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| Expert Advisors and Automated Trading Questions about automated trading? Which brokers allow automated systems? How do I create my own expert advisor? These questions and many more on automated trading can be answered here! (Note: forum rules do apply and any threads/posts deemed by moderators as spam or promotion of services, products, or websites will be deleted!) |
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10-17-2009, 04:18 PM
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BLACKBOLT Neural Network EA - Free
 BLACKBOLT NEURAL NETWORK EA Hello everyone, I have decided to post my new neural network EA here free for everyone to try and test. This forum has given me much help and information over the years and I would like to give back. TRAIN INSIDE OF METATRADER This NN ea is unique because my programmer was able to make it trainable inside of the metatrader client using strategy tester. This is great because it means you can re-train it at any time. The training file I have attached to this post was created using regular metatrader currency data that comes with every client and was trained from Jan 2004 to the present. You can go back further or use more recent data to determine what the best set of patterns is for current market conditions. NEURAL NETWORK MULTI-LAYER PERCEPTRON TECHNIQUE A multilayer perceptron is a feedforward artificial neural network model that maps sets of input data onto a set of appropriate output. It is a modification of the standard linear perceptron in that it uses three or more layers of neurons (nodes) with nonlinear activation functions, and is more powerful than the perceptron in that it can distinguish data that is not linearly separable, or separable by a hyperplane At this stage I am going to become a little mathematical, but I will sum up the salient points in a nonmathematical fashion afterward. Neural networks vary in form, in this case a multilayer perceptron (MLP) technique was used and can be represented by the following expression: y=λ0 +Σλj×Φj(wj×x) Where y is the output, x a vector of inputs, Φj a series of functions (typically logistic or hyperbolic tangents), wj a series of weight vectors to ensure that each Φj receives a different input, λ0 a constant, and λ1 to λM a series of weights, known as output weights, that weight the outputs from Φ1 to ΦM. More information on the strategy used can be found at our site EA SETTINGS (INPUTS): Train - If FALSE then the EA will fun normally (forward or backtest); If TRUE and run in strategy tester the EA will train itself on the time interval you have set. Pattern Length - This is the length of the price patterns you want the EA to look for. It is beneficial in differnt market conditions to either look for longer patterns or smaller ones. The number here represent the amount of bars the pattern consists of. Default is 100. NeuronLayerDepth - This is not the amount of neurons used but the frequency of the layers corresponding to the training pattern. This number can stay at 100. MinTrainError - This is the minimum error perctange that will be tolerated by the EA once it starts trading, this is independent of the training process. Once the training file is populated with new pattern data this input tells the EA the minimum pattern deviation that it will use for actual trading. MaxError - This is the maximum error deviation the EA will use from the trained data. TP - Self-explanatory, this functions as any normal take profit value. SL - Same here, a normal stop loss. MaxSpread - The maximum spread value the EA will trade in. GMTDiffer - This is the difference from GMT that your broker uses. The EA is coded to trade between 22:00 - 24:00, but I have found that what works best so far for me is 23:00 - 01:00. So you can do your testing and find out what works best but know that when this value is set to Zero it means it will trade between 22:00 and 24:00. To get the results in the backtest displayed below and with the set file attached the EA should be set to +1 GMT. If your broker is +1 GMT then the GMTDiffer option should be set to ZERO.  How to Install: EA - goes in metatrader client\experts BLACKBOLTNN.dll - metatrader client\experts\libraries Datevalidate.dll - metatrader client\experts\libraries .nnb file - metatrader client\tester\files IMPORTANT NOTES: - A backtest in strategy tester cannot be running when you place the EA on a chart to forward test - it will crash your metatrader client if you do this. - Once you train the EA it overwrites the .nnb file (training file) and saves your new trained data over the last. - The EA is run on the EURUSD 5M chart only. This is the only pair and chart it will run on. Last edited by omargray; 10-18-2009 at 09:01 PM. 
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10-17-2009, 08:09 PM
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any comments? virus free?
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10-17-2009, 10:39 PM
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No offense intended to the poster, just helping keep the others safe 
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10-17-2009, 10:58 PM
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10-18-2009, 02:22 AM
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The zip seems to be corrupt ... I dl it twice but neither of them would open. Please upload it again.
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10-18-2009, 08:31 AM
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I suggest that people don't download this EA, anyway. While the virus scanner doesn't pick up anything it's still not a good idea to download EA's containing .dll files from strangers. This is NOT just a standard MT4 EA file, and it could be dangerous. Also, the original poster is selling EA's on his website (advertised in the zip file) for $500. If this EA really worked he wouldn't need your $500. Plus y=λ0 +Σλj×Φj(wj×x) is just a bunch of gobbledegook that has no real meaning, it's just meant to sound fancy to impress you.
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10-18-2009, 09:33 AM
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10-18-2009, 09:06 PM
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And the equation is quite valid, at the site we reference our sources, you can check them. Unicode is probably to blame here, the j's are supposed to be superscript. In any case it is a demo and yes we are selling it to make money to populate our trading accounts, I think that concept is simple enough. Enjoy.
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10-19-2009, 01:53 AM
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The 2009 statement on your website claims a 553% return so far this year. The live statement shows your account balance at $5447. With those numbers you should be a millionaire in late 2011, so why do you need to "populate your trading account?" Sure someone that can understand y=λ0 +Σλj×Φj(wj×x) can understand compounding returns??
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