The trading system is based on neural nets
rodragon wrote: Here is an article which contains most importand parts of that work:Do you have a English version?, i have a lot of information about NNs and Forex. http://www.mini.pw.edu.pl/~jaruszewicz/FIN-PRE-MJR-artykul-ICAISC2004.zip 2007.12.17 16:52
emsi wrote:
Hello! First of all I would like to congratulate you the leading of the championship! I'm starting a PhD course now and it's about an automated trading systems, including (but not limited to) neural networks approach and I found your EA extremly interesting due to its successfullness. There's been a number of works in this subject, but none has proofed to work with such efficiency. I understad that both the indicators you use and the NN itself are to be secret but I'm interested if you could reveal the rough number of inputs to your network. Is it among 4 to 8, 8 to 15, 15 to 30 or more? Did you used a time-series approach? I understand that the output is only one: a value in <-1;1> and you split it into 3 parts meaning sell, dont-know and buy. You wrote that it's a modified PN so I guess that it's splitted like in this work: http://www.mini.pw.edu.pl/~jaruszewicz/FIN-PRE-MJR-doktorat-3v02.pdf or is it completly different? I mean grouping some inputs in a sub NN. Do you have any stats about your 3 sub-EA forecasting accuracy? I mean how many times there was forecast to buy while actually there shoud be sell or vice versa? On the Reports page one can see that the success rate for long, and short is about 2/3 (66.31 and 66.49 percent) with amazing accuracy. It can't be a coincidence! How does it look fore each of your sub-EA? And at last, but not least: how did you selected the input parameters? Have you used some genetic algorithms od just plain observation? A bonus question :) You wrote that you are a trader. If so: if your EA were revealed to the public what would be the impact to the market if any? Hello: Do you have a English version?, i have a lot of information about NNs and Forex. Greetings
2007.12.17 15:55
bbaass wrote:
Dear Mr.rodragon I didn't get your opinion ,can you tell it in english please? { Tanto que preguntan...dediquense a estudiar mejor...¡¡¡¡¡ No sean frescos ¡¡¡ }
2007.12.17 15:49
Dear Mr.rodragon
I didn't get your opinion ,can you tell it in english please? { Tanto que preguntan...dediquense a estudiar mejor...¡¡¡¡¡ No sean frescos ¡¡¡ } 2007.12.17 12:23
Hello!
First of all I would like to congratulate you the leading of the championship! I'm starting a PhD course now and it's about an automated trading systems, including (but not limited to) neural networks approach and I found your EA extremly interesting due to its successfullness. There's been a number of works in this subject, but none has proofed to work with such efficiency. I understad that both the indicators you use and the NN itself are to be secret but I'm interested if you could reveal the rough number of inputs to your network. Is it among 4 to 8, 8 to 15, 15 to 30 or more? Did you used a time-series approach? I understand that the output is only one: a value in <-1;1> and you split it into 3 parts meaning sell, dont-know and buy. You wrote that it's a modified PN so I guess that it's splitted like in this work: http://www.mini.pw.edu.pl/~jaruszewicz/FIN-PRE-MJR-doktorat-3v02.pdf or is it completly different? I mean grouping some inputs in a sub NN. Do you have any stats about your 3 sub-EA forecasting accuracy? I mean how many times there was forecast to buy while actually there shoud be sell or vice versa? On the Reports page one can see that the success rate for long, and short is about 2/3 (66.31 and 66.49 percent) with amazing accuracy. It can't be a coincidence! How does it look fore each of your sub-EA? And at last, but not least: how did you selected the input parameters? Have you used some genetic algorithms od just plain observation? A bonus question :) You wrote that you are a trader. If so: if your EA were revealed to the public what would be the impact to the market if any? 2007.12.17 12:04
Sorry, but my email is not clear as displayed so I give it again in capital letters.
Thanks again. It is WALGJR@GMAIL.COM
2007.12.17 09:47
Dear Mr. Olexandr, I have an idea for you. Would you please email me at walgjr@gmail.com? Thank you very much. Have a nice day. Walt 2007.12.17 09:36
bbaass wrote:
Dear Mr. Better , Congratulations for your Excellent EA, I have some questions about your EA. 1. Is there any relations between your EA and your ICQ Number? http://championship.mql4.com/2007/users/Better/journal/223 2.there are how many classes in your PNN?( for example Sell and Buy classes or others. ) 3.Did you classify your data Manualy or your PNN did it for you Automatically? (because in PNN we should define the classes with data first) 4.why did you choose the PNN ? 5. did you use any other programs for testing and optimising the PNN?(like Mathlab or NeuroSolutions or others) 6.have your EA any dll files ? 7.did you tested your EA when completed in MetaTrader before championship?if yes did you have any problems with it? thanks for Patient Tanto que preguntan...dediquense a estudiar mejor...¡¡¡¡¡ No sean frescos ¡¡¡ 2007.12.17 00:20
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Do you have a English version?, i have a lot of information about NNs and Forex.
http://www.mini.pw.edu.pl/~jaruszewicz/FIN-PRE-MJR-artykul-ICAISC2004.zip
give me your mail for send a paper...
saludos