Machine learning in trading: theory, models, practice and algo-trading - page 1066

 
Maxim Dmitrievsky:

You dont need 2nd run, its just for check how EA lrarns

1 EA on chart, and learn in the same terminal in tester

OK, so my step 1 and 3 will do the job. I don't have to follow step 2???...GREAT!!!

Also, I want to know what will happen to the saved files if I run the training again and again.? I mean will the old files will be updated automatically or will I have to delete the old files before I run the next run?

By the way, I have just created a sample code for GMDH in a very gross format with only 3 values of m(base function components) which I don't know if it will be helpful for you or not. I mean you are going to implement the library to feed the RDF and hence, you can increase the number of polynomials if it is useful for you or if you insist I can write it out further.

But it is little complicated for now and I don't find a better way to write it for now. If you want I can provide the sample code for now. Then, you look into it if it is useful for you and then, we will see how we can make it better or simpler.

Since the formula itself gets complicated with more number of polynomials and hence, I just used one simple switch case statement and one function to calculate that Y components.

If you want, then I will attach the MQL5 file. I just wrote in EA format. You can take the code and implement it ".mqh" format
 
FxTrader562:

OK, so my step 1 and 3 will do the job. I don't have to follow step 2???...GREAT!!!

By the way, I have just created a sample code for GMDH in a very gross format with only 3 values of m(base function components) which I don't know if it will be helpful for you or not. I mean you are going to implement the library to feed the RDF and hence, you can increase the number of polynomials if it is useful for you or if you insist I can write it out further.

But it is little complicated for now and I don't find a better way to write it for now. If you want I can provide the sample code for now. Then, you look into it if it is useful for you and then, we will see how we can make it better or simpler.

Since the formula itself gets complicated with more number of polynomials and hence, I just used one simple switch case statement and one function to calculate that Y components.

If you want, then I will attach the MQL5 file. I just wrote in EA format. You can take the code and implement it ".mqh" format

Just retrain EA when you need in tester and all. But need some changes in librart and EA if you don't want to reload EA on chart after every learning

sure, show me the code... maybe today I finish it

 
Maxim Dmitrievsky:

Just retrain EA when you need in tester and all. But need some changes in librart and EA if you dont want to reload EA on chart after every learning

sure, show me the code... maybe today I finish it

Ok, I am trying to attach the file, but it seems the forum doesn't have such an option and so I will just paste the code in my next comment directly here...Please read the comments and then try to use the code and see if it helps...

Also, I want to know what will happen to the saved files if I run the training again and again...? I mean will the old files will be updated automatically or will I have to delete the old files before I run the next run?

So I have to just train it and then, restart the MT5 terminal. That's all...right?

 
//+------------------------------------------------------------------+
//| GMDH(Group Method Data handling) .mq5 |
//| Copyright 2018, MetaQuotes Software Corp.
//+------------------------------------------------------------------+
#property copyright "Copyright 2018, MetaQuotes Software Corp.
#property link "https://www.mql5.com"
#property version "1.00"

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FxTrader562:

Ok, I am trying to attach the file, but it seems the forum doesn't have such an option and so I will just paste the code in my next comment directly here...Please read the comments and then try to use the code and see if it helps...

Also, I want to know what will happen to the saved files if I run the training again and again...? I mean will the old files will be updated automatically or will I have to delete the old files before I run the next run?

So I have to just train it and then, restart the MT5 terminal. That's all...right?

The files will be updated automatically. Just train and reload EA on chart, dont need restart

 
FxTrader562:
//+------------------------------------------------------------------+
//| GMDH(Group Method Data handling) .mq5 |
//| Copyright 2018, MetaQuotes Software Corp.
//+------------------------------------------------------------------+

Thanks!

Also you can read about algorithms here http://www.gmdh.net/GMDH_alg.htm

I will try to add to library today

Spectrum of GMDH algorithms
  • Gregory Ivakhnenko
  • www.gmdh.net
Solution of practical problems and GMDH theory design lead to development of broad spectrum of software algorithms. Each of them corresponds to some definite conditions of it application [17]. Algorithms mainly differ one from another by the models-candidates set generator arrangement for given basic function, by the way of models structure...
 
Maxim Dmitrievsky:

files will be updated automatically. Just train and reload EA on chart, dont need restart

But reload is the same as restarting MT5 right?

Because I don't know how to reload the EA programatically from a third party software. But I can restart the Mt5 which I guess should reload the EA also. Am I correct?

I have written the GMDH code above. Please go through it and let me know.

Also, should I delete this code from this discussion after you copied?

 
FxTrader562:

But reload is the same as restarting MT5 right?

Because I don't know how to reload the EA programmatically from a third party software. But I can restart the Mt5 which I guess should reload the EA also. Am I correct?

I have written the GMDH code above. Please go through it and let me know.

yes, same as restarting

 
Maxim Dmitrievsky:

yes, same as restarting

Should I delete the code. Have you copied?

 
FxTrader562:

Should I delete the code. Have you copied?

yes, you can delete it