Examples: Using Neural Networks In MetaTrader - page 5

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fxorbust:
OK thanks for the insight. I noticed the file size does not change though, even if I train the NN on an optimization run of 10,000 passes. Shouldn't the file grow as the NN is built from many passes?


Why would the file need to grow??? The network size is not changing only the connections weights are being adjusted.

 
emsi:
fxorbust:
OK thanks for the insight. I noticed the file size does not change though, even if I train the NN on an optimization run of 10,000 passes. Shouldn't the file grow as the NN is built from many passes?

Why would the file need to grow??? The network size is not changing only the connections weights are being adjusted.


OK I am beginning to understand. So, do you think a NN trained via an optimization run of 10,000 passes is better trained than an NN trained via 1 single pass?
 
emsi:
fxorbust:

Well, I should mention that I had this problem running the FIXED version of the EA. When I run the original version, I do get different and better results for the test period. What is it about the fixed version that is not working for the test period?
Both versions are working yet the skewed version is performing better due to the trend. However this article is not about how to make a best profitable EA but how to use NN (namely FANN) in MQL4. This is just an example of application of NN however there's plenty of other applications (price forecasting, pattern recognition, reinforcement learning and so on). Try to find your best approach :)

Hi Emsi!


You said "However this article is not about how to make a best profitable EA but how to use NN (namely FANN) in MQL4."


I got your point, so: can you look to my questions in this article about how to use your article to be creative in

example by modifying your MACD EA with a MACD+MA EA?


I mean that if you help me/us to understand how add another "indicator" in your Article's EA, not just MACD

but MACD+MA i.e., it woulbe be very helping in order to understand how to apply new stuff with the use of FANN.


I hope you can help me to my questions, because something is still not clear to me in your EA (difficult to understand).


In particular: how to modify your EA in order to work not only with MACD but with MACD+MA ??

And if you want give us this one: how to modify your EA in order to work it with MA instead of MACD

(you can took the MA & MACD from the MT4 EAs samples).


Thanks very much. I hope you reply me.

Regards

 

Hi All,


I initially tried to use FXPro broker MT to test this, but I got totally different results. So I thought I would follow exactly what the author is saying.


Step 1. Installed InterbankFX

Step 2. Downloaded Data from Metaquote server after going to Tools->History Center

Step 3. Changed NeuroFilter=false,SaveAnn=false and AnnsNumber=0 in NeuroMACD and compiled.

Step 4. Used time period 2007.12.31 to 2009.01.01 for testing(time period M5). EURUSD


Attached screen shot of the result.


Why do I get different result?


I then changed NeuroFilter=false,SaveAnn=true and AnnsNumber=16 and then ran the testing to save the values.


After that I changed NeuroFilter=true,SaveAnn=false and AnnsNumber=16, and I got the same result as before. No effect of NN. Am I doing anything wrong?


I have read this article several times, and I am not sure where I am going wrong.


Thanks

Arnab

 
arnab:
I have read this article several times, and I am not sure where I am going wrong.
You definitely should read the article more carefully. It clearly states: "I used the data from Alpari, converted to M5 time frame." :)
 

I am still getting:


2009.07.08 12:09:01 2009.07.07 23:59 NeuroMACD-fixed EURUSD,M5: cannot load library 'Fann2MQL.dll' (error 127)


Any solution?

 
Jacek:

I am still getting:


2009.07.08 12:09:01 2009.07.07 23:59 NeuroMACD-fixed EURUSD,M5: cannot load library 'Fann2MQL.dll' (error 127)


Any solution?

You have follow the installation process properly as mentioned in the article and it works. Close MT and restart.

I had the same issues and I followed the instructions and it worked.

 
emsi:
arnab:
I have read this article several times, and I am not sure where I am going wrong.
You definitely should read the article more carefully. It clearly states: "I used the data from Alpari, converted to M5 time frame." :)

The link that you gave me to download Alpari data, gives instruction on how to download the historical data. Thats what I followed. I do remember that some time back Alpari used to provide data in their website which is no longer available.


But if I consider the fact that I use some different data, how can I get same result with and without neuro filter? I did train the network and save the result before using neuro filter. Thats where I have been banging my head to find out.

 

This is just the most helpful, useful, well written, article I have come across in a long time. Thank you very much Emsi.

I am trying to run NeuroMACD-fixed as part of my process of understanding the article in detail, but always cop an abort (details below). Can anyone please tell me the cause of this abort. This is all I get:

There has been a critical error
Time : 2009.07.17 07:20
Program : Client Terminal
Version : 4.00 (build: 225, 10 Jul 2009)
OS : Windows XP Professional 5.1 Service Pack 3 (Build 2600)
Processors : 1 x X86 (level 6)
Memory : 1015280/418436 kb
Exception : C0000005
Address : 025F670E
Access Type : read
Access Addr : 000000C8

Registers : EAX=00000000 CS=001b EIP=025F670E EFLGS=00010246
: EBX=0000000F SS=0023 ESP=0189F988 EBP=0189F99C
: ECX=0000001E DS=0023 ESI=0189FAC4 FS=003b
: EDX=000000C4 ES=0023 EDI=0189FABC GS=0000

Stack Trace : 00000000 00000000 00000000 00000000
: 00000000 00000000 00000000 00000000
: 00000000 00000000 00000000 00000000
: 00000000 00000000 00000000 00000000

Modules :
1 : 00400000 002B1000 c:\program files\gotrader 4\terminal.exe
2 : 013D0000 002C5000 c:\windows\system32\xpsp2res.dll
3 : 01EF0000 0005B000 c:\program files\common files\microsoft shared\ink\skchui.dll
4 : 020D0000 0000A000 c:\program files\gotrader 4\experts\libraries\fann2mql.dll
5 : 025E0000 00039000 c:\windows\system32\tbb.dll
6 : 02620000 00034000 c:\windows\system32\fanndoublemt.dll
7 : 10000000 00011000 c:\windows\ime\spgrmr.dll
8 : 16080000 00025000 c:\program files\bonjour\mdnsnsp.dll
9 : 5AD70000 00038000 c:\windows\system32\uxtheme.dll
10 : 5B0A0000 00007000 c:\windows\system32\umdmxfrm.dll
11 : 5C2C0000 00040000 c:\windows\ime\sptip.dll
12 : 5CD70000 00007000 c:\windows\system32\serwvdrv.dll
13 : 5FD00000 0000D000 c:\windows\system32\mfc42loc.dll
14 : 605D0000 00009000 c:\windows\system32\mslbui.dll
15 : 662B0000 00058000 c:\windows\system32\hnetcfg.dll
16 : 71A50000 0003F000 c:\windows\system32\mswsock.dll
17 : 71A90000 00008000 c:\windows\system32\wshtcpip.dll
18 : 71AA0000 00008000 c:\windows\system32\ws2help.dll
19 : 71AB0000 00017000 c:\windows\system32\ws2_32.dll
20 : 73DD0000 000FE000 c:\windows\system32\mfc42.dll
21 : 74720000 0004C000 c:\windows\system32\msctf.dll
22 : 74C80000 0002C000 c:\windows\system32\oleacc.dll
23 : 751D0000 0001E000 c:\windows\system32\wshbth.dll
24 : 755C0000 0002E000 c:\windows\system32\msctfime.ime
25 : 76080000 00065000 c:\windows\system32\msvcp60.dll
26 : 76380000 00005000 c:\windows\system32\msimg32.dll
27 : 76390000 0001D000 c:\windows\system32\imm32.dll
28 : 763B0000 00049000 c:\windows\system32\comdlg32.dll
29 : 76600000 0001D000 c:\windows\system32\cscdll.dll
30 : 76B40000 0002D000 c:\windows\system32\winmm.dll
31 : 76D60000 00019000 c:\windows\system32\iphlpapi.dll
32 : 76F20000 00027000 c:\windows\system32\dnsapi.dll
33 : 76F60000 0002C000 c:\windows\system32\wldap32.dll
34 : 76FB0000 00008000 c:\windows\system32\winrnr.dll
35 : 76FC0000 00006000 c:\windows\system32\rasadhlp.dll
36 : 76FD0000 0007F000 c:\windows\system32\clbcatq.dll
37 : 77050000 000C5000 c:\windows\system32\comres.dll
38 : 77120000 0008B000 c:\windows\system32\oleaut32.dll
39 : 773D0000 00103000 c:\windows\winsxs\x86_microsoft.windows.common-controls_6595b64144ccf1df_6.0.2600.5512_x-ww_35d4ce83\comctl32.dll
40 : 774E0000 0013D000 c:\windows\system32\ole32.dll
41 : 77920000 000F3000 c:\windows\system32\setupapi.dll
42 : 77A20000 00054000 c:\windows\system32\cscui.dll
43 : 77B40000 00022000 c:\windows\system32\apphelp.dll
44 : 77C00000 00008000 c:\windows\system32\version.dll
45 : 77C10000 00058000 c:\windows\system32\msvcrt.dll
46 : 77DD0000 0009B000 c:\windows\system32\advapi32.dll
47 : 77E70000 00092000 c:\windows\system32\rpcrt4.dll
48 : 77F10000 00049000 c:\windows\system32\gdi32.dll
49 : 77F60000 00076000 c:\windows\system32\shlwapi.dll
50 : 77FE0000 00011000 c:\windows\system32\secur32.dll
51 : 78480000 0008D000 c:\windows\winsxs\x86_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21022.8_x-ww_d08d0375\msvcp90.dll
52 : 78520000 000A3000 c:\windows\winsxs\x86_microsoft.vc90.crt_1fc8b3b9a1e18e3b_9.0.21022.8_x-ww_d08d0375\msvcr90.dll
53 : 7C800000 000F6000 c:\windows\system32\kernel32.dll
54 : 7C900000 000B2000 c:\windows\system32\ntdll.dll
55 : 7C9C0000 00817000 c:\windows\system32\shell32.dll
56 : 7D1E0000 002BC000 c:\windows\system32\msi.dll
57 : 7E410000 00091000 c:\windows\system32\user32.dll

Call stack :

 

Hello


Thanks about this great topic.

I am trying to test the EA on Strategy tester but I always get error 126 (cann't load library Fann2MQL.dll)

I made sure all files in the correct place and all setting are correct, I can use another EA with dll file without this error but this EA I cann't.


Can someone help me?

Thanks

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