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NinjaTrader with Neural Networks using Encog framework
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NinjaTrader with Neural Networks using Encog framework

  #31 (permalink)
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Attached is a c# app (VS2015) to train a network given a file with 10 inputs (example file attached), it saves the files afterwards etc. this is code that is converted to the latest encog 3.3 from old samples, I'm currently stuck on getting useful information out of it afterwards though.

EncogTrainerNinja.zip
exportfileninja.zip

I'm looking at this old example of making an indicator in MT5, ideally we want this in Ninja8 now dont we. https://www.mql5.com/en/articles/252


Last edited by SonnyJim; March 6th, 2016 at 07:59 PM. Reason: Added url
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  #32 (permalink)
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I have a nice and simple problem to solve :

"recognize" the market profile :
- P
- B
- double distribution
- triple distribution

etc...

if somebody gives a first shot at it, I'm happy to jump in

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  #33 (permalink)
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Encog


I started playing with it in ninjatrader 8, and was surprised to see that it works. Was able to train using an addon window... created an indicator obtains the data and saves it to a .csv file, the addon trains it and serializes the network and the normalization helper, then the indicator loads the normalization helper and the network for time series prediction. You may find a problem with The serialization step, so you may need to tweak around the original Encog code in order to serialize both the helper and the network. the network does not predict worth a damn, but its a good start....


Last edited by Yandychang; March 8th, 2016 at 10:11 PM.
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  #34 (permalink)
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Yandychang View Post
I started playing with it in ninjatrader 8, and was surprised to see that it works. Was able to train using an addon window... created an indicator obtains the data and saves it to a .csv file, the addon trains it and serializes the network and the normalization helper, then the indicator loads the normalization helper and the network for time series prediction. You may find a problem with The serialization step, so you may need to tweak around the original Encog code in order to serialize both the helper and the network. the network does not predict worth a damn, but its a good start....

If you don't mind would you share examples please.

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  #35 (permalink)
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Yandychang View Post
I started playing with it in ninjatrader 8, and was surprised to see that it works. Was able to train using an addon window... created an indicator obtains the data and saves it to a .csv file, the addon trains it and serializes the network and the normalization helper, then the indicator loads the normalization helper and the network for time series prediction. You may find a problem with The serialization step, so you may need to tweak around the original Encog code in order to serialize both the helper and the network. the network does not predict worth a damn, but its a good start....

I have noticed your add on in the download section - thank you for your contribution. I am not having much time to look into it right now, but few comments - the NeuralNet Trainer window is empty upon opening it on my machine (beta 9). Another issue is the dll - I think it is important to get rid of the customised dll and instead use standard encog library that anyone can compile themself. Can you post what specific changes have you made to the library so we could maybe think of alternative (or possible pull request to main encog repository)?

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  #36 (permalink)
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gregid View Post
I have noticed your add on in the download section - thank you for your contribution. I am not having much time to look into it right now, but few comments - the NeuralNet Trainer window is empty upon opening it on my machine (beta 9). Another issue is the dll - I think it is important to get rid of the customised dll and instead use standard encog library that anyone can compile themself. Can you post what specific changes have you made to the library so we could maybe think of alternative (or possible pull request to main encog repository)?

For the empty window issue:
Check on Your AddOns Folder, look for a File named SampleAddonTabContent.xaml. Is it there? if it is not there, that's most likely where the error is.

for the Dll request try this:
Make your NormalizationHelper class [Serializable], when you do that, you will still get an error, because there are other classes that are not serializable, which need to be( either VS will give you this error, or NT 8). look for the classes that are giving you the errors, and make them all serializable, one by one, until you don't get any more errors.

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  #37 (permalink)
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Yandychang View Post
For the empty window issue:
Check on Your AddOns Folder, look for a File named SampleAddonTabContent.xaml. Is it there? if it is not there, that's most likely where the error is.

The xaml file is missing both in my AddOns folder and in your zip file.

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  #38 (permalink)
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gregid View Post
The xaml file is missing both in my AddOns folder and in your zip file.

Ok, I uploaded a link to the missing File, and also Updated the Zip, to contain the xaml file... Hope this helps.

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