23.02.2012 г.

Spinal Implant EA: unsupervised Neural Net Scalper with Fractal Geometry filtering


The Spinal Implant EA is an unsupervised Neural Net Scalper with Fractal Geometry filtering. This is an implementation of unsupervised neural net with Genetic algorithm optimization  by MT4. It has the following characteristics.


1. Signals. The neural net provide output signals. The general interpretation of these signals will be some sort of "binary" classification, like "buy" (>0) or "sell" (< 0). I simply insert them in the Fractal scalper EA trading strategy as a rule (condition) to buy and sell.

In the fractal scalper there is another condition that is that the estimation of Hurst exponent (IVAR,FGDI) is large enough. Those parameters can be also optmized.

2. Unsupervised. This neural net is "unsupervised" neural network, and that is meaning that it does not need to be trained by showing the correct answers, like most neural networks (i.e., "supervised" neural networks). You do not teach them by providing any kind of actual output which they learn to reproduce, as with most neural nets.


3. Evolutionary. The Neural net "learns" how to give its signals based upon evolutionary pressure provided in the native MT4 algorythm. The genetic algorithm (GA) in the MT4 "evolves" the neural net that give better and better signals. Survival of the fittest controls the evolutionary process as usual, where fitness is determined by how much money the NN makes (you can use what to optimize in the MT4, e.g. Balance, Profit Factor etc.).







20.02.2012 г.

A Physicist in Wall Street


http://www.aphysicistinwallstreet.com/

This is a very ineteresting blog for the practical use of R and Rapid Miner for trading.

There are some interesting new updates. However the learning curve is steep, however those instruments are state of the art and are very powerfull.

You can consider some donnation to this site too.

I mean that if you implement this you will have a state of the art free artificial intelligence system. For a commercial system you would need to pay $1495.00 for Neuroshell end of day and $995 for Trading solutions end-of day version.

We even do not mention that the Rapidminer algorithms have the Support Vector Machines that both Neuroshell and Trading Solutions are lacking in their algorithmic arsenal.


This site together with the http://www.neuralmarkettrends.com/ site is an absolute must for the application of RapidMiner for trading.