
extern int TakeProfit=100;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
#define NR_OF_SAMPLE_LINES 3000
#define NR_OF_TEST_LINES 2000
#define NR_OF_TEST_BARS 120
#define NR_OF_ATTRIB 27
#define FUTURE_WINDOW 500
//+------------------------------------------------------------------+
//| |
//+------------------------------------------------------------------+
extern int TrainTimeFrame=PERIOD_M5;
extern int TrainPeriod=PERIOD_M1;
extern int PredictPeriod=PERIOD_M1;
extern int StopLoss=100;
extern int TakeProfit=100;
extern double Lots=0.1;
extern datetime BeginDate= D'2008.09.01 00:00';
extern double C=32.0;
extern double gamma=2.0;
Learning, Progressing, And ReActing.
Hi, Barnix...
I am still interested in having the source of the DLL, Can you tell me how much would it cost me to have it?
I understand that the EA starts it's trade from 1st September 2008, But If I would like to test it from the year 2000, can you please tell me how to do that?
I also know that the EA learns from a sample of 1000 data bars. Can you please tell me if the EA learns from the Last 1000 data bars or just from the 1000 data bars which are present in the initial execution and it doesn't train itself by the new data which is present?
Thank you for your help.
LittleWalker.
You can set the beginning of backetst with
extern datetime BeginDate= D'2008.10.01 00:00';
and you can change the number of trained bars
with:
#define NR_OF_SAMPLE_LINES 2000
nr of train bars
2000.
+=========+---------------------------------------------------------------------------------------------------+
....................the beginning of backtest
....................2008.10.01 00:00
Hi, Barnix...
I am still interested in having the source of the DLL, Can you tell me how much would it cost me to have it?
I understand that the EA starts it's trade from 1st September 2008, But If I would like to test it from the year 2000, can you please tell me how to do that?
I also know that the EA learns from a sample of 1000 data bars. Can you please tell me if the EA learns from the Last 1000 data bars or just from the 1000 data bars which are present in the initial execution and it doesn't train itself by the new data which is present?
Thank you for your help.
LittleWalker.Thank you for your kind answer,
I have changed the code in the lines, but while backtesting it on historical data, I didn't get any results.
I wanted to test it from the year 2000 until today, but all the time got an error.
Please try to help me.
Thank you,
LittleWalker.
You can set the beginning of backetst with
extern datetime BeginDate= D'2008.10.01 00:00';
and you can change the number of trained bars
with:
#define NR_OF_SAMPLE_LINES 2000
nr of train bars
2000.
+=========+---------------------------------------------------------------------------------------------------+
....................the beginning of backtest
....................2008.10.01 00:00For this reason we need to make a command line tester in c++.
Thank you for your kind answer,
I have changed the code in the lines, but while backtesting it on historical data, I didn't get any results.
I wanted to test it from the year 2000 until today, but all the time got an error.
Please try to help me.
Thank you,
LittleWalker.Probability of Progression in Back Propagation
And what is needed from a command line tester in C++?... Sir.
Thank you.
LittleWalker.
For this reason we need to make a command line tester in c++.
Some trade simulator
please consider the attachments
Hi Barnix,
Can you please explain to me why the StrategyTester of SVM EA in the attached statment doesn't work well on dates before 01.09.2008? ( Even when the date is changed in the EA.)
Thank you.
SVM_EA_v25c_06 Backtest