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Post 1
Quote
First Post: Mar 7, 2013 7:50pm | Edited Oct 23, 2014 9:26am
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
Hello Everyone, it's been a while. I usually don't take such long breaks from participating on this
forum but for over a year I've been working on a very intensive project and after a year of
forward testing I'm here to share it with all of you.
I'm friends with many professional traders and a bunch of us got together, combined our
expertise and created a neural network automated system for Metatrader that actually works.
Since we're aware that most EAs are absolutely worthless or worse, scams, we thought we'd be
providing something unique to the average retail trader from people who can actually be trusted.
This group is called Metaneural.
We've used neural networks and applied them to trading Forex successfully in the past and
decided to translate that method into a Metatrader system. It is widely known that the larget
trading firms and hedge funds use sophisticated artificial intelligence and nueral network systems
to profit from the financial markets with staggering accuracy. We thought, why can't that power
also be available to us - the small money investors?
So I took a break from all my other activities and worked hard with Metaneural to develop this
system, which I believe to be the only REAL neural network EA. In fact, it doesn't even have to
be an EA, the code can be written in C++ to work exactly the same way in tradestation, esignal,
neuroshell, or any platform that allows DLL importing and data gathering, because the neural
network creation happens in Neurosolutions.
I've made indicators and trading systems for the forexfactory community for years so I wanted to
give you guys the only free version of the Metaneural EA on the internet. I want to get your
feedback and impressions. If this thread goes well and doesn't get sidetracked I'll extend the trial.
I've had fun deciphering the forex market with the great minds on this forum for years and it is
my pleasure to give back. Neural networks in EAs is the future, I hope you guys can realize this
and develop your own systems.
HOW IT WORKS
Data Colletion
The first step in creating an artifical neural network brain is to gather the data around which the
structure of the brain will be formed. Since we are trying to create a brain that will know how to
trade the markets we must gather market data.
http://www.metaneural.com/img/previe...on-pattern.png
However, we cannot simply collect a mass of data and dump it into our neural engine to create
the structure of our brain. We must gather the data in the format which we want the brain to
process that data and eventually the same format we want it to create output in. In other words,
we're not only telling our brain WHAT to think, by giving it raw data, but we must tell it HOW
to think, by formulating that raw data into an intelligable configuration.
In this case, our intelligible configuration is patterns. We gather data in segments, each segment
consists of a number of bars set by the trader in our proprietary collection indicator which comes
with all of our packages. That grouping of bars is collected in relation to the next bar that comes
after the grouping - we will call this the future bar. When we're collecting market data the future
bar is known, because it is all historical data, it is the next bar after the grouping. The idea is that
the neural network brain will find complex patterns in the bar grouping and use the information
collected, including the 'next bar' after the grouping, to determine which complex patterns
preceed the result of the next bar. During actual trading that result will be the future bar which in
effect makes it possible to know with a high degree of accuracy the direction of the market
before it happens.
http://www.metaneural.com/img/preview/csv.png
The collected data is extracted into a spreadsheet which displays price data as open, high, low,
close (OHLC). The OHLC of each bar is collected separately and placed in its own column. In
the example above each row represents 3 bars in total. Therefore, the columns represent
hundreds or thousands of bars collected going back into history.In addition to OHLC you can
also collect the values from almost any indicator you select, which will essentially give that
indicator the ability to 'think' based on changing market conditions and predict the next value.
Now that we have our collected data, extracted into a spreadsheet file in an intelligible
configuration, we can load it into our neural network engine which will create the structure of the
artifical brain, train it, and test its accuracy before saving the structure.
http://www.metaneural.com/img/preview/inputs2.png
Once the collected data is imported into the network building program you are given the choice
to select which bits of data you want to use to build your brain. This is an important feature
because it enables the user to create many different strategies based on whichever piece of data is
deemed necessary. What we're essentially doing in this step is determining what the engine will
use to create the complex patterns mentioned earlier, which will ultimately decided the
projection ability of the neural network EA.
For example, say you wanted to tell the neural network to only look for patterns in the open
prices of bars in relation to the indicator values from your favorite indicator. You would then
select your indicator in the collector and choose only the open and data inputs in the building
software depicted above. You can also select all the inputs, except for the output1 column, which
signifies your output value - selecting all inputs will create the most complex learning pattern
possible and thereby allow your brain to respond to many different scenarios.
http://www.metaneural.com/img/preview/train.png
Once the desired inputs and outputs are selected the software will create the structure of your
neural network brain and you can begin to train it. A portion of the collected data is set aside and
used to train and test the accuracy of your artificial brain, you will see the desired output begin to
conform to the testing data as it 'learns'. Once this process is complete you will be able to export
the structured artificial brain in the form of a DLL which will be used by the MetaNeural EA.
EA Implementation
Once the brain is built, trained, tested, and exported as a DLL you can begin trading with an
automated neural network brain that will see complex patterns that are impossible for a human to
achieve.
http://widgets.myfxbook.com/widgets/1046597/large.jpg
You will need to install Neurosolutions 6 and Visual Studio 6 for it work, instructions on these
installations can be found in the very detailed Manual attached to this post.
Post 2
Quote
Mar 7, 2013 9:26pm
stevewalker
Joined Dec 2010 | Status: Member | 18,740 Posts
Hi FOREXflash
an interesting work.
as you also now, you are startig a long jurney here
will be watching
good luck
Post 3
Quote
Mar 9, 2013 6:03am
babanihad
| Joined Dec 2011 | Status: Member | 6 Posts
Hi
Do you have a trackrecord/performance that you could share with us. I see one on MyFxBook,
the name is MetaNeural EA 2013, it is nothing exciting. They say on the website that they expect
30% gains in a year, which is something a good manuel trader can produce in a month. And their
Average Loser is 6 times the Average Winner, which is terrible trading in my book whenever
Average Winner is not greater than the Avg Loser, regardless of the Win Ratio.
http://www.myfxbook.com/members/meta...ea-2013/492969
Please advise
Thanks
Post 4
Quote
Mar 9, 2013 1:39pm
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
This is the trading results from 2012 - 2013, it is on the main site:
http://www.myfxbook.com/members/meta...ural-ea/484469
Time is relative, bars are byproduct of time.....
Post 5
Quote
Mar 9, 2013 7:31pm
iownatm
| Commercial Member | Joined Jan 2013 | 32 Posts
Congratulations on developing a system which gives healthy returns. Always better than wonder
EAs which usually end up blowing the account.
Thanks
Post 6
Quote
Mar 9, 2013 7:51pm
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
Hello iowntam,
Yes, it can be applied to multiple currencies simultaneously because it can be trained on each
currency individually and a neural network structure can be created for each currency. I would
say the only broker dependency would be the integrity of their price feed, the more stable and
consistent their feed the better the training data will be and subsequently the trades. We're not
scalping necessarily so execution speed is not very important. Thanks for your interest.
Quoting iownatm
Congratulations on developing a system which gives healthy returns. Always better than wonder
EAs which usually end up blowing the account.
Thanks
Time is relative, bars are byproduct of time.....
Post 7
Quote
Mar 10, 2013 5:15am
shiva
Joined Aug 2007 | Status: Doing It In Dubai | 2,196 Posts
Flash, just can't seem to get the showmycid tool, MQLLOck site seems to be having problems
and gives the error "Database error" Can you please post it here?
Post 8
Quote
Mar 10, 2013 5:18am | Edited at 9:23am
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
It is now attached to the first post, PM me the code it generates and I'll activate your trial - 7
days.
Quoting shiva
Flash, just can't seem to get the showmycid tool, MQLLOck site seems to be having problems
and gives the error "Database error" Can you please post it here?
Time is relative, bars are byproduct of time.....
Post 9
Quote
Mar 10, 2013 5:35am
shiva
Joined Aug 2007 | Status: Doing It In Dubai | 2,196 Posts
Quoting FOREXflash
It is now attached to the first post, PM me the code it generates and I'll activate your trial - 15
days.
Thanks, sending you a pm now.
Post 10
Quote
Mar 11, 2013 11:05am
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
For those interested users who are downloading the EA - It will not work without the cid code,
please run the cid app on your computer and send me the code to activate the EA. Regards.
Time is relative, bars are byproduct of time.....
Post 11
Quote
Mar 12, 2013 12:20pm
FOREXflash
| Commercial Member | Joined Sep 2008 | 911 Posts
Follow our live test and PM me with your codes before this trial period is concluded:
http://widgets.myfxbook.com/widgets/492969/large.jpg
Time is relative, bars are byproduct of time.....
Post 12
Quote
Apr 9, 2013 12:20am
regnoe
| Joined Apr 2013 | Status: Junior Member | 1 Post
hi.
firstly thank you for this information. Info that i really would like to put to the test.
secondly im new to this site so have not attained certain priviledges. therefore i am unable to pm
you. how do i go about sending you my cid?
Post 13
Quote
May 6, 2013 9:17am
rsamico
| Joined Sep 2011 | Status: Member | 4 Posts
i noticed that the EA has many options regarding configuration, allowing the user to personalize
it. I wonder if you guys provide a config that will work initially and if you update it along the
time as needed. Also, if this part is solely in the user or he can rely on you guys to do it.
Thanks,
Rodrigo Samico.
Post 14
Quote
Jul 21, 2013 2:18am
pbx06
| Joined Aug 2012 | Status: Member | 62 Posts
How does the data are proceced aka normalized : dou you use as input Price[t]...Price[0] or
Price[t]-Price[t-1],... or log(Price[t]-Price[t-1]),...
Post 15
Quote
Jul 26, 2013 9:30pm
jbrforex
| Joined Jul 2013 | Status: Junior Member | 1 Post
Hello,
I have downloaded everything, installed programs, and am very much looking forward to try out
your hard work. Unfortunately as a new member I cannot send PM with my ID
(52D283EAFFA54C4502440ECA59B40D5C) so, any solution ?
Post 16
Quote
Aug 25, 2013 12:40pm
ricver
| Joined Feb 2011 | Status: Member | 5 Posts
HI
Ric Ver
Post 17
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Oct 22, 2013 6:06am
aleem2248
| Joined Sep 2012 | Status: Junior Member | 2 Posts
my code is 0E73A1D803AF025C148885F3AFEFC38A
Post 18
Quote
Oct 25, 2013 6:26am
jago25_98
| Joined Sep 2013 | Status: Member | 45 Posts
sounds interesting. I'd like to try the training and see what it's lke
C1F124F6DD4D2F4B24D84ABC0E25EB48
Post 19
Quote
Oct 27, 2013 7:46pm
tradingmech
| Joined Oct 2013 | Status: Member | 12 Posts
AE9FF191D92EAD6D806B5D32E490C100
Post 20
Quote
Nov 16, 2013 5:31pm
rasto007
| Joined May 2009 | Status: Member | 7 Posts