The Evolution Of NN with C# - NinjaTrader Programming | futures io social day trading
futures io futures trading


The Evolution Of NN with C#
Updated: Views / Replies:17,824 / 31
Created: by wh Attachments:2

Welcome to futures io.

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

futures io is the largest futures trading community on the planet, with over 90,000 members. At futures io, our goal has always been and always will be to create a friendly, positive, forward-thinking community where members can openly share and discuss everything the world of trading has to offer. The community is one of the friendliest you will find on any subject, with members going out of their way to help others. Some of the primary differences between futures io and other trading sites revolve around the standards of our community. Those standards include a code of conduct for our members, as well as extremely high standards that govern which partners we do business with, and which products or services we recommend to our members.

At futures io, our focus is on quality education. No hype, gimmicks, or secret sauce. The truth is: trading is hard. To succeed, you need to surround yourself with the right support system, educational content, and trading mentors Ė all of which you can find on futures io, utilizing our social trading environment.

With futures io, you can find honest trading reviews on brokers, trading rooms, indicator packages, trading strategies, and much more. Our trading review process is highly moderated to ensure that only genuine users are allowed, so you donít need to worry about fake reviews.

We are fundamentally different than most other trading sites:
  • We are here to help. Just let us know what you need.
  • We work extremely hard to keep things positive in our community.
  • We do not tolerate rude behavior, trolling, or vendors advertising in posts.
  • We firmly believe in and encourage sharing. The holy grail is within you, we can help you find it.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

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

Reply
 2  
 
Thread Tools Search this Thread
 

The Evolution Of NN with C#

  #21 (permalink)
Elite Member
Austin, TX
 
Futures Experience: Advanced
Platform: NT/Matlab
Broker/Data: Interactive Brokers
Favorite Futures: FX majors
 
sefstrat's Avatar
 
Posts: 285 since Jun 2009
Thanks: 20 given, 749 received

I know some of you guys are using AForge, they released 2.0 final version today so you might want to check that out =)

aforge - Project Hosting on Google Code

Reply With Quote
The following user says Thank You to sefstrat for this post:
 
  #22 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

Quantlib for C# == QLNet

QLNet | Get QLNet at SourceForge.net

Reply With Quote
The following user says Thank You to wh for this post:
 
  #23 (permalink)
Elite Member
USA
 
Futures Experience: Master
Platform: NinjaTrader
 
caprica's Avatar
 
Posts: 155 since Jul 2009
Thanks: 45 given, 109 received


does anyone have sample code on how you are using this in ninja?

"Let us be thankful for the fools. But for them the rest of us could not succeed." - Mark Twain

Reply With Quote
 
  #24 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

hi sefstrat,

your input for building your system came from forex-tsd like Better NN EA development - Forex Trading

Reply With Quote
 
  #25 (permalink)
Elite Member
Austin, TX
 
Futures Experience: Advanced
Platform: NT/Matlab
Broker/Data: Interactive Brokers
Favorite Futures: FX majors
 
sefstrat's Avatar
 
Posts: 285 since Jun 2009
Thanks: 20 given, 749 received


wh View Post
hi sefstrat,

your input for building your system came from forex-tsd like Better NN EA development - Forex Trading

Not really, I have looked through that thread before a little bit.. a few good links but mostly just people throwing around ideas. I did find the cupsbook.pdf on that thread I believe which has some good examples of how to use a'trous wavelet technique (which is used on one of the inputs of my NN).

The NN part of my system is primarily based on the book I linked to earlier in this thread (NN control of nonlinear discrete time systems). It is a recurrent, closed-loop network.. meaning no offline training, all training is performed online in real time via convex optimization routines. Therefore it is inherently adaptive and not subject to many of the problems associated with supervised learning such as over-fitting, poor choice of sample data, etc..

Closed loop network is more difficult to implement and has its own set of challenges but in general they are explicit rather than implicit (implied from training data) so you can more easily control its mechanism of adaption and tune it the way you want.

Reply With Quote
The following 3 users say Thank You to sefstrat for this post:
 
  #26 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received


wh View Post
For three weeks, I have communicated with neural networks and genetic coding.
Have heard about this for years, but ... nothing for me. Now the circle is closed.
As a seasoned Googler, I found this AForge.NET :: Computer Vision, Artificial Intelligence, Robotics Framework, which has beautiful examples of application. What important is for the learning process. See links below.

Last week i order a book by amazon: Introduction to Neural Networks for C#, 2nd Edition (Perfect Paperback)


Why i wrote this:

if(ninjatrader == c# && Afroge == c#)
bool isGood = true;

you can implement classes to your ninjascript or build external programms that you can connect. An other importent reason is: Aforge is open source and this is good. Free world, free sources and free money ...


Some good links for learning and understanding are:
CodeProject: Genetic Algorithm Library. Free source code and programming help
CodeProject: Evolution computations on C#. Free source code and programming help
CodeProject: AI : Neural Network for beginners (Part 1 of 3). Free source code and programming help
CodeProject: Neural Networks on C#. Free source code and programming help

The examples works well, and you can use your data for testing.
Create small indicator how write your close[i] or ma[i] or something else to a csv and then import csv to examples.
Please register on futures.io to view futures trading content such as post attachment(s), image(s), and screenshot(s).


Arne

Hi wh,

I was thinking of toying with this again. I was wondering if you have a very basic NT framework for aforge you would share with me (just based on Close[0] is fine or whatever you have).

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #27 (permalink)
Elite Member
Neubrandenburg, Germany
 
Futures Experience: Advanced
Platform: R
Favorite Futures: Stocks
 
wh's Avatar
 
Posts: 538 since Jun 2009
Thanks: 297 given, 480 received

hi mike here the samples from http://www.codeproject.com. For more info go in and search on this site "Neural Network". There are a lot of good examples.


for data input i use a simple loop and copy & paste from output window in a file, but you can also generate auto a csv script. but i am fool. here a dirt sample.
 
Code
                            
if(CurrentBar 48) return;
            
            
double[] _close = new double[48];
            
            for(
int i 0_close.Lengthma1.Lengthi++)
            {
                
_close[i] = Close[j];
                
                Print(
_close[i]);
                
j--;
                
            }
            Print(
""); 
Also go here in https://futures.io/general-discussion/511-seeing-into-future-cycles-4.html#post5403

Attached Files
Register to download File Type: zip neuro_demo.zip (181.1 KB, 60 views)
Register to download File Type: zip neuro_src.zip (251.0 KB, 60 views)
Reply With Quote
The following user says Thank You to wh for this post:
 
  #28 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received


wh View Post
hi mike here the samples from http://www.codeproject.com. For more info go in and search on this site "Neural Network". There are a lot of good examples.


for data input i use a simple loop and copy & paste from output window in a file, but you can also generate auto a csv script. but i am fool. here a dirt sample.
 
Code
                            
if(CurrentBar 48) return;
            
            
double[] _close = new double[48];
            
            for(
int i 0_close.Lengthma1.Lengthi++)
            {
                
_close[i] = Close[j];
                
                Print(
_close[i]);
                
j--;
                
            }
            Print(
""); 
Also go here in https://futures.io/general-discussion/511-seeing-into-future-cycles-4.html#post5403

Thanks Arne

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #29 (permalink)
Site Administrator
Manta, Ecuador
 
Futures Experience: Advanced
Platform: My own custom solution
Favorite Futures: E-mini ES S&P 500
 
Big Mike's Avatar
 
Posts: 46,240 since Jun 2009
Thanks: 29,352 given, 83,223 received


wh View Post
hi mike here the samples from http://www.codeproject.com. For more info go in and search on this site "Neural Network". There are a lot of good examples.


for data input i use a simple loop and copy & paste from output window in a file, but you can also generate auto a csv script. but i am fool. here a dirt sample.
 
Code
                            
if(CurrentBar 48) return;
            
            
double[] _close = new double[48];
            
            for(
int i 0_close.Lengthma1.Lengthi++)
            {
                
_close[i] = Close[j];
                
                Print(
_close[i]);
                
j--;
                
            }
            Print(
""); 
Also go here in https://futures.io/general-discussion/511-seeing-into-future-cycles-4.html#post5403

Ok, I was hoping someone had actually integrated it with Ninja already (no copy/paste). I was looking to feed it a series of variables and values and get back a prediction for a certain series.

Mike

Due to time constraints, please do not PM me if your question can be resolved or answered on the forum.

Need help?
1) Stop changing things. No new indicators, charts, or methods. Be consistent with what is in front of you first.
2) Start a journal and post to it daily with the trades you made to show your strengths and weaknesses.
3) Set goals for yourself to reach daily. Make them about how you trade, not how much money you make.
4) Accept responsibility for your actions. Stop looking elsewhere to explain away poor performance.
5) Where to start as a trader? Watch this webinar and read this thread for hundreds of questions and answers.
6)
Help using the forum? Watch this video to learn general tips on using the site.

If you want
to support our community, become an Elite Member.

Reply With Quote
 
  #30 (permalink)
Just starting out...
Rock HIll, SC
 
Futures Experience: Intermediate
Platform: NinjaTrader
 
Posts: 2 since Jul 2009
Thanks: 0 given, 1 received


I am looking at SVM (Support Vector Machines). Specifically as implemented at
http://www.csie.ntu.edu.tw/~cjlin/libsvm/

I am trying out the C# version located at
Matthew Alastair Johnson - SVM.NET

SVM seems primarily for classification systems but it can also be used for regression. My initial impressions after getting a C# console version up and running is that real time training is not feasible. The training will have to be done offline in the background. There are sufficient methods in the C# implementation that real time predictions will be an easy implementation in Ninja from a model that is generated offline.

Instead of wavelets, look at SVD (Singular Value Decomposition). A C# implementation can be found at
Singular value decomposition - ALGLIB

I have run the test console version and I feel that this is something that can be done in real time. The only problem is that what is provided at the above link converts your input into an SVD representation. There is no code showing how to take this SVD internalization to produce output. This should not be a big problem but I do not have the math skills to determine the code to reverse the SVD back into the real world. Maybe there is someone out there who can do this. Should be similar to PCA.

Reply With Quote

Reply



futures io > > > > > The Evolution Of NN with C#

Thread Tools Search this Thread
Search this Thread:

Advanced Search



Upcoming Webinars and Events (4:30PM ET unless noted)

Jigsaw Trading: TBA

Elite only

FuturesTrader71: TBA

Elite only

NinjaTrader: TBA

Jan 18

RandBots: TBA

Jan 23

GFF Brokers & CME Group: Futures & Bitcoin

Elite only

Adam Grimes: TBA

Elite only

Ran Aroussi: TBA

Elite only
     


All times are GMT -4. The time now is 07:03 PM.

Copyright © 2017 by futures io, s.a., Av Ricardo J. Alfaro, Century Tower, Panama, +507 833-9432, 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
Page generated 2017-12-13 in 0.13 seconds with 19 queries on phoenix via your IP 54.90.92.204