PiNNacle - a Neural Network EA - page 2

 

Thank you

Thanks Nittany1 for sharing the EA. Very much appreciated

 

I am not sure can we use back test for NN EA, but back test for this EA is looking very bad. Try.

 

Hi,

Thanks for the effort in another NN EA.

Can share how the calculation works for the hidden layers and the output nodes?

Thanks

 

I'm working on trading rules to keep it out of sideways price action. It's going to get a lot more complex in the next few weeks. One of two things is going to happen 1) back propagation 2) multiple-nn

Either of them is going to increase the complexity.

Anyway, first the hidden layer. Each hidden layer node takes the sum of the products of the (signals x weights). If you look at the pencil drawing the top half are the hidden nodes are calculated with a positive weight multiplied times the signal, vice versa for the bottom weights. Then with the output nodes it's mixed in, the top half of what comes out of the hidden nodes is multiplied with a positive value, the bottom half with a negative value. If you use a spreadsheet to model the NN you'll see why.

If you want to try building your own NN EA feel free to use mine as a basis. The best way to model your own NN is to use a spreadsheet to build it. I used the free spreadsheet included with Open Office.

Files:
 

another suggestion, i wonder if it is feasible

you have calculated the threshold for this time frame

maybe you can calculate the threshold for a higher time frame like H1

then add up the threshold for signal?

Example : (TF 15min Threshold * Weight) + (TF 60min Threshold * Weight)

 

Hi nittany1, I'm testing your EA but ther's some things that I need to know:

Is this EA able to trade with 5 digits broker?

Is this EA able to trade in any currency?

This results doesn't seems to be good but as far as I know a NN need to be trained for each currency in order to get his weights, maybe that is the reason...

Files:
statement_1.htm  11 kb
 

I'm running eight pairs at default, on M15 charts.

No trades in 24 hours from any of the pairs.

Rob

 

No Trades

ChicagoRob:
I'm running eight pairs at default, on M15 charts.

No trades in 24 hours from any of the pairs.

Rob

I am running identical setup as Chicago Rob and have not had any trades in the past 2 days.

Could this be an ECN coding issue?

Cheers

Spy

 

Check to see if there are any trade errors. It's setup to trade micro lots by default.

 

I have had three trades on GBPUSD M15 today for +8, -5, -25 pips..