[amibroker] AB and Neural Networks [was: The Transcendental use of Data in Optimizations]

["Steve Davis" <sdavis@xxxxxxxxxxxxx>]

<SPAN 
class=284165417-11022003>Buttha,
<SPAN 
class=284165417-11022003> 
Thank 
you for the informative message. I would like to get started with neural 
networks.
<SPAN 
class=284165417-11022003> 
Are 
you using back propagation or some other kind of NN?
<SPAN 
class=284165417-11022003> 
Are 
there any publicly available NN plug-ins for AB?
<SPAN 
class=284165417-11022003> 
Can 
you recommend any particular NN tools for beginners that will integrate easily 
with AB?
<SPAN 
class=284165417-11022003> 
<SPAN 
class=284165417-11022003>Thanks
<SPAN 
class=284165417-11022003>-Steve
<SPAN 
class=284165417-11022003> 

  <FONT face=Tahoma 
  size=2>-----Original Message-----From: buttha 
  [mailto:buttha@xxxxxxxxxxxxx]Sent: Tuesday, February 11, 2003 9:12 
  AMTo: amibroker@xxxxxxxxxxxxxxxSubject: Re: [amibroker] 
  The Transcendental use of Data in Optimizations--- In 
  amibroker@xxxxxxxxxxxxxxx, "DIMITRIS TSOKAKIS <TSOKAKIS@xxxx>" 
  <TSOKAKIS@xxxx> wrote:> But, is there anything else than 
  detailed optimization when a NN > works ?I just wanted to 
  confirm that trading stocks not using data of those stocks is an effective 
  way of trading.For what concerns neural network trading, the process 
  to develop a NN based trading system with AB is:1) select your way to 
  develop a neural network: there are a lot of programs, libraries and so 
  on.2) the big work: you must select the correct network topology, a good 
  set of input and the desired output3) train your network and test it with 
  a crossvalidation set of data (in other words, the network is trained with 
  some data and tested with another ones, so I're sure the performance are 
  measured with data never seen by the network)4) build your network: a lot 
  of programs creates a DLL5) write a pluging for AB with ADK: I wrote a 
  plugin that take data from AB, pass them to the DLL which implements NN, take 
  the output from NN and pass it to ABThe final result is a simple AB 
  function which take the inputs and returns the output.In attach, an 
  example of the output:"segnaleMIB30","segnaleMIBU","segnaleMIDEX" are the 
  outputs of the three networks"segnale" with orange color is<FONT 
  face="Courier New, Courier" size=2>segnale=<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>0.3<FONT face="Courier New, Courier" 
  size=2>*segnaleMIB30+<FONT color=#ff00ff face="Courier New, Courier" 
  size=2>0.9<FONT face="Courier New, Courier" 
  size=2>*segnaleMIBU+<FONT color=#ff00ff face="Courier New, Courier" 
  size=2>0.3<FONT face="Courier New, Courier" 
  size=2>*segnaleMIDEX;and segnale with red color is the signal: 
  1=long, 0=shortthe trading system is:<FONT 
  face="Courier New, Courier" size=2>Buy = segnale><FONT 
  color=#ff00ff face="Courier New, Courier" size=2>0.5<FONT 
  face="Courier New, Courier" size=2> AND 
  NOT(segnaleMIB30==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>) AND NOT(segnaleMIBU==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>) AND NOT(segnaleMIDEX==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>);Sell = segnale<<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>0.5<FONT face="Courier New, Courier" 
  size=2> AND NOT(segnaleMIB30==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>) AND NOT(segnaleMIBU==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>) AND NOT(segnaleMIDEX==-<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>1<FONT face="Courier New, Courier" 
  size=2>);Short=Sell;Cover=Buy;while 
  segnaleMIB30,segnaleMIBU and segnaleMIDEX are:segnaleMIBU=<FONT 
  color=#0000ff face="Courier New, Courier" size=2>neural<FONT 
  face="Courier New, Courier" size=2>(<FONT color=#ff00ff 
  face="Courier New, Courier" size=2>"D:\\AmiBroker\\neural 
  DLL\\neural.DLL",<FONT 
  color=#ff00ff face="Courier New, Courier" size=2>"D:\\AmiBroker\\neural 
  DLL\\weightsfile"<FONT face="Courier New, Courier" 
  size=2>,input1,input2,input3,input4,input5,input6,input7);regardsButtha 
  






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