Yes it does via the extensibility provided by ADK. Below is a sample neural network created in C++ that could be fed data via Amibroker to return a NN indicator/prediction. It doesnt seem that hard to create the required function. #include <math.h> #include <stdlib.h> #include <iostream> double input_hidden_weights[5][6]= { {9.40985654649721e-001, 9.23136985641824e+000, -2.86994950445746e+000, -1.26803931926022e+000, -7.70008830456271e+000, 1.25421731000059e+000 }, {3.08886279182467e+000, 5.78057919510794e+000,
1.10741139003555e+001, -3.65436515636221e+000, -1.46817775035674e+001, 2.22520984659718e+001 }, {1.69160825877441e-001, -9.91646811530742e+000, -1.05635083282757e+001, 4.25517810226395e+000, 2.50631134577816e+000, -2.91169885599088e+000 }, {-6.47564626574024e-001, -6.79555863835188e+000, -4.77495170169956e+000, 1.35029793165373e+000, 2.78079262918906e+000, -1.90795645602409e+000 }, {1.43573516935369e+000, 7.90014107622549e+000, 1.34639286162717e+000, -4.87454998380292e-001, -5.75300672778634e+000, 2.44385407464775e+000 } }; double hidden_bias[5]={ -1.72504436049218e+000, -1.12353474266980e+001, 1.05782985606737e+001, 6.38618458656671e+000, -4.76099367812151e+000 }; double hidden_output_wts[1][5]= { {4.85655076789677e+000, 5.85365165791789e-001, 3.11879288899187e+000,
-8.48772823147294e+000, -9.35987517826960e+000 } }; double output_bias[1]={ 5.51616000361064e+000 }; double max_input[6]={ 3.02200000000000e-001, 6.05400000000000e-001, 1.81400000000000e-001, 1.59000000000000e-002, 6.06600000000000e-001, 2.43900000000000e-001 }; double min_input[6]={ -2.82000000000000e-001, -8.46700000000000e-001, -1.95700000000000e-001, -9.70000000000000e-003, -5.52700000000000e-001, -2.45100000000000e-001 }; double max_target[1]={ 1.35100000000000e-001 }; double min_target[1]={ -1.50800000000000e-001 }; double input[6]; double hidden[5]; double output[1]; void FindMax(double* vec, double* max, long* maxIndex,int len) { long i; *max = vec[0]; *maxIndex = 0; for(i=1; i<len; i++) { if(vec[i]>*max) { *max = vec[i]; *maxIndex = i; } } } void FindMin(double* vec, double* min, long* minIndex,int len) { long i; *min = vec[0]; *minIndex = 0; for(i=1; i<len; i++) { if(vec[i]<*min) { *min = vec[i]; *minIndex = i; } } } void ScaleInputs(double* input, double min, double max, int size) { double delta; long i; for(i=0; i<size; i++) { delta = (max-min)/(max_input[i]-min_input[i]); input[i] = min - delta*min_input[i]+ delta*input[i]; } } void UnscaleTargets(double* output, double min, double max, int size) { double delta;
long i; for(i=0; i<size; i++) { delta = (max-min)/(max_target[i]-min_target[i]); output[i] = (output[i] - min + delta*min_target[i])/delta; } } double logistic(double x) { if(x > 100.0) x = 1.0; else if (x < -100.0) x = 0.0; else x = 1.0/(1.0+exp(-x)); return x; } void ComputeFeedForwardSignals(double* MAT_INOUT,double* V_IN,double* V_OUT, double* V_BIAS,int size1,int size2,int layer) { int row,col; for(row=0;row < size2; row++) { V_OUT[row]=0.0; for(col=0;col<size1;col++)V_OUT[row]+=(*(MAT_INOUT+(row*size1)+col)*V_IN[col]); V_OUT[row]+=V_BIAS[row]; if(layer==0) V_OUT[row] = logistic(V_OUT[row]); if(layer==1) V_OUT[row] = tanh(V_OUT[row]); } } void RunNeuralNet_Regression () { ComputeFeedForwardSignals((double*)input_hidden_weights,input,hidden,hidden_bias,6, 5,0); ComputeFeedForwardSignals((double*)hidden_output_wts,hidden,output,output_bias,5, 1,1); } John
Don Lindberg <dlindber@xxxxxxxxxxxxx> wrote: AmiBroker does not do neural network analysis! Donald F Lindberg -----Original Message----- From: amibroker@xxxxxxxxxps.com [mailto: amibroker@xxxxxxxxxps.com] On Behalf Of Bob Jagow Sent: Saturday, September 22, 2007 8:38 PM To: amibroker@xxxxxxxxxps.comSubject: RE: [amibroker] FORUMULA GIVING RESULTS LIKE NEURAL NETWORK Has anyone answered your five previous posts? -----Original Message----- From: amibroker@xxxxxxxxxps.com [mailto: amibroker@xxxxxxxxxps.com]On Behalf Of
Vinay Gakkhar. Sent: Saturday, September 22, 2007 8:27 PM To: amibroker Subject: [amibroker] FORUMULA GIVING RESULTS LIKE NEURAL NETWORK Is there any Amibroker formula which analyzes historical stocks data like a neural network does? gakkhar Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/For other support material please check also: http://www.amibroker.com/support.htmlYahoo! Groups Links Please note that this group is for discussion between users only. To get support from AmiBroker please send an e-mail directly to SUPPORT {at} amibroker.com For NEW RELEASE
ANNOUNCEMENTS and other news always check DEVLOG: http://www.amibroker.com/devlog/For other support material please check also: http://www.amibroker.com/support.htmlYahoo! Groups Links
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Please note that this group is for discussion between users only.
To get support from AmiBroker please send an e-mail directly to
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For NEW RELEASE ANNOUNCEMENTS and other news always check DEVLOG:
http://www.amibroker.com/devlog/
For other support material please check also:
http://www.amibroker.com/support.html
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