I use JNNS right now as I have also windows on my machine and I did not get an alternative to the demo X windows server.
I should make clear here that I use tanh as activation function. There are two reasons for the choice 1) Training speed 2) since we use derivative it would be easier to fit the signals to ideal range.
Also important thing… the smallest unit for the derivative in the case of EURUSD will be 0.0001 which means if we use the following formula
signal = derivative(EMA, JMA, etc…) / point
then derivatives greater than 0.0001 will be mapped to ‘1’. I think such a fine resolution is not required so in NeuroTrend if you check the code I used the following formula.
signal = derivative(EMA, JMA, etc…) / point*10
which means derivatives greater than 0,001 will be mapped to 1. What is your opinion on this.
Also as you mentioned, from now onwards, we should let the ideas flowing on system development rather than discussing basics. We discuss theory on context basis.
Please verify the updated specification of the NN design. Excluded StochSignal as it is smoothed StochMain and does’nt say anything new. Word doc also attached.
I suggest yoy to follow this thread as sooner or later we will be covering all the topics you are curious to know about, but its also a good idea to start a separate thread only for learning neural networks basics.
You need to write the signals from mql to text files according to the pattern file format of SNNS. text files are like an interface between mql indicators and SNNS. With the code in the first thread you can read the output of SNNS, create a network and initialize the network with weights and biases. You need a kind of script to write out your indicator values to a text file that is in SNNS pattern format. You can easily code it if you have basic knowledge of file handling in mql.
Today, I could not get time to start with the dJMA analysis. Hopefully We can finalize the signals by end of this week. Mean while please verify if we can add or remove some indicators. Nabil I agree with pegasus that we should avoid volumes in the first phase due to their variation from broker to broker.