Neural Network EMA system (NeuroTrend)

[aroonraj]

Originally Posted by unFinisHeD

Hi Arun,
I'm interested in Neural Network system.
Seems your system work well.
Btw, may I know which broker do you use? Because I can't find that pattern on 28 July .
Thx for the NN information and sharing this system

Welcome onboard I use migfx (MIG Investments SA), a swiss based broker. Nice to know that the paterns have a distinguishable difference from broker to broker.

Cheers!
Arun

[unFinisHeD]

I've tried your system, I think it's better to give the signal after the bar is closed. Just giving my opinion....

[aroonraj]

Originally Posted by unFinisHeD

I've tried your system, I think it's better to give the signal after the bar is closed. Just giving my opinion....

Yeah you are right its a bit confusing to watch tick based update. Thats why I mentioned in one of my post that trade entry or exit should not be done between open and close.

I have already changed this in the version 2.0 along with many other changes. I would upload it by end of this week.

[unFinisHeD]

Originally Posted by aroonraj

Yeah you are right its a bit confusing to watch tick based update. Thats why I mentioned in one of my post that trade entry or exit should not be done between open and close.

I have already changed this in the version 2.0 along with many other changes. I would upload it by end of this week.

Ah I see, I didn't realize what you mean by that back then. Hehehe...

[aroonraj]

I have changed the tick based update of signal to only Bar based update so that there is no more confusion. Please download the updated version from the attachment in the first thread or use the link below



I will upload version 2.0 with other latest updates by end of the week. I am planning to create a document of instructions and latest updates which will be added to the zip file for the ease of newbies.

Best Wishes,
Arun

[mrpro]

How long would a trained net with 2 months data "last" until it needs retraining? Or does it retrain itself? I'm kinda curious to as what programs you were using..

saw there was some buzz about this on forex-tsd but theres hardly any straight to the point info on how one would go about applying this to forex..

[4xStar]

I stand in awe of your generosity in sharing all this good stuff with us

Just curious .. since the $-swissy moves pretty much as a mirror to the euro-$, could this script work with that one as well ... I have a chart up for observation. I didn't see anything in the code that resticts it to the euro so though I would give it a try.

Originally Posted by aroonraj

I have changed the tick based update of signal to only Bar based update so that there is no more confusion. Please download the updated version from the attachment in the first thread or use the link below



I will upload version 2.0 with other latest updates by end of the week. I am planning to create a document of instructions and latest updates which will be added to the zip file for the ease of newbies.

Best Wishes,
Arun

[aroonraj]

Originally Posted by mrpro

How long would a trained net with 2 months data "last" until it needs retraining? Or does it retrain itself? I'm kinda curious to as what programs you were using..

saw there was some buzz about this on forex-tsd but theres hardly any straight to the point info on how one would go about applying this to forex..

This is a very good question. In my opinion it is better to train the network for every month which would make the network more robust to the latest patterns. If we train the network with data of 2-6 months I believe the network generalizes the model it has to learn. I intend to train the network for every month or two months over the generalized learnt parameters. As soon as I train, I would keep updating the latest versions. There are many free and opensource tools that one can use to train and test networks like Joone, SNNS, FANN, Simbrain. I am playing with these right now to find the best out of them.

Could you refer me to the link of forex-tsd. I would like to know how others are applying neural networks for forex trading.

Best Wishes,
Arun

[aroonraj]

Originally Posted by 4xStar

I stand in awe of your generosity in sharing all this good stuff with us

Just curious .. since the $-swissy moves pretty much as a mirror to the euro-$, could this script work with that one as well ... I have a chart up for observation. I didn't see anything in the code that resticts it to the euro so though I would give it a try.

I am not sure . I am not familiar with the patterns of $-swiss. If you believe they are similar, then it might work. As far as the code is concern it doesn't restrict to a specific chart or period, but since I have trained the network with data collected from EURUSD 15min chart, I suggested to use it on this setup.

If you wish to apply it for $-swiss, I can train the network for $-swiss history data, but I can do it only for 15min chart as currently I can only output data for 15min charts with my data creator code. In return I wish you to share your experience of neural network on $-swiss.

To say frankly, I am repaying for the knowledge I acquired from this website by sharing what I know. This is the best site I have ever seen for learning forex trading.

Best Wishes,
Arun

[nabil114]

i would suggest to add adx which is different in metatrader so this link will show you Average Directional Movement (ADX) - CMS Forex
please look at the link help identify strength in the trades and help fight sideways market.