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Hello Nelson,
Thank you so much for your fast reply and help! I really appreciate it. You rock!
I'll give it a try tomorrow evening. Time to recharge now... ^_^
Thanks again buddy!
Welcome✔
Please find attached a WORKING fully connected Neural Network Model with a sample script to help you test functionalities in a few clicks.
More work is in progress.
edit:
1000 was the default number of epochs in the provided files. However, learning converges at less than 250 iterations.
Among the tasks in progres, I'm aiming at creating an auto-configuration module which will select the most efficient network structure, and also simplify data input and training procedures.
I intend to use a single data container to send and retrieve predictions from the network for efficiency purposes.
Happy trading.
Some changes have been made for ease of use of the script.
Check the attached change-log.
Hello
I do have some libraries I've developed myself. The most interesting things I have related to AI are a Convolutional Neural Networks (which I'm using for 1D convolution of timeseries) and a Generic Q Learning Algorithm for reinforcement learning (which can be used coupled with neural networks or any function that is an approximation of a q-table) both in programmed in mql5. I do have a git repository with all that content.
About "Shared projects", I personally love to use git in order to track my personal AI project.
If you guys have any interest, let me know.
Hello
I do have some libraries I've developed myself. The most interesting things I have related to AI are a Convolutional Neural Networks (which I'm using for 1D convolution of timeseries) and a Generic Q Learning Algorithm for reinforcement learning (which can be used coupled with neural networks or any function that is an approximation of a q-table) both in programmed in mql5. I do have a git repository with all that content.
About "Shared projects", I personally love to use git in order to track my personal AI project.
If you guys have any interest, let me know.
https://www.mql5.com/en/code/30815
Happy weekend
Hi. Please tell us more about your q-learning algorithm. I've been doing a research in that domain with intent to create a custom rainforcement learning algorithm bundled with neural networks. Is it ready yet or still under development?
Hi, I have it already developed. I do have an example of it working with the cartpole game (all developed in mql5). Unfortunately, it did not work with the indicators I was using, but the library is there. Currently, I'm working with supervised learning (which is faster) and once I find a set of variables that fit together and make a great model, I maybe try to assemble it in q-learning again. Anyways, I do have the q-learning library developed. I'll message you more intel
I am happy to share it with you :
https://www.mql5.com/en/blogs/post/724245
Of course this isn't a graal but I think it can help beginners to visualize the multi layer perceptron (not in depth of course you will need a lot more mathematics).
So like Nelson said keep pushing and good luck in your work :).
See U mates.
Hello.
In my research, I constantly tried to figure out why existing trading algorithms perform, let's say not so well. And I found the answer to be, 'NOISE'.
This is an additional barrier that I thought I should cross, as part of the Ultimate AI Trading Algorithm. To achieve this, I have decided to construct renko charts using custom symbols, which will help to filter noise from the price time-series, which has been introduced by time-based scales.
I like to continue hoping that more people will join efforts to make this project a success.
Happy trading.