6 registered members (AndrewAMD, Ayumi, degenerate_762, 7th_zorro, VoroneTZ, HoopyDerFrood),
1,268
guests, and 6
spiders. |
Key:
Admin,
Global Mod,
Mod
|
|
|
DeepLearn: How to add more signals? (> 20 signals)
#466539
06/20/17 07:19
06/20/17 07:19
|
Joined: Jun 2017
Posts: 5
Se7en
OP
Newbie
|
OP
Newbie
Joined: Jun 2017
Posts: 5
|
Dear All & JCL, I have just tested DeepLearn and would like to do more. Hope to get some supports from the community. 1. I want to add more signals for the function advise(). In the Zorro Online Manual, said: "For using more than 20 signals, collect them in a global array and send them to the machine learning algorithm with NEURAL_LEARN or NEURAL_TRAIN." But, I don't know how to "send them"? I read the include\r.h and found that: neural.train called with the Data with signals + 1 more field, so it means that advise() function did do something with the signals ---> I could not understand this. 2. In the Better Strategies #5, hinted 6 possibilities in the conclusion, (1) is one of them, so anybody have anything to do with those? Some I never heard of, so help me please, any clue Thanks in advance. Se7en
Last edited by Se7en; 06/20/17 08:39.
|
|
|
Re: DeepLearn: How to add more signals? (> 20 signals)
[Re: Se7en]
#466590
06/22/17 10:21
06/22/17 10:21
|
Joined: Jul 2000
Posts: 27,986 Frankfurt
jcl
Chief Engineer
|
Chief Engineer
Joined: Jul 2000
Posts: 27,986
Frankfurt
|
Yes for (4). In the case (1) I would not use more than 20 inputs. I had the idea to pass the prices from candles with increasing time periods, f.i. from 1, 2, 3, 5, 10, 15, 30, 60, and 120 minutes ago. But that was just an idea, I have not tested it yet.
|
|
|
Re: DeepLearn: How to add more signals? (> 20 signals)
[Re: jcl]
#466604
06/23/17 02:15
06/23/17 02:15
|
Joined: Jun 2017
Posts: 5
Se7en
OP
Newbie
|
OP
Newbie
Joined: Jun 2017
Posts: 5
|
Dear JCL, I did what you said to understand the NEURAL function. 1. I could not create the same Data for NEURAL_TRAIN. In your DeepLearn, you used 8 signals, then Data contained 9 fields included: 8 signals & plus one more (a very special signal). How could I create the plus one? I thought of ignoring it. So, I created the signals[Core].csv with the last one empty. 2. Data for NEURAL_PREDICT was EMPTY (NULL). And the result was: Train ran OK. Test ran with nothing happens. PLEASE HELP ME OUT OR give me anything to improve the DeepLearn, such as: LEARN MORE!!! Thank in advance. Se7en.
|
|
|
Re: DeepLearn: How to add more signals? (> 20 signals)
[Re: jcl]
#470906
02/12/18 15:09
02/12/18 15:09
|
Joined: Oct 2017
Posts: 17
JRA
Newbie
|
Newbie
Joined: Oct 2017
Posts: 17
|
I have not used more than 20 signals so far, so I have no ready script for this. The general recipe is this. First examine closely the "neural" function framework in r.h until you have completely understood what it does. Then write your own "neural" function with different NEURAL_TRAIN and NEURAL_PREDICT parts. For NEURAL_TRAIN, collect the signals in an array, and write it to the CSV file instead of the signals from the Data parameter. Then do the same for NEURAL_PREDICT: send the current N signals over to R instead of the 20 signals from the Data parameter. For more than 20 signals you also must use the "Objective" parameter of the advise function, rather than the outcome of the next trade. Do you think it´s worthless to put more than 20 signals? Because if we are using series like vol[1], vol[2], etc with four signals (ROCP,vol,range...) it seems very poor. I think that more than 20 signals can be interesting because allows us to use exogenous data like COT or sentiment indicators and series.
|
|
|
|