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# EAs WITH BRAINS - Aritificial Neural Network Trading.

Amit Jamuda (amitjamuda)
Apr 06 2013 at 04:34
54 príspevkov
Hi all,

I am working on building an EA based on the neural network. The biggest problem I think is processing power. The time taken to complete calculations on one instance is huge. I am looking for contributions of ideas on how to improve calculations performance. You all are invited to share your success and problems faced while coding a neural network trading system.

Regards to all,

Amit
Make profit everyday.
david14
Apr 06 2013 at 08:25
37 príspevkov
i am a EA programmer may be i can help you... contact me at [email protected]
forex5xLLC
Dec 11 2013 at 05:49
1 príspevkov
You may be able to pre-calculate some of your calculations and then pivot off of tme with modification calculations.

For example....you want to go from San Francisco to Narita, Japan. With North being 0 or 360 the trip can start off going West (270 degrees).....this would be your initial calculation...go West.

Then periodically you recalculate your direction to intersect with Narita. Lets say the first calculation comes back with a Plus 17....so now you recalculate your initial direction of 270 and add 17.....now you are headed at 285 degrees. Hopefully a lot of the calculations were in the original and less on the additional periodic updates.

Slice the objectives up and cycle through them.
Lets say your goal is to determine the probability of hitting any of the following:

> 25 pips over the current price
20 - 25 pips above the current price
15 - 20
10 - 15
......
10 - 15 below
15 - 20 below
20 - 25 below
> 25 below

now cycle through these and get a value for the probability for each point starting from the current price and then step up and down one step. If you hit a very low value then you can focus on the other side assuming that your system is telling you that the probability is 80% probability of hitting + 10 or more pips within a time bound area. (like within the next hour)

To get more computing power you may want to use several computers and have them each optimize on one question you are asking your NN. For example: What is the probability of a move greater than 20 pips that is in the Long direction? One computer can just keep working on this question....and when it has it....it starts over so that it is continuous.

Consider making the NN act like a video game. In some video games you add life...for our purposes this will be profit. Consider if you make \$100 you can spawn a new LIFE. If you lose some amount, say \$50 you lose a life....maybe you need to borrow from more successful trades. Now you train the NN to add more life and protect against death....much like a colony of ants.

Best wishes,

Steve AKA Forex5x = Skype
slam_dunk
Dec 11 2013 at 11:20
11 príspevkov
>>The biggest problem I think is processing power.

thank you.

Dec 11 2013 at 19:40
696 príspevkov
I have implemented in my 'AM' expert elements of neural strategies to 'learn market' with short period. It is recycle learn period every week. Now, I'm concidering to make some patent on it - if its possible.
PAMM MANAGER // Professional Fund Manager
Dec 11 2013 at 23:11
1718 príspevkov
I do not under estimate your coding skills, but having an articial brain for EA we need NASA team.
Dec 26 2013 at 12:39
696 príspevkov
Thats why I don't have implemented full artificial brain , but its elements and thats why I have a cycle learn because of high data collection.
PAMM MANAGER // Professional Fund Manager
UncleSteve
Jan 04 2014 at 13:59
45 príspevkov
Beowulf cluster?
"Press On" has solved and will always solve, the problems of the Human Race
Professor53
Jan 04 2014 at 18:03
795 príspevkov
Neural Networks dont work easily. Interfacing them with MT4 is almost impossible. Those that have done so, use the same configeration and therefore are not any better than the previous NN EAs that have be built. Your better off working on and converting indicators to become a auto EA trader and have % and ratios under control. DLL and other external controls dont work well unless your doing some human interaction on the side. then its not a normall NN or DLL. Good luck. Breaking new ground with interfacing NN is a great goal, but will be hard to manage. Many of those that claim NN, are not real. Even my own home built EAs, seems to be thinking, but, they are just collecting data and or counting history bars. Comparing RSI, MA, ATR and others isnt NN. But in my book, its close as we can get.

Garry
aka
Professor53
Click on my Name to see My Live Charts and Bio.
FXtalk.eu
Jan 05 2014 at 07:58
6 príspevkov
I wonder how many different inputs you use for your NN training? Looks like you are just curve fitting your strategy to recent historical data.
So far most of NN trading systems have failed, so have realistic expectations. The ones that have so-so results use very few inputs for learning and more or less guess very short term price direction.
cyberryder
Jan 05 2014 at 17:42
128 príspevkov
Professor53 posted:
But in my book, its close as we can get.
Garry
aka
Professor53
ah.. now he is selling books instead of super-duper VPS's?
skaboy
Jan 17 2014 at 08:12
39 príspevkov
amitjamuda posted:
Hi all,

I am working on building an EA based on the neural network. The biggest problem I think is processing power. The time taken to complete calculations on one instance is huge. I am looking for contributions of ideas on how to improve calculations performance. You all are invited to share your success and problems faced while coding a neural network trading system.

Regards to all,

Amit

Look in the MLQ4 forum, you'll find implementations of NN.
You can get what you need by studying them.
Amit Jamuda (amitjamuda)
Jan 27 2014 at 15:13
54 príspevkov
thanks for so many suggestions! I came to an understanding that a true NN is very difficult to conceptualize and design.
It also requires a huge amount of computing power to be of some good in the forex trading. Also, we are not sure as to how it will behave....

I came to a conclusion that it is good to for study, however to code one and test one requires quite a lot of resources.
Make profit everyday.
skaboy
Feb 04 2014 at 08:50
39 príspevkov
amitjamuda posted:
thanks for so many suggestions! I came to an understanding that a true NN is very difficult to conceptualize and design.
It also requires a huge amount of computing power to be of some good in the forex trading. Also, we are not sure as to how it will behave....

I came to a conclusion that it is good to for study, however to code one and test one requires quite a lot of resources.

Just what have you learnt that led you the the conclusions you have arrived at?
Anmaric_LTD
Feb 04 2014 at 21:42
61 príspevkov
We had a college working on a system with neural network. For some reason he couldnt win on the long term however he had computers calculating all the time...
Amit Jamuda (amitjamuda)
Feb 10 2014 at 15:50
54 príspevkov
skaboy posted:
amitjamuda posted:
thanks for so many suggestions! I came to an understanding that a true NN is very difficult to conceptualize and design.
It also requires a huge amount of computing power to be of some good in the forex trading. Also, we are not sure as to how it will behave....

I came to a conclusion that it is good to for study, however to code one and test one requires quite a lot of resources.

Just what have you learnt that led you the the conclusions you have arrived at?

There are lot of things learnt. You may contact me at [email protected]
Make profit everyday.
Forex21
Feb 12 2014 at 14:33
416 príspevkov
'EAs WITH BRAINS' ....name of the topic made my day! 😁
amitkath007
Mar 09 2014 at 20:42
1 príspevkov
pls contact me i hav something for you
danielfppps
Mar 23 2014 at 15:32
25 príspevkov
You can checkout my blog (https://mechanicalforex.com/2014/01/neural-networks-in-trading-building-a-powerful-trading-brain-with-several-nn.html), there are many other posts as well on the subject (you can use the search bar to look for other articles on my blog). I have built many NN and other machine learning implementations using constant retraining, etc. I generally use the FANN and Shark libraries for the building of machine learning strategies. With our programming framework it's very easy to build complex, constantly retraining neural networks and live trade them on MT4/MT5/JForex/Oanda. I hope this helps :)
TheCyclist
Mar 24 2014 at 12:55
724 príspevkov
Considering the majority of traders with real brains fail at fx, what's the purpose of building half a brain ?

Take another decade or 3 before we can even begin to explore AI's for trading, and they'll have to be cleverer than us, which of course means they'll laugh at our pathetic attempts to try barter bits and bytes that represent a giant Ponzi scheme.

Besides, NASA bought the first quantum computer just the other day. You'd be able to pull the answers out of Pi with one of those...

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