Neural networks programming with prorealtime

Forums › ProRealTime English forum › ProBuilder support › Neural networks programming with prorealtime

Tagged: ,

Viewing 15 posts - 76 through 90 (of 127 total)
1 2 3 4 5 6 7 8 9
  • 11/15/2018 at 10:59 PM #84962
    Fr7

    Hi, I’ve been following him for a long time and they love his indications of neural networks. The one I like the most is The Neural Network-Sesonality-v1.0 .. It would be possible to make this indicator with other variables … for example, an rsi or a momentun.
    In which line of the code can we put the variable we want in the neural network? For example an RSI

    11/15/2018 at 11:17 PM #84967
    Vonasi

    Fr7 – Please do not double post as it can lead to confusion. I will delete your post in the weekly seasonality topic as this is a more relevant place for your post. 🙂

    11/16/2018 at 7:05 AM #84982
    Leo

    Hi,

    From line 122 to 147. There you define the variable you want to learn from.

    Then change the values: variable1 to variable 4 .

    These are use to feed the neural network dir learning

    2 users thanked author for this post.
    avatar Fr7, avatar Fabiano
    12/09/2018 at 1:09 PM #86610
    mahx

    Hi,

    Nice work Léo.

    Just a trial based on neural network and multitimeframe, without stop loss or trailing.

    12/09/2018 at 10:23 PM #86631
    Leo

    Looks awesome. Thanks for sharing! that encourage me to continue.

    1 user thanked author for this post.
    avatar Fabiano
    12/09/2018 at 11:54 PM #86632
    auvergnat

    Hi Mahx

    Can you share your code, I just discovered this nice piece of work (:] Leo) but I think it will help me to understand how I can play with it !

    Tof

    12/10/2018 at 1:28 PM #86691
    mahx

    I’ll improve it and test with others combination of indicators or time frame, but it take a most of time for test different setups. The base is interesting.

    12/11/2018 at 1:58 PM #86828
    auvergnat

    hi Leo,

    -about your indicator Classifier V5.2, is it possible that Arrow is delayed more than 1 bar when it appear at screen. I ask you that because I am not in front of my screen when market is moving and I can’t see when Arrow is printing on chart ?

    -Did you update you Neural Network with this indicator ? If not, can you tell me why ?

    Thanks for you contribution.

    Tof.

     

     

     

     

    12/11/2018 at 2:33 PM #86831
    Leo

    Hi Auvergnat,

    That “indicator” is not an indicator in the sence of predicting something or give signals. It looks int he past for fast movements.  And extract the information of when it has started in order to feed the Neural Network data.

    Why I didn’t have upload a new neural network with that new classifier?

    I still experimenting with another ways classifier…as I said. It detects fast movements… But what is “fast” means? I think a classifier is so crutial in machine learning because is what the Neural Network is learning from. I explored another ways like unsupervised learning but the ProRealTime is not the best lenguage to do it so.

    I didn’t has found so much time either. It is very consuming intensive in time and energy working in this project.

     

    1 user thanked author for this post.
    avatar GraHal
    12/11/2018 at 4:28 PM #86849
    auvergnat

    Thks for clarifications.

    12/11/2018 at 5:37 PM #86857
    stefou102

    Hello Leo, amazing work! Indeed, it could be groundbreaking IF this gets validated.

    As you recommended, I played a bit with your neural network by changing the variables 1,2,3,4 by other indicators. But what is weird to me is that the output is always the same,  I get the same buy and sell signals. Have you experience the same?

    12/11/2018 at 6:10 PM #86859
    Leo

    I have ggot several weird things in the process.

    Sometimes I compare two different configurations i.e. diferentes variables from learn from and I got pretty similar predictions maybe was a coincidence.

    In the other hand the predictions can never be near 0 or 1 if that is because maybe you need to load more bars or let the adgorim collect more data before start learning (line 194 change the values to more bars).

    Check also the data. Once I got in the history a bar wich the high was equal to low then it has done a cero somewhere and the program got very weird values.

    Something that can happen to me also is that some neurons die. That’s why the Neural Network also writes some values in the chart for cheking the overall process. You can see if everything looks normal.

    What is normal… If all the values are changing like randomly in different ways but small amounts at the time… Sounds funny but it  means that the descent gradient is doing the work for learning.

    Hope it works.

    For avoid misunderstanding in the forum. Please attach the file and where you are testing it and which time frame. Then I will have a look on it. Do not copy the code here because it causes confusion.

    Cheers

     

    12/11/2018 at 6:57 PM #86864
    stefou102

    Thx for your swift answer. I left the hyper parameters like they were, ie Betha 0.1, ETA 0.5, PipsTotrade 10, and adapted the line 194 to 10000 instead of 3000.

    I was testing the neural network for scalping on 21ticks timeframe on Dax30. That way, we can get easily a lot of data for the network to learn.  Anyway, on 15min TF with 50 PipsToTrade, got also always the same results as well.

    To be clear, I was testing your version of the parameters (with what you call the SuperRange (so Trend001=round(10*(Curve001-Main001)/SuperRange)/10 etc)

    against “my” version (in attachment) where I threw 4 random indicators:

    Trend001= Average[50](close) + (2.5 * STD[50](close))
    Trend002= Average[50](close) – (2.5 * STD[50](close))
    Trend003= (highest[9]+lowest[9])/2
    Trend004= (highest[26]+lowest[26])/2

    As said, both versions return same output, which can be a coincidence but I don’t believe so.

    12/11/2018 at 9:39 PM #86896
    Leo

    The same output. That is odd. In any case, when you use , maching learning for time series like financial markets, you must use relative values….Look, the value of (average50+2.5STD)   2 or 3 months ago is very different to the value of it today.  Therefore the neural network a can not predict anything… you need to use relative values for compare values in the past with values of today for make a prediction.

    For example:

    ( (average50+2.5*STD) – close ) / close

    ( close – (average50-2.5*STD)  ) / close

    etc

    can you apply this changes to you network and tell me if it is working as you expected?

     

    12/12/2018 at 8:24 AM #86914
    stefou102

    Hi Leo,

     

    Indeed I was dumb, thx for the relative value advice. Nevertheless, this doesn’t improve things, just tried. Still same output. Don’t you experience the same behaviour or is it just me?

  • Author
    Posts
Viewing 15 posts - 76 through 90 (of 127 total)
1 2 3 4 5 6 7 8 9

Find exclusive trading pro-tools on ProRealCode Marketplace

Similar topics:
a free range breakout indicator for prorealtime
arrays & same candle programming
can not log into prorealtime
deactivate programming suggestions
dynamic variables programming
exit-willy alerts from tradingview to prorealtime
how to find out shares float in prorealtime
how to know output from indicator when programming?
long time to launch prorealtime
please convert n bar reversal detector to prorealtime

Create your free account now and post your request to benefit from the help of the community
Register or Login