[REQ] Neural-AutoTraining EA

[e-Invester]

Forex Neural Expert Advisor Neural-AutoTraining - Summary

 

Expert Advisor based on multi- layer neural network (BackPropagation Neural Network ) with fully automated neural net training on the end of the week. Forex Neural Net will analyse all losing orders and inaccurate enters/exits for previous week and train based on new information. Expert Advisor will start trading on Monday with new re-trained neural net. This cycle will start again next weekend.

 

A core of the forex neural expert advisor is a scalping module, which trades during periods of quiet market. The sell signal is generated at achievement of maximum; the buy signal is generated at achievement of minimum.

 

The signal is estimated by the neural network. A complex BackPropagation neural network architecture is used in the advisor. In our opinion, such network topology is perfectly suitable for prediction of time series behaviour. Imperfection of neural networks as tools for prediction of financial markets is that accuracy of predictions decreases in time. Thereby, we’ve developed «the auto-training module», which allows to retrain a neural network automatically at a certain time.

 

User can specify the training time. For example if you want to train neural net every Sunday at 1pm on historical data for 6 month, you should specify:

 

OptimEveryTime="13.00"; (0-24 hours)

extern string OptimEveryWeek="7"; (1-Monday, ....7 -Sunday)

extern int OptimPeriod=180; (days)

 

 

The training mode of the network is activated during weekend. After training the module deletes old files of the neural network and writes down the new ones. The advisor starts to trade with a new network on Monday. The advisor works in a completely automatic mode and does not require any actions to be done by the trader.

Here a quick guide on what it basically does:

http://iticsoftware.com/forex_neural_expert-advisor.pdf

 

Backtests of this system:

http://iticsoftware.com/forex-neural-backpropagation

 

Many thanx to anyone who can upload this, I need it for my own project regarding neural networks.

 

Thanx a millioN!!=D>=D>

[energetic]

bump....................

[Stormin_Norman]

the vendor's demo was deleted. say no more.

[e-Invester]

the vendor's demo was deleted. say no more.

 

true, but I still want to see the code and methods they used, can be a very interesting framework for what I am doing.