MetaTrader and Neural Networks - page 2
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// ------ double dNoc = iCustom(NULL, 0, "Forex_Nn_Ind", 1, 1); double dNocPrev = iCustom(NULL, 0, "Forex_Nn_Ind", 1, 2); Print("Val of dNoc=",dNoc); Print("Val of Prev=",dNocPrev); for(int nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--) {I don't mind pasting it but it is exactly the code from the web site.. the only change I made was removing the underscore from the iCustom function.
If you'd like I an e-mail you my expert..
d
[quote]
Yes, please....
I still have no action. The result is still zero. I will probably have to do a bit more research on my side.
One last question from me: Did you set up your "Tester" under MetaTrader as follows:
[img][/img]
Did you set up your "Tester" under MetaTrader as follows:
[img][/img]
I didn't set anything and took the defaults. I'm not sure what settings you are referring...
Have you tried changing the Model from control point to tick... ??? That is the only thing I changed to get it to run....
Good Luck
d
the only way it would run was tick by tick which takes a very very long time to finish so I ended it before it finished..
No wait a minute :)
There is no way to run it tick by tick - it trades at the end of bar:
if(!IsBarEnd()) return(0);Also, the timeframe is 1 hour:
Also also :) I have no idea how it will perform. I have only tested it on HISTORY. Open prices only mode is enough, and fast enough to test and to optimize.
It is being on probation for about a week on my Demo, and so far produced only 1 trade, so don't expect it to start loosing money :) immediately. When I have enough of the REAL trades to post, I'll post.
Also also also :))) read author's disclaimer. It is an example, not a graal. Too bad :(
>>> Let me try it from the very beginning <<<
1. Copying an expert from the article. Saving it as test_expert.mq4. Compiling (F5): success.
#property copyright "S.Projects" #property link "cortex.snowseed.com" extern double dBuyLevel; extern double dSellLevel; extern double dStopLoss; extern double dTrailingStop; // ------ double dTakeProfit = 0; datetime timePrev = 0; int nBars; int nSlip = 5; double dLotSize = 0.1; int nMagic = 0; string strExpert = "forex_nn"; // ------ int init () { nBars = Bars; if(Symbol() == "EURUSD" && Period() == 60) { if(!IsTesting()) { dBuyLevel = 0.21; dSellLevel = 0.9; dStopLoss = 200 * Point; dTrailingStop = 200 * Point; } else { dStopLoss = dStopLoss * Point; dTrailingStop = dTrailingStop * Point; } nMagic = 0; } return(0); } // ------ int deinit() { return(0); } // ------ int start() { if(Bars < 200) return(0); if(!IsBarEnd()) return(0); // ------ double dNoc = iCustom(NULL, 0, "_Forex_Nn_Ind", 1, 1); double dNocPrev = iCustom(NULL, 0, "_Forex_Nn_Ind", 1, 2); for(int nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--) { OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES); if(OrderMagicNumber() == nMagic) { if(OrderType() == OP_BUY) { if(dNocPrev >= dSellLevel && dNoc <= dSellLevel) { OrderClose(OrderTicket(), OrderLots(), Bid, nSlip, Aqua); break; } } else if(OrderType() == OP_SELL) { if(dNocPrev <= dBuyLevel && dNoc >= dBuyLevel) { OrderClose(OrderTicket(), OrderLots(), Ask, nSlip, OrangeRed); break; } } } } int nNumOfOpenedOrders = 0; for(nCnt = OrdersTotal() - 1; nCnt >= 0; nCnt--) { OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES); if(OrderMagicNumber() == nMagic) nNumOfOpenedOrders++; } if(nNumOfOpenedOrders == 0) { if(dNocPrev <= dBuyLevel && dNoc >= dBuyLevel) { OrderSend(Symbol(), OP_BUY, dLotSize, Ask, nSlip, Ask - dStopLoss, 0, strExpert, nMagic, 0, Aqua); } else if(dNocPrev >= dSellLevel && dNoc <= dSellLevel) { OrderSend(Symbol(), OP_SELL, dLotSize, Bid, nSlip, Bid + dStopLoss, 0, strExpert, nMagic, 0, OrangeRed); } } // ------ ModifyOrders(); // ------ return(0); } // ------ void ModifyOrders() { for(int nCnt = 0; nCnt < OrdersTotal(); nCnt++) { OrderSelect(nCnt, SELECT_BY_POS, MODE_TRADES); if(OrderMagicNumber() == nMagic) { if(OrderType() == OP_BUY) { if(OrderStopLoss() < Bid - dTrailingStop - 5 * Point) { OrderModify(OrderTicket(), OrderOpenPrice(), Bid - dTrailingStop, OrderTakeProfit(), 0, Aqua); break; } } if(OrderType() == OP_SELL) { if(OrderStopLoss() > Ask + dTrailingStop + 5 * Point) { OrderModify(OrderTicket(), OrderOpenPrice(), Ask + dTrailingStop, OrderTakeProfit(), 0, OrangeRed); break; } } } } } // ------ bool IsBarEnd() { bool bIsBarEnd = false; if(nBars != Bars) { bIsBarEnd = true; nBars = Bars; } return(bIsBarEnd); }2. Copying an indicator. Saving (in indicators directory) as test_ind.mq4. Compiling: success.
#property copyright "S.Projects" #property link "cortex.snowseed.com" #property indicator_separate_window #property indicator_buffers 2 #property indicator_color1 Red #property indicator_color2 Yellow #property indicator_minimum 0 #property indicator_maximum 1 // indicator parameters // To do: read parameters, including weights, from a description file int nNocInterval = 12; double dNocRange = 0.012; int nNocMa = 5; int nOutLag = 2; int nLayers = 3; int arrNeurons[3] = { 17, 5, 1 }; int nNumOfLags = 17; int arrLags[17] = { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12, 13, 14, 15, 16 }; double arrWeights_0[305]; double arrWeights_1[90]; double arrWeights_2[6]; // Layer: 0 arrWeights_0[0] = 0.376436; arrWeights_0[1] = 0.690657; arrWeights_0[2] = 0.512335; arrWeights_0[3] = 0.786179; arrWeights_0[4] = 0.671377; arrWeights_0[5] = 0.614279; arrWeights_0[6] = 0.539750; arrWeights_0[7] = 0.820380; arrWeights_0[8] = 0.750566; arrWeights_0[9] = 0.707890; arrWeights_0[10] = 0.396094; arrWeights_0[11] = 0.725720; arrWeights_0[12] = 0.555349; arrWeights_0[13] = 0.395257; arrWeights_0[14] = 0.227280; arrWeights_0[15] = 0.128274; arrWeights_0[16] = 0.289072; arrWeights_0[17] = 0.387067; arrWeights_0[18] = 0.662450; arrWeights_0[19] = 1.019812; arrWeights_0[20] = 0.761206; arrWeights_0[21] = 0.984280; arrWeights_0[22] = 0.878235; arrWeights_0[23] = 0.829384; arrWeights_0[24] = 0.786234; arrWeights_0[25] = 1.189799; arrWeights_0[26] = 1.112219; arrWeights_0[27] = 1.069424; arrWeights_0[28] = 0.640762; arrWeights_0[29] = 0.730670; arrWeights_0[30] = 0.067006; arrWeights_0[31] = -0.320953; arrWeights_0[32] = -0.600880; arrWeights_0[33] = -0.371686; arrWeights_0[34] = 0.261142; arrWeights_0[35] = 0.063323; arrWeights_0[36] = 0.413053; arrWeights_0[37] = 0.737687; arrWeights_0[38] = 0.555759; arrWeights_0[39] = 0.815068; arrWeights_0[40] = 0.692078; arrWeights_0[41] = 0.630406; arrWeights_0[42] = 0.556191; arrWeights_0[43] = 0.846380; arrWeights_0[44] = 0.763236; arrWeights_0[45] = 0.715549; arrWeights_0[46] = 0.390297; arrWeights_0[47] = 0.705948; arrWeights_0[48] = 0.482014; arrWeights_0[49] = 0.291501; arrWeights_0[50] = 0.101741; arrWeights_0[51] = 0.048724; arrWeights_0[52] = 0.280508; arrWeights_0[53] = 0.428389; arrWeights_0[54] = -6.065296; arrWeights_0[55] = 0.559039; arrWeights_0[56] = 1.732407; arrWeights_0[57] = 2.446417; arrWeights_0[58] = 2.226664; arrWeights_0[59] = 1.043498; arrWeights_0[60] = -0.892194; arrWeights_0[61] = 0.538670; arrWeights_0[62] = 1.696599; arrWeights_0[63] = 2.895421; arrWeights_0[64] = 1.936742; arrWeights_0[65] = 0.857415; arrWeights_0[66] = 1.777173; arrWeights_0[67] = 1.489486; arrWeights_0[68] = 0.990452; arrWeights_0[69] = -0.312611; arrWeights_0[70] = -2.485575; arrWeights_0[71] = 5.784152; arrWeights_0[72] = 0.691233; arrWeights_0[73] = 1.003065; arrWeights_0[74] = 0.746760; arrWeights_0[75] = 0.973191; arrWeights_0[76] = 0.868018; arrWeights_0[77] = 0.821039; arrWeights_0[78] = 0.770604; arrWeights_0[79] = 1.139881; arrWeights_0[80] = 1.057454; arrWeights_0[81] = 1.004390; arrWeights_0[82] = 0.595049; arrWeights_0[83] = 0.733458; arrWeights_0[84] = 0.177670; arrWeights_0[85] = -0.170966; arrWeights_0[86] = -0.443584; arrWeights_0[87] = -0.345470; arrWeights_0[88] = 0.135814; arrWeights_0[89] = -0.010206; arrWeights_0[90] = 0.585687; arrWeights_0[91] = 1.040471; arrWeights_0[92] = 0.778059; arrWeights_0[93] = 0.994592; arrWeights_0[94] = 0.882501; arrWeights_0[95] = 0.819930; arrWeights_0[96] = 0.783313; arrWeights_0[97] = 1.225092; arrWeights_0[98] = 1.138965; arrWeights_0[99] = 1.112052; arrWeights_0[100] = 0.667895; arrWeights_0[101] = 0.725504; arrWeights_0[102] = -0.042205; arrWeights_0[103] = -0.470107; arrWeights_0[104] = -0.758346; arrWeights_0[105] = -0.356139; arrWeights_0[106] = 0.477461; arrWeights_0[107] = 0.159831; arrWeights_0[108] = 0.465873; arrWeights_0[109] = 0.827723; arrWeights_0[110] = 0.635881; arrWeights_0[111] = 0.876557; arrWeights_0[112] = 0.751904; arrWeights_0[113] = 0.689548; arrWeights_0[114] = 0.624036; arrWeights_0[115] = 0.943642; arrWeights_0[116] = 0.844483; arrWeights_0[117] = 0.793347; arrWeights_0[118] = 0.439269; arrWeights_0[119] = 0.710473; arrWeights_0[120] = 0.362673; arrWeights_0[121] = 0.107347; arrWeights_0[122] = -0.123129; arrWeights_0[123] = -0.079149; arrWeights_0[124] = 0.300953; arrWeights_0[125] = 0.333110; arrWeights_0[126] = 36.878339; arrWeights_0[127] = -34.157785; arrWeights_0[128] = 13.570499; arrWeights_0[129] = -9.445193; arrWeights_0[130] = 5.906855; arrWeights_0[131] = -2.631383; arrWeights_0[132] = -3.466850; arrWeights_0[133] = 1.387212; arrWeights_0[134] = 1.168750; arrWeights_0[135] = -1.252440; arrWeights_0[136] = -4.167107; arrWeights_0[137] = 7.462264; arrWeights_0[138] = 4.218665; arrWeights_0[139] = -10.616881; arrWeights_0[140] = 2.816792; arrWeights_0[141] = -0.854816; arrWeights_0[142] = 0.465124; arrWeights_0[143] = 3.805423; arrWeights_0[144] = 17.371809; arrWeights_0[145] = -10.758329; arrWeights_0[146] = 4.288758; arrWeights_0[147] = -3.300900; arrWeights_0[148] = -1.387066; arrWeights_0[149] = -0.545407; arrWeights_0[150] = -0.627846; arrWeights_0[151] = 0.359405; arrWeights_0[152] = -0.910465; arrWeights_0[153] = 1.672222; arrWeights_0[154] = -1.087077; arrWeights_0[155] = 1.711690; arrWeights_0[156] = 1.892743; arrWeights_0[157] = 1.370835; arrWeights_0[158] = -1.074922; arrWeights_0[159] = -2.069598; arrWeights_0[160] = 2.132245; arrWeights_0[161] = 3.323435; arrWeights_0[162] = 3.192245; arrWeights_0[163] = 0.722216; arrWeights_0[164] = 0.595036; arrWeights_0[165] = 2.562026; arrWeights_0[166] = 4.118245; arrWeights_0[167] = 2.533825; arrWeights_0[168] = 0.661547; arrWeights_0[169] = -0.522384; arrWeights_0[170] = -0.923482; arrWeights_0[171] = -0.744284; arrWeights_0[172] = -0.531758; arrWeights_0[173] = -1.737114; arrWeights_0[174] = -0.894963; arrWeights_0[175] = 0.335197; arrWeights_0[176] = 2.767129; arrWeights_0[177] = 0.169424; arrWeights_0[178] = -1.868230; arrWeights_0[179] = 2.057215; arrWeights_0[180] = 0.408584; arrWeights_0[181] = 0.730536; arrWeights_0[182] = 0.549013; arrWeights_0[183] = 0.810092; arrWeights_0[184] = 0.687577; arrWeights_0[185] = 0.626130; arrWeights_0[186] = 0.551439; arrWeights_0[187] = 0.839836; arrWeights_0[188] = 0.758454; arrWeights_0[189] = 0.711269; arrWeights_0[190] = 0.388133; arrWeights_0[191] = 0.706349; arrWeights_0[192] = 0.491137; arrWeights_0[193] = 0.305519; arrWeights_0[194] = 0.119262; arrWeights_0[195] = 0.059367; arrWeights_0[196] = 0.280111; arrWeights_0[197] = 0.432421; arrWeights_0[198] = 11.382900; arrWeights_0[199] = -2.355699; arrWeights_0[200] = 0.800231; arrWeights_0[201] = -0.812782; arrWeights_0[202] = -1.725548; arrWeights_0[203] = 0.506914; arrWeights_0[204] = 3.685745; arrWeights_0[205] = -1.570360; arrWeights_0[206] = -0.678070; arrWeights_0[207] = -1.385545; arrWeights_0[208] = 0.665419; arrWeights_0[209] = -2.403472; arrWeights_0[210] = 0.348713; arrWeights_0[211] = 0.948801; arrWeights_0[212] = 3.943966; arrWeights_0[213] = 0.609010; arrWeights_0[214] = -2.954932; arrWeights_0[215] = 6.570737; arrWeights_0[216] = 1.098680; arrWeights_0[217] = 0.457162; arrWeights_0[218] = 0.047123; arrWeights_0[219] = 0.314413; arrWeights_0[220] = 0.270546; arrWeights_0[221] = 0.271241; arrWeights_0[222] = 0.444340; arrWeights_0[223] = 0.685449; arrWeights_0[224] = 0.881795; arrWeights_0[225] = 0.904727; arrWeights_0[226] = 0.538997; arrWeights_0[227] = 0.274688; arrWeights_0[228] = -0.107260; arrWeights_0[229] = -0.182735; arrWeights_0[230] = -0.297917; arrWeights_0[231] = -0.722563; arrWeights_0[232] = -1.004438; arrWeights_0[233] = 2.114029; arrWeights_0[234] = 0.625319; arrWeights_0[235] = 1.073737; arrWeights_0[236] = 0.794572; arrWeights_0[237] = 1.012257; arrWeights_0[238] = 0.909403; arrWeights_0[239] = 0.851104; arrWeights_0[240] = 0.819041; arrWeights_0[241] = 1.284499; arrWeights_0[242] = 1.213157; arrWeights_0[243] = 1.195116; arrWeights_0[244] = 0.731964; arrWeights_0[245] = 0.733472; arrWeights_0[246] = -0.119051; arrWeights_0[247] = -0.574390; arrWeights_0[248] = -0.865588; arrWeights_0[249] = -0.405175; arrWeights_0[250] = 0.494158; arrWeights_0[251] = 0.142718; arrWeights_0[252] = 0.443620; arrWeights_0[253] = 0.790221; arrWeights_0[254] = 0.604280; arrWeights_0[255] = 0.852407; arrWeights_0[256] = 0.728354; arrWeights_0[257] = 0.666281; arrWeights_0[258] = 0.596990; arrWeights_0[259] = 0.903026; arrWeights_0[260] = 0.809120; arrWeights_0[261] = 0.758782; arrWeights_0[262] = 0.416953; arrWeights_0[263] = 0.708992; arrWeights_0[264] = 0.415040; arrWeights_0[265] = 0.186673; arrWeights_0[266] = -0.028387; arrWeights_0[267] = -0.027435; arrWeights_0[268] = 0.289143; arrWeights_0[269] = 0.376176; arrWeights_0[270] = 0.377669; arrWeights_0[271] = 0.691528; arrWeights_0[272] = 0.513124; arrWeights_0[273] = 0.786421; arrWeights_0[274] = 0.670892; arrWeights_0[275] = 0.613345; arrWeights_0[276] = 0.538605; arrWeights_0[277] = 0.819386; arrWeights_0[278] = 0.749119; arrWeights_0[279] = 0.706133; arrWeights_0[280] = 0.394004; arrWeights_0[281] = 0.723393; arrWeights_0[282] = 0.551766; arrWeights_0[283] = 0.390955; arrWeights_0[284] = 0.222564; arrWeights_0[285] = 0.125193; arrWeights_0[286] = 0.287931; arrWeights_0[287] = 0.397175; arrWeights_0[288] = 0.390177; arrWeights_0[289] = 0.704718; arrWeights_0[290] = 0.524964; arrWeights_0[291] = 0.793337; arrWeights_0[292] = 0.673926; arrWeights_0[293] = 0.614109; arrWeights_0[294] = 0.538623; arrWeights_0[295] = 0.821537; arrWeights_0[296] = 0.747044; arrWeights_0[297] = 0.702102; arrWeights_0[298] = 0.386249; arrWeights_0[299] = 0.712341; arrWeights_0[300] = 0.526445; arrWeights_0[301] = 0.357474; arrWeights_0[302] = 0.183363; arrWeights_0[303] = 0.099539; arrWeights_0[304] = 0.282065; arrWeights_0[305] = 0.431269; // Layer: 1 arrWeights_1[0] = 0.313367; arrWeights_1[1] = 0.600233; arrWeights_1[2] = 0.413307; arrWeights_1[3] = 0.723853; arrWeights_1[4] = 0.604417; arrWeights_1[5] = 0.564724; arrWeights_1[6] = 0.494233; arrWeights_1[7] = 0.776964; arrWeights_1[8] = 0.713700; arrWeights_1[9] = 0.689037; arrWeights_1[10] = 0.403412; arrWeights_1[11] = 0.743660; arrWeights_1[12] = 0.681661; arrWeights_1[13] = 0.582135; arrWeights_1[14] = 0.470205; arrWeights_1[15] = 0.320594; arrWeights_1[16] = 0.360557; arrWeights_1[17] = 0.505358; arrWeights_1[18] = 0.207009; arrWeights_1[19] = -0.600315; arrWeights_1[20] = 0.292799; arrWeights_1[21] = -0.486397; arrWeights_1[22] = -0.698483; arrWeights_1[23] = -0.466675; arrWeights_1[24] = 0.161680; arrWeights_1[25] = 1.267072; arrWeights_1[26] = 0.942115; arrWeights_1[27] = 1.601429; arrWeights_1[28] = 0.294829; arrWeights_1[29] = 2.066898; arrWeights_1[30] = 1.149577; arrWeights_1[31] = -0.608109; arrWeights_1[32] = 0.236174; arrWeights_1[33] = 0.223691; arrWeights_1[34] = 0.281142; arrWeights_1[35] = 2.639872; arrWeights_1[36] = 0.298441; arrWeights_1[37] = 0.585156; arrWeights_1[38] = 0.397331; arrWeights_1[39] = 0.714002; arrWeights_1[40] = 0.591642; arrWeights_1[41] = 0.547087; arrWeights_1[42] = 0.477829; arrWeights_1[43] = 0.768086; arrWeights_1[44] = 0.709662; arrWeights_1[45] = 0.679375; arrWeights_1[46] = 0.387499; arrWeights_1[47] = 0.736123; arrWeights_1[48] = 0.665259; arrWeights_1[49] = 0.564510; arrWeights_1[50] = 0.453956; arrWeights_1[51] = 0.305558; arrWeights_1[52] = 0.345016; arrWeights_1[53] = 0.508310; arrWeights_1[54] = -0.677255; arrWeights_1[55] = -1.032676; arrWeights_1[56] = -0.744642; arrWeights_1[57] = -0.925155; arrWeights_1[58] = -1.197128; arrWeights_1[59] = -0.992372; arrWeights_1[60] = -0.855172; arrWeights_1[61] = 7.016197; arrWeights_1[62] = 5.226784; arrWeights_1[63] = 2.411577; arrWeights_1[64] = -0.733721; arrWeights_1[65] = 3.402664; arrWeights_1[66] = 1.729731; arrWeights_1[67] = -0.991801; arrWeights_1[68] = -0.815011; arrWeights_1[69] = -0.677321; arrWeights_1[70] = -0.693829; arrWeights_1[71] = 9.138765; arrWeights_1[72] = -0.246490; arrWeights_1[73] = -0.391846; arrWeights_1[74] = -0.347720; arrWeights_1[75] = -1.096698; arrWeights_1[76] = -0.001496; arrWeights_1[77] = -0.693606; arrWeights_1[78] = -0.468658; arrWeights_1[79] = 6.178259; arrWeights_1[80] = 4.306803; arrWeights_1[81] = 2.409460; arrWeights_1[82] = -0.336563; arrWeights_1[83] = 2.374341; arrWeights_1[84] = 1.504236; arrWeights_1[85] = -0.726152; arrWeights_1[86] = -0.426187; arrWeights_1[87] = -0.254840; arrWeights_1[88] = -0.293797; arrWeights_1[89] = -1.892730; // Layer: 2 arrWeights_2[0] = -0.626160; arrWeights_2[1] = 1.717378; arrWeights_2[2] = -0.485501; arrWeights_2[3] = 2.751261; arrWeights_2[4] = 2.323994; arrWeights_2[5] = 2.047616; double arrOutput_0[17]; double arrOutput_1[5]; double dNnOutput; double arrPattern[18]; int nRemoveFirst = 200; double dE = 2.7182818; // indicator buffers double arrNocBuffer[]; double arrNnBuffer[]; int nExtCountedBars = 0; //////////////////////// int init() { // drawing settings SetIndexStyle(0, DRAW_LINE); SetIndexShift(0, 0); SetIndexEmptyValue(0, 0.0); SetIndexStyle(1, DRAW_LINE); SetIndexShift(1, 0); SetIndexEmptyValue(1, 0.0); IndicatorDigits(4); string strIndicatorShortName = "forex_nn"; IndicatorShortName(strIndicatorShortName); // indicator buffers mapping SetIndexBuffer(0, arrNocBuffer); SetIndexBuffer(1, arrNnBuffer); return(0); } //////////////////// int start() { nExtCountedBars = IndicatorCounted(); if(nExtCountedBars < 0) return(-1); // last counted bar will be recounted if(nExtCountedBars > 0) nExtCountedBars--; Noc(); ApplyNn(); return(0); } /////////////////// // For the selected period: // CLV = ((Close - Low) - (High - Close)) / (High - Low) void Noc() { int nPos = Bars - nExtCountedBars; while(nPos > 0) { if(nPos > Bars - nRemoveFirst) { arrNocBuffer[nPos] = 0.5; nPos--; continue; } double dClose = Close[nPos]; double dLow = Low[ArrayMinimum(Low, nNocInterval, nPos)]; double dHigh = High[ArrayMaximum(High, nNocInterval, nPos)]; arrNocBuffer[nPos] = 0.1; if(dHigh - dLow > dNocRange) arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh - dClose)) / (dHigh - dLow)) / 2 + 0.5; else arrNocBuffer[nPos] = (((dClose - dLow) - (dHigh - dClose)) / dNocRange) / 2 + 0.5; nPos--; } if(nNocMa > 1) Ema(arrNocBuffer); } /////////////////// void Ema(double& arr[]) { double dPr = 2.0 / (nNocMa + 1); int nPos = Bars - nExtCountedBars; while(nPos > 0) { if(nPos == Bars - 2) arrNocBuffer[nPos + 1] = arr[nPos + 1]; arrNocBuffer[nPos] = arr[nPos] * dPr + arrNocBuffer[nPos + 1] * (1 - dPr); nPos--; } } /////////////////// void ApplyNn() { int nPos = Bars - nExtCountedBars - 2; while(nPos > 0) { if(nPos > Bars - nRemoveFirst) { arrNnBuffer[nPos] = 0.5; nPos--; continue; } arrNnBuffer[nPos] = 0.5; for(int nLagNo = 0; nLagNo < nNumOfLags; nLagNo++) arrPattern[nLagNo] = arrNocBuffer[nPos + arrLags[nLagNo] + nOutLag]; for(int nLayer = 0; nLayer < nLayers; nLayer++) { // Absolute index of the weight in an array int nWeightIdx = 0; for(int nNeuron = 0; nNeuron < arrNeurons[nLayer]; nNeuron++) { double dLinearCombiner = 0; int nInputs = arrNeurons[nLayer]; if(nLayer != 0) nInputs = arrNeurons[nLayer - 1]; for(int nInput = 0; nInput < nInputs; nInput++) { double dInput; double dWeight; switch(nLayer) { case 0: { dInput = arrPattern[nInput]; dWeight = arrWeights_0[nWeightIdx]; } break; case 1: { dInput = arrOutput_0[nInput]; dWeight = arrWeights_1[nWeightIdx]; } break; default: { dInput = arrOutput_1[nInput]; dWeight = arrWeights_2[nWeightIdx]; } break; } dLinearCombiner += dWeight * dInput; nWeightIdx++; } switch(nLayer) { case 0: dWeight = arrWeights_0[nWeightIdx]; break; case 1: dWeight = arrWeights_1[nWeightIdx]; break; default: dWeight = arrWeights_2[nWeightIdx]; break; } dLinearCombiner += (-1) * dWeight; nWeightIdx++; double dActivation = Activation(dLinearCombiner, 0); switch(nLayer) { case 0: arrOutput_0[nNeuron] = dActivation; break; case 1: arrOutput_1[nNeuron] = dActivation; break; default: dNnOutput = dActivation; break; } } // for all neurons } // for all layers arrNnBuffer[nPos] = dNnOutput; nPos--; } // for all patterns } /////////////////// double Activation(double u, int nType) { //double dEx = TANH(u / 2); double dPow = MathPow(dE, 2 * u / 2); double dEx = (dPow - 1) / (dPow + 1); if(dEx == 1 || dEx == -1) dEx = dEx * 0.999999999; // 0 - sigmoid, 1 - tangent if(nType == 0) return((dEx + 1) / 2); return(dEx); }3. OOPS. Renaming the indicator in the expert code, as it is not forex_nn_ind anymore :)
4. Testing. Settings: EURUSD, H1, Open prices only, Recalculate checked. Results: 0 trades. OK, I think I got it. I know what the problem is. I'll put it in the next post, to keep it readable.
The reason there are no trades, is in Expert propetries dialog. Properties are not set! They are all zeros.
Take a look at the expert.
if(Symbol() == "EURUSD" && Period() == 60) { if(!IsTesting()) { dBuyLevel = 0.21; dSellLevel = 0.9; dStopLoss = 200 * Point; dTrailingStop = 200 * Point; } else { dStopLoss = dStopLoss * Point; dTrailingStop = dTrailingStop * Point; } nMagic = 0; }If we are NOT testing (real time trading), the properties are initiated to "optimal values".
If we are TESTING - they are NOT. You need to do it by hand. So, to continue the prev. post:
5. Setting expert properties to:
dBuyLevel = 0.21;
dSellLevel = 0.9;
dStopLoss = 200 * Point;
dTrailingStop = 200 * Point;
(and to optimize, you will have to set a range for each variable as well)
Results of this test (as is, from the article, not optimized):
Bars in test 17770
Ticks modelled 35440
Modelling quality n/a
Initial deposit 1000.00
Total net profit 2098.85
Gross profit 6758.65
Gross loss -4659.80
Profit factor 1.45
Expected payoff 32.29
Absolute drawdown 0.00
Maximal drawdown (%) 1188.55 (27.7%)
Total trades 65
Short positions (won %) 2 (50.00%)
Long positions (won %) 63 (44.44%)
Profit trades (% of total) 29 (44.62%)
Loss trades (% of total) 36 (55.38%)
Largest
profit trade 802.00
loss trade -204.90
Average
profit trade 233.06
loss trade -129.44
Maximum
consecutive wins (profit in money) 6 (1330.35)
consecutive losses (loss in money) 5 (-628.25)
Maximal
consecutive profit (count of wins) 1330.35 (6)
consecutive loss (count of losses) -652.10 (4)
Average
consecutive wins 2
consecutive losses 2
Generally (I used different dates range) - same as promiced in article.
Wow, that was long :)
Thanks, Quark .... you saved me some time.... I was wondering about those settings and had planned to investigate them further this weekend :-). Thanks again!
Thanks, Quark .... you saved me some time.... I was wondering about those settings and had planned to investigate them further this weekend :-). Thanks again!
You are welcome :)
Thanks, Quark .... you saved me some time.... I was wondering about those settings and had planned to investigate them further this weekend :-). Thanks again!
You are welcome :)
OPPS.. I noticed that right away and had changed my parms.. That's the reason my expert was trading.. Sorry I forgot I had changed them..
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