[Indicator] Help Implementing Neural Network Indicator

December 31st, 2016, 01:29 PM

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:

December 31st, 2016, 03:24 PM

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.

December 31st, 2016, 03:50 PM

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;

December 31st, 2016, 04:00 PM

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

December 31st, 2016, 04:33 PM

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.

December 31st, 2016, 04:35 PM

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?

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[Indicator] Help Implementing Neural Network Indicator

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[Indicator] Help Implementing Neural Network Indicator