REAL TIME Artificial Intelligence V.5.0 (by leo23) Quick Stats
Gain: +8.92M%
Drawdown: 3.34%
Pips: 18414.3
Trades: 4577
Won:
Lost:
Type: Demo
Leverage: 1:200
Trading: Automated

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REAL TIME Artificial Intelligence V.5.0 Discussion
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leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 11 2018 at 07:55
PROFIT095 posted:
На каком сайте можно посмотреть ваш торговый робот ? И можно ли его купить ? Если да , то какая цена ?

We don't have a website for selling our EA.

You need to contact our support email 'leomorgan23@rediffmail.com' for any sales related queries.

Also, if that email doesn't work, then you can contact our alternate email 'febonacciforexrobotinfo@gmail.com'



leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 13 2018 at 17:33 (edited Dec 13 2018 at 17:35 )
In coming few weeks, we are planning to add an optional news filter to our system which will help to stop trading and close existing trades during major news events. News filter can be useful in many trading systems if it is properly applied.

In machine learning algorithms, irrespective of how much training it does when a sudden market event happens which doesn't match any of the trained data, then the trained models tend to fail for a limited period of time and it leads to wipe out of the accumulated profit or leading to bigger loss.

So we may consider to add a news filter in near future. For now we are just manually handing the news events to stop trading during news and enable trading after news.

However, it is also important that news filter has no use if a strategy depends on backtesting since news filters can be used only during forward testing. So we will be using it in forward testing only.


leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 15 2018 at 07:12
Since we are approaching towards the end of the year, we recommend our EA users to be careful while using our EA in coming next few weeks. Because the liquidity in the markets might be very low and spreads might get widened in most of the currency pairs.

Also, the markets might behave completely randomly. So it is better to stop trading for next couple of weeks or watch the trades live. Also, please make sure to use the spread filter to avoid bad entries of the EA during high spread. Especially, the spread will be helpful during these kind of market conditions.

In our experience, few brokers increase spreads up to 15 to 20 pips during such markets which might lead to a series of trades getting hit by stoploss if you are using a tight stoploss.

leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 17 2018 at 08:48 (edited Dec 17 2018 at 08:50 )
We are noticing that there are multiple myfxbook users who are clicking on the 'copy' tab of our trading system in order to copy the trades of the system. So we would like to repeat that if you are interested to copy the trades of the system, then you should write a comment in this thread and once we receive at least 20 to 30 requests from users, then we may thing of making the system available for signals.

There is no point in clicking on 'Copy' tab of the system since it is not available for copy yet. So if you are seriously interested to copy the trades, then you should make a comment in the thread and it will be easy for us to know how many REAL myfxbook users are interested to copy the trades of the system or the requests are coming from one or two users having multiple myfxbook profiles.

As we mentioned in one of our previous posts, we received around 3 to 4 user requests for trade copy yet. If we receive sufficient number of requests within a short time, then we might make the system available for copy.

leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 18 2018 at 15:45 (edited Dec 18 2018 at 15:51 )
We are continuously facing issues with our 'rediffmail' email address by which the emails are getting delayed or sometimes never received to us or to the client and hence, from now onward we will continue to use our gmail address 'febonacciforexrobotinfo@gmail.com' as our primary email address for any future communications.

So we suggest all our existing clients or to anyone who is trying to contact us to contact our support at our gmail address 'febonacciforexrobotinfo@gmail.com'.

Our support email: febonacciforexrobotinfo@gmail.com

Yonex

Member Since Oct 25, 2009  88 posts Yonex Dec 19 2018 at 09:05
Like @bmigette, I'm also curious about your model. Why do you make a difference between ML and NN? Isn't NN just a subcategory of ML?

Do you mean that you use a deep spiking NN? If so, it would probably be one of the first ones to do this?

Why do you use SNN, compared to just MLP/RNN/LSTM?

Do you use back propagation with gradient descent, or how do you train your SNN model?

Why do you use GPU for training, since you are dealing with a time series? I don't see how you could parallelize the training of a time series to make use of a GPU?

Where does your RL model come into the picture and what input do you use for this? It sounds like your input to your RL model is the output from your SNN model?

I would also be interested in copying your signal if you list it here on Autotrade or on MQL5. Thanks for your input!

Whoever said money can't buy happiness didn't know where to shop.
leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 19 2018 at 13:43 (edited Dec 19 2018 at 13:45 )
Yonex posted:
Like @bmigette, I'm also curious about your model. Why do you make a difference between ML and NN? Isn't NN just a subcategory of ML?

Do you mean that you use a deep spiking NN? If so, it would probably be one of the first ones to do this?

Why do you use SNN, compared to just MLP/RNN/LSTM?

Do you use back propagation with gradient descent, or how do you train your SNN model?

Why do you use GPU for training, since you are dealing with a time series? I don't see how you could parallelize the training of a time series to make use of a GPU?

Where does your RL model come into the picture and what input do you use for this? It sounds like your input to your RL model is the output from your SNN model?

I would also be interested in copying your signal if you list it here on Autotrade or on MQL5. Thanks for your input!

There are a lot of questions in one post:)) we will try to answer a few of them for now...

Yes, you are correct. NN is a part of Machine learning. But a sufficiently trained NN can be used independently without using any further training and that is what we initially thought of and that's why we called it as NN network instead of machine learning.

We don't like to call an algo as true machine learning until it learns from real time market data while trading to adopt under any markets. We know that there are other developers of machine learning who just optimise an algo by curve fitting with past data and call it as machine learning and we don't call that in that way. That kind of algo can be called as 'automatic optimisation', but not machine learning in our perspective of course.

But it is not simple as it seems to be initially. There is technically no such model available in our knowledge which can generalise in all market conditions and hence, the NN needs to be continuously trained to filter out noise and keeping some residue for good signals just like a human brain using a multi-layer neural network so that in the last layer it will generate high quality signals based on the latest trained model.

Now, here is the tricky part because it requires massive computational power to run even a 2 to 3 layer neural network properly. If we will add continuously learning to it, then it even consumes more resources and that is the reason we are planning to use GPU.

But soon we are realising that GPU is not going to be sufficient also, and we are planning to do everything in Python and we may use cloud TPU services for training and then, connect to MT5 or MT4.

In forex trading, though it is difficult to have a good model , but also just having a good model is not enough since there is no way to know whether the signals generated by the model are actually getting executed as trades or simply getting discarded due to server freezing or mt4 freezing. So we need to calculate ahead as how many calculations or for loop iterations the model is doing inside to end up with the signals and how much time we can expect it to complete the cycle.

For example, at a opening candle if the signal is generated after 5 minutes of processing time by the model, then the price might have already moved significantly within that time and hence, such signal become useless.That is the main reason we are working on Spiking Neural network to tackle such issue.

But such things are very complicated and not easy to implement and definitely not easy to implement in MQL4 using the existing libraries. Hence, it will take time to complete such things or we may simply work completely on python. So for now we are testing in multiple demo and live accounts whatever we finish till now to see how everything goes.

Yonex

Member Since Oct 25, 2009  88 posts Yonex Dec 19 2018 at 18:15
Thanks for taking the time to answer my questions @leo23!

Some of your comments get me scratching my head a little. I think even a fairly complex SNN model would be able to forward the input variables to the output layer almost instantaneously. I think if it takes you 5 minutes (even if it is just an example) for your network (that has already been trained) to make a prediction, then perhaps you should look into optimizing your code...?

In MT4/MT5, you could just write your model in C++ and compile it to a DLL and call it from MT4/MT5? I mean, I'm able to run stacked NN consisting of several hidden layers that all output their individual predictions to a classification model that in turn provides buy/sell signals on a normal CPU effortlessly. It shouldn't take you more than a few milliseconds/0-50ms to do that?

If you want your code to run fast and achieve faster training, then instead of looking to use python, I think you could look into using C++ instead.

Whoever said money can't buy happiness didn't know where to shop.
leo23

Member Since Oct 12, 2016  530 posts leo23 Dec 19 2018 at 18:40 (edited Dec 19 2018 at 18:49 )
Yonex posted:
Thanks for taking the time to answer my questions @leo23!

Some of your comments get me scratching my head a little. I think even a fairly complex SNN model would be able to forward the input variables to the output layer almost instantaneously. I think if it takes you 5 minutes (even if it is just an example) for your network (that has already been trained) to make a prediction, then perhaps you should look into optimizing your code...?

In MT4/MT5, you could just write your model in C++ and compile it to a DLL and call it from MT4/MT5? I mean, I'm able to run stacked NN consisting of several hidden layers that all output their individual predictions to a classification model that in turn provides buy/sell signals on a normal CPU effortlessly. It shouldn't take you more than a few milliseconds/0-50ms to do that?

If you want your code to run fast and achieve faster training, then instead of looking to use python, I think you could look into using C++ instead.

If we are not wrong, then probably you might be referring to a NN using a couple of indicators as input variables and trained with past couple of months or years of past data which generates a BUY or SELL signal. Please clarify if we are wrong.

For better understanding, can you please answer these questions:
1.What is the file extension you are using for storing the data of your models like '.txt', '.rl' etc?
2.How many models are you using simultaneously to produce an output signal or you are using only 1 trained model to produce one output signal?
3.What is the average file size of your models in Bytes or KB or MB or GB?
4.How much past trading history you are considering to train the models?
5.Do you have an approximate idea as how many total calculations or iterations are done by your algo during the process starting from giving input variables till it generates an output value and as you mentioned which takes few seconds to generate the signals?
6.Finally, how many input variables you are considering to generate the output which you mentioned as taking few milliseconds? We mean like how many indicators or open, close prices etc you use?

By the way, like we mentioned in one of our previous posts we are trying to imitate an algo in forex trading which is something like 'ALPHA ZERO' used by 'GOOGLE Deep Mind' for beating most of the games like GO, Chess etc once it is fully trained. But in forex, the market behaviour is not fixed which means there are no specific rules and current hardware is costly to implement such an algo which will never loose and even 'ALPHA ZERO' may not work in forex as well.


Yonex

Member Since Oct 25, 2009  88 posts Yonex Dec 19 2018 at 19:25
1. I don't see how file extension would be important, but I store historical data in a SQL database and import the training data into an array held in the RAM. I don't do any read/write-to-disk activities during training or when the model is online, all information is held in arrays in the RAM.
2. About 50 various NN models, and then classification models after that to collect and filter their outputs.
3. The model itself is about 10 MB (training model), execution model is about 2 MB, training data is a about 1 GB.
4. Depends, but all in all usually about 8-10 years.
5. I have not calculated, but I don't think this is of major importance. I cap the training iteration at 100,000 and use early stopping, pruning, weight limitations, etc.
6. Each NN has about 10 input nodes, the variables to each node is calculated from the price during every time step, not looking back more than 20 steps.

How is your model setup?

Whoever said money can't buy happiness didn't know where to shop.
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