Neural

Examples from the book “Neural networks for algorithmic trading with MQL5” – EA MetaTrader 5

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Examples from the book "Neural networks for algorithmic trading with MQL5" - expert for MetaTrader 5
The book “Neural networks for algorithmic trading with MQL5” is your go-to guide for learning how to use machine learning and neural networks in trading. This book is intended for algorithmic traders who want to learn how to create trading strategies using advanced artificial intelligence techniques. The book has 7 chapters that cover everything you … Read more

Next price predictor using Neural Network – indicator MetaTrader 4

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Next price predictor using Neural Network - indicator for MetaTrader 4
Autor: gpwr Version History: 06/26/2009 – added a new indicator BPNN Predictor with Smoothing.mq4, in which prices are smoothed using EMA before predictions. 08/20/2009 – corrected the code calculating the neuron activation function to prevent arithmetic exception; updated BPNN.cpp and BPNN.dll 08/21/2009 – added clearing of memory at the end of the DLL execution; updated … Read more

Create your own neural network predictor easily (example: MA and RSI Predictors) – indicator MetaTrader 4

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Create your own neural network predictor easily (example: MA and RSI Predictors) - indicator for MetaTrader 4
Author: gpwr, posted on I simply renamed a few vars in order to make the code easier to read, and created a new proxy function. All the credits must go to gpwr for his much excellent source. The BNN predictor posted by gpwr is a great indicator, but many traders were wondering how to use … Read more

MLP Neural Network Class – library MetaTrader 5

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MLP Neural Network Class - library for MetaTrader 5
CNetMLP provides multilayer perceptron (MLP). The feature of the class is that input vector and network structure notions are separated, i.e. input vector and network structure descriptions are not connected to each other. The size of the input vector can have any value within reasonable limits. Input data should be normalized, i.e. the data should be … Read more

RBF Neural Network Class – library MetaTrader 5

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RBF Neural Network Class - library for MetaTrader 5
Class implements neural network of radial basis functions (Radial Basis Function Network – RBFN). Here is represented the classic realization of RBFN consisted of two layers of neurons: hidden layer neurons with radially symmetric activation function and exit layer of linear and sigmoid activation function. Activation function of the output layer is automatically selected for … Read more

PNN Neural Network Class – library MetaTrader 5

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PNN Neural Network Class - library for MetaTrader 5
The CNetPNN class realizes the probabilistic neural network (Probabilistic Neural Network – PNN). Creation of the network is declared to be the class parametric constructor. CNetPNN *net=new CNetPNN(input vector size, the number of classes (classification targets)); The numbering of classes (classification targets) starts from zero and must be continuous. For example, if 3 classes are … Read more

GRNN Neural Network Class – library MetaTrader 5

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GRNN Neural Network Class - library for MetaTrader 5
The CNetGRNN class realizes a generalized regression neural network (General Regression Neural Network – GRNN). Creation of the network is declared to be the class parametric constructor. CNetGRNN *net=new CNetGRNN(input vector size, output vector size); Learning network is provided by calling the Learn method (the number of learning patterns, input data array, output data array, … Read more

Bollinger Band Width calculation with Neural Network using – EA MetaTrader 5

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Bollinger Band Width calculation with Neural Network using - expert for MetaTrader 5
I have been searching for a BB Width Expert Advisor, but I couldn’t find it anywhere. Then I decided to create my own, and as a part of my studies I did this. This Expert Advisor follows Neural Network method. Test Result: Initial Deposit 10000. Gross Profit of 36000. Time span 3.5 months. What is Bollinger … Read more

MTC Neural network plus MACD – EA MetaTrader 5

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MTC Neural network plus MACD - expert for MetaTrader 5
Author of the idea — Henadiy E. Batohov, author of the MQL5 code — barabashkakvn.  From the author of the idea:This is my first simple EA from the “ATS based on Neural network” series. For those who are not familiar with neural networks, I recommend to read the article “How to Develop a Profitable Trading Strategy” The method of application … Read more

LSTM Neural Network – library MetaTrader 5

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LSTM Neural Network - library for MetaTrader 5
Attached are the include files for the LSTM. The files included are: Gates – for the 4 gates used in an LSTMs.  TimeStep – which combines the gates, and in practical usage would represent the time series bars. LSTMNetwork – implementing the learning algorithms. Also included is an example LSTMTest script using the Simple RPC … Read more