BLACKBOLT Neural Network EA - Free
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Old 10-17-2009, 07:21 PM
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Default BLACKBOLT Neural Network EA - Free



BLACKBOLT NEURAL NETWORK EA

Hello everyone, I have decided to post my new neural network EA here free for everyone to try and test. This forum has given me much help and information over the years and I would like to give back.

TRAIN INSIDE OF METATRADER

This NN ea is unique because my programmer was able to make it trainable inside of the metatrader client using strategy tester. This is great because it means you can re-train it at any time. The training file I have attached to this post was created using regular metatrader currency data that comes with every client and was trained from Jan 2004 to the present. You can go back further or use more recent data to determine what the best set of patterns is for current market conditions.

NEURAL NETWORK MULTI-LAYER PERCEPTRON TECHNIQUE

A multilayer perceptron is a feedforward artificial neural network model that maps sets of input data onto a set of appropriate output. It is a modification of the standard linear perceptron in that it uses three or more layers of neurons (nodes) with nonlinear activation functions, and is more powerful than the perceptron in that it can distinguish data that is not linearly separable, or separable by a hyperplane

At this stage I am going to become a little mathematical, but I will sum up the salient points in a nonmathematical fashion afterward. Neural networks vary in form, in this case a multilayer perceptron (MLP) technique was used and can be represented by the following expression:


y=λ0 +ΣλjΦj(wjx)


Where y is the output, x a vector of inputs, Φj a series of functions (typically logistic or hyperbolic tangents), wj a series of weight vectors to ensure that each Φj receives a different input, λ0 a constant, and λ1 to λM a series of weights, known as output weights, that weight the outputs from Φ1 to ΦM.

More information on the strategy used can be found at our site

EA SETTINGS (INPUTS):

Train -

If FALSE then the EA will fun normally (forward or backtest); If TRUE and run in strategy tester the EA will train itself on the time interval you have set.

Pattern Length -

This is the length of the price patterns you want the EA to look for. It is beneficial in differnt market conditions to either look for longer patterns or smaller ones. The number here represent the amount of bars the pattern consists of. Default is 100.

NeuronLayerDepth - This is not the amount of neurons used but the frequency of the layers corresponding to the training pattern. This number can stay at 100.

MinTrainError - This is the minimum error perctange that will be tolerated by the EA once it starts trading, this is independent of the training process. Once the training file is populated with new pattern data this input tells the EA the minimum pattern deviation that it will use for actual trading.

MaxError - This is the maximum error deviation the EA will use from the trained data.

TP - Self-explanatory, this functions as any normal take profit value.

SL - Same here, a normal stop loss.

MaxSpread - The maximum spread value the EA will trade in.

GMTDiffer - This is the difference from GMT that your broker uses. The EA is coded to trade between 22:00 - 24:00, but I have found that what works best so far for me is 23:00 - 01:00. So you can do your testing and find out what works best but know that when this value is set to Zero it means it will trade between 22:00 and 24:00.

To get the results in the backtest displayed below and with the set file attached the EA should be set to +1 GMT. If your broker is +1 GMT then the GMTDiffer option should be set to ZERO.



How to Install:

EA - goes in metatrader client\experts
BLACKBOLTNN.dll - metatrader client\experts\libraries
Datevalidate.dll - metatrader client\experts\libraries
.nnb file - metatrader client\tester\files

IMPORTANT NOTES:

- A backtest in strategy tester cannot be running when you place the EA on a chart to forward test - it will crash your metatrader client if you do this.

- Once you train the EA it overwrites the .nnb file (training file) and saves your new trained data over the last.

- The EA is run on the EURUSD 5M chart only. This is the only pair and chart it will run on.
Attached Files
File Type: zip BLACKBOLT EA.zip (1.42 MB, 1124 views)
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Old 10-17-2009, 09:47 PM
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This is very interesting... thanks for the share.
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Old 10-22-2009, 05:30 PM
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The wrong zip was uploaded above and I cannot remove it. Here is the correct zip. Admin please replace the attachment in the first post with this one as I am locked out.
Attached Files
File Type: zip BLACKBOLT EA.zip (1.42 MB, 601 views)
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Old 10-22-2009, 05:49 PM
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The zip file in the first post is now updated with the latest file.

** Downloaders should be cautious in running EA that import functions from DLL files. DLL file could be classified as an executable that has sufficient privilege to take cover the computer. FxFisherman does not check 3rd-party DLLs uploaded here; thus, we do not guarantee that the files are free of malicious code. Use it at your own risk.
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Old 10-29-2009, 05:11 PM
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Anyone using this EA?
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Old 11-02-2009, 01:19 PM
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Yes, i tried the EA with mixed results. I think it have great potential but the problem is that NN needs to be often trained to keep the system on top.

That puts the problem from curve fitting on the table. Overall i think NN can be very powerful for trading systems.
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Old 11-12-2009, 01:07 PM
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Hello,

Could you please tell where can I find documentation about neural networks that can be applyed in forex ?

Thanks,
Lus
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Old 11-13-2009, 11:04 AM
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Seems interesting.
If you are a veteran in trading systems programming, you should know about over-optimizing. Do you think Neural Networks doesn't over optimize? I'm interested to know your opinion.
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Old 09-01-2011, 10:51 PM
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Hi, Thanks. can this EA works in 5 digit brokers?
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Old 04-27-2012, 03:56 PM
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Dear Friends,

THE EA when installed it says demo expired , any valid blackbolt EA
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