[Indicator] Help Implementing Neural Network Indicator - futures io
futures io



[Indicator] Help Implementing Neural Network Indicator


Discussion in EasyLanguage Programming

Updated
      Top Posters
    1. looks_one rmdavido with 8 posts (0 thanks)
    2. looks_two chik with 6 posts (12 thanks)
    3. looks_3 ABCTG with 1 posts (1 thanks)
    4. looks_4 Quick Summary with 1 posts (0 thanks)
    1. trending_up 2,867 views
    2. thumb_up 13 thanks given
    3. group 1 followers
    1. forum 15 posts
    2. attach_file 0 attachments




Welcome to futures io: the largest futures trading community on the planet, with well over 125,000 members
  • Genuine reviews from real traders, not fake reviews from stealth vendors
  • Quality education from leading professional traders
  • We are a friendly, helpful, and positive community
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts
  • We are here to help, just let us know what you need
You'll need to register in order to view the content of the threads and start contributing to our community.  It's free and simple.

-- Big Mike, Site Administrator

(If you already have an account, login at the top of the page)

 
Search this Thread
 

[Indicator] Help Implementing Neural Network Indicator

(login for full post details)
  #11 (permalink)
 chik 
San Diego, California
 
Experience: Advanced
Platform: MultiCharts
Trading: ES, NQ
 
Posts: 26 since Mar 2016
Thanks: 0 given, 22 received

I think that's because the end-of-day bar of your 240-minute chart isn't 2:40 AM as you've written.

On my chart, in my local timezone, ES closes at 1:15 PM, so I enter 1315 for TradingViewStyleEODBarTime in the Inputs tab of Format Study:


Then I change ANN to histogram in the Style tab of Format Study:


Resulting in:

Reply With Quote
The following 2 users say Thank You to chik for this post:

Can you help answer these questions
from other members on futures io?
Bars repainting
ThinkOrSwim
Is there inherently more opportunity in smaller markets?
Traders Hideout
NinjaTrader Market Replay downloads now in 100Mb chunks
Feedback and Announcements
TradingView help in improving Anchored Vwap
Platforms and Indicators
Tradestation order types - help
TradeStation
 
Best Threads (Most Thanked)
in the last 7 days on futures io
Question about intraday margins
61 thanks
How quickly do algos go bad?
46 thanks
ZombiePack3 Indicators
19 thanks
Webinar: Building a System for Trading Psychology w/Jare …
18 thanks
Want your NinjaTrader indicator created, free?
13 thanks
 
(login for full post details)
  #12 (permalink)
 rmdavido 
Jackson, MS USA
 
Experience: Advanced
Platform: ThinkOrSwim
Trading: Options
 
Posts: 12 since Feb 2014
Thanks: 7 given, 0 received

That seems to be working much better. However, there are times that there are multiple buy/sell orders in a very short time span despite the indicator not being "noisy". I have attached the accompanying pic and code.



 
Code
If ANN > Thresh_Long then

Buy vest contracts next bar on open;

If ANN < Thresh_Short then

SellShort vest contracts next bar on open;
Vest is an input for number of contracts.

Started this thread Reply With Quote
 
(login for full post details)
  #13 (permalink)
 chik 
San Diego, California
 
Experience: Advanced
Platform: MultiCharts
Trading: ES, NQ
 
Posts: 26 since Mar 2016
Thanks: 0 given, 22 received


That's because before the first end-of-day recording, ANN has a value of 0, which is greater than -0.001 and less than 0.001. Use "crosses" instead:

 
Code
If ANN crosses above Thresh_Long then

Buy vest contracts next bar on open;

If ANN crosses below Thresh_Short then

SellShort vest contracts next bar on open;

Reply With Quote
The following 2 users say Thank You to chik for this post:
 
(login for full post details)
  #14 (permalink)
 rmdavido 
Jackson, MS USA
 
Experience: Advanced
Platform: ThinkOrSwim
Trading: Options
 
Posts: 12 since Feb 2014
Thanks: 7 given, 0 received

The calculation for the indicator also does not seem to match what tradingview shows. Limitation of using "Tanh" with tradestation?




Started this thread Reply With Quote
 
(login for full post details)
  #15 (permalink)
 chik 
San Diego, California
 
Experience: Advanced
Platform: MultiCharts
Trading: ES, NQ
 
Posts: 26 since Mar 2016
Thanks: 0 given, 22 received

The Tanh stuff has no effect on the buy and sell signals generated by the indicator. It's only there to make it look more complex than it really is, to obfuscate what is actually happening. That is why I removed it multiple times from the code I posted back to you, hoping you'd realize. As I mentioned earlier in this thread:


Quoting 
That indicator/strategy on TradingView is among a number that are infamous for altering their past buy and sell signals based off new information (i.e. repainting).


Quoting 
I want to reemphasize that the strategy on TradingView is impossible to replicate without a time machine. It's datasnooping. It's trading today's open off of today's close, despite the close occurring hours after the open.

It's a joke indicator. It trades today, yesterday.

If you leave it open during the day on TradingView, you'll see it send multiple buy and sell signals as price moves above and below yesterday's close. At the end of the day, if you refresh the page, all those signals will disappear.

Reply With Quote
The following user says Thank You to chik for this post:
 
(login for full post details)
  #16 (permalink)
 rmdavido 
Jackson, MS USA
 
Experience: Advanced
Platform: ThinkOrSwim
Trading: Options
 
Posts: 12 since Feb 2014
Thanks: 7 given, 0 received

I see. Is there any way to create a neural network using Crude Data for better predictive capability? Are there any tools (free) to use historical data to create output layers?


Sent from my iPhone using futures.io

Started this thread Reply With Quote


futures io Trading Community Platforms and Indicators EasyLanguage Programming > [Indicator] Help Implementing Neural Network Indicator


Last Updated on December 31, 2016


Upcoming Webinars and Events
 

NinjaTrader Indicator Challenge!

Ongoing

A Transparent Glimpse Into a Prop Traders Life w/Chris Gray @ Earn2Trade

Elite only
 

Our 12-year anniversary w/ $$,$$$ prizes (check soon)

August
     



Copyright © 2021 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, Ph: +507 833-9432 (Panama and Intl), +1 888-312-3001 (USA and Canada), info@futures.io
All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts