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Suggestion One Perceptron EA code AI Neural Network

Discussion in 'Expert Advisor atau Robot Forex' started by fxgreen, 23 Dec 2020.

  1. fxgreen

    fxgreen Member Credit Hunter

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    all ea sample you can download source code from mql5.com

    https://www.mql5.com/en/articles/497
    https://www.mql5.com/en/code/1104
    https://www.mql5.com/en/code/16727
    https://www.mql5.com/en/code/1135
    https://www.mql5.com/en/code/23220
    https://www.mql5.com/en/code/17137
    https://www.mql5.com/en/code/8499
    https://www.mql5.com/en/code/16762
    https://www.mql5.com/en/code/22693
    https://www.mql5.com/en/code/22573
    https://www.mql5.com/en/code/1649
    https://www.mql5.com/en/code/23338


    the problem for one perceptron is not enough for trade
    advice to modify that EA
    1. add more input
    1.1 add more input like more price (maybe shift price)
    1.2 add more input like more Timeframe
    1.3 add more input like indicator MA, CCI, RSI, BB
    2. add more weight
    3. add bias
    4. add activate function (Sigmoid, Relu, softmax)
    5. add more perceptron to multiple perceptrons
    6 . add more layer ( add more 2 hidden layer)

    reference code 1 perceptron
    add more
    one perceptron not enough for trade forex
    some code has only 4 input, I think is not enough for can trade
    input can be more price
    input can be all timeframe from 1 minute to monthly
    input can be multiple indicators MT5 have 38 indicator build-in without use external indicator
    some code has only 4 weight I think is not enough for perceptron
    some code does not have bias mush be added to the perceptron
    some code did not have an activated function
    all code has only 1 perceptron again add it more
    all code is only 1 layer need to add more layer 1 hidden layer or 2 hidden layer

    modify more
    recommend making 1 perceptron to multi perceptron or complex perceptron
    recommend making 2 layer perceptron

    explains
    Neural Networks from Scratch - P.1 Intro and Neuron Code - YouTube
    this clip explains to know and code better


    so, EA has perceptron inside still limited a lot
    Better than EA build-in code perceptron is External software like using python with real AI . (using Keras and TensorFlow or PyTorch)

    most AI trade is python program that code with API from broker and trade directly to the broker (not using MT4, MT5)

    MT5 have MetaTrader for Python so you can using pure python trade via MT5 (without mql5)
    however MetaTrader for Python using like EA mode on MT5 (require open MT5 and enable using Expert Advisor)
     

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  2. fxgreen

    fxgreen Member Credit Hunter

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  3. Olvit

    Olvit Active Member Credit Hunter

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    fxgreen - Great theme. Thank you
     
  4. pannik

    pannik Active Member Credit Hunter

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    5/5,
    This is my review for this thread:
    Excellent!
     
  5. Luis Carlos

    Luis Carlos Member Credit Hunter

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    5/5,
    This is my review for this thread:
    10 stars for this thread, so many information, real deep
     
  6. fxgreen

    fxgreen Member Credit Hunter

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    sentdex is good one tutor tech about python and neural network and on youtube has a lot of good stuff

    Compare with one perceptron EA

    Very small tiny neural network. multilayer 10,8,8,8,2

    Small neural network size 10,128,128,128,2 (with 34700 paramiter value)

    is really small when compared with AI.

    AI for Trade minimum you need to develop AI. like tiny AI. that using run on mobile phone Apple iPhone and an android new generation(Tensorflow Lite, Core ML, PyTorch Mobile)
    but you have a PC it can use a large neural network

    Sample code on python you can convert to MQL5 to put on MQL5 (forget MQL4)
    compare with one perceptron EA from mql5.com is same
    So, now you got 1 perceptron, next step you need to use 1 perceptron make to multi perceptron and next, will be adding more layer

    vlcsnap-2020-12-24-19h09m03s761.png vlcsnap-2020-12-24-19h09m20s092.png vlcsnap-2020-12-24-19h09m39s148.png
     
  7. fxgreen

    fxgreen Member Credit Hunter

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    MT4 have limited a lot

    MT5 has limited same

    if you think using MQL5 generate weight value for tiny ML
    using Optimization
    MQL5 with 5 digits have weight limited about <70 weight only
    MQL5 with 4 digits have weight limited about <90 weight only
    MQL5 with 3 digits have weight limited about <200 weight only
    MQL5 has limited 64 bit generate optimization

    not enough for neural network

    other way is random and write weight and write to CSV file
    or maybe using a database like SQLite3 to store weight data
    SQLite3 have a limited table at 32767 columns and 1073741824 roll

    both not enough for neural network, same

    recommend making python API work external and communication with python AI. still easy to develop, easy work, easy using

    So for AI. on ex4, ex5 one file
    Yes, it can call Real AI. because make code like AI.
    BUT BUT BUT BUT, it is a very small neural network

    forget AI. ex4 standalone (one file)
    forget AI. ex5 standalone (one file)

    Sorry
    when compare with AI. in real-world like
    it can call like this or giving level of AI. like this

    one perceptron ==> NOT network (have only one)
    many perceptron ==> stupid neural network (So stupid)
    very very large perceptron + complex perceptron ==> neural network
    python+keras+tensoflow ==> neural network
    GPU/TPU + python+keras+tensoflow ==> smart neural network
    Super Computer ==> super smart neural network

    So, Do you want to use So stupid neural network to trade for you
    using So stupid neural network to play you REAL money is good thinking?

    GPU is a graphics card on your PC you need one to use
    only using NVIDIA (for now, not using AMD.)
    NVIDIA gtx 1080 ti 11gb gpu
    NVIDIA gtx 2080 ti 11gb gpu
    NVIDIA GeForce RTX 3070 gpu
    NVIDIA GeForce RTX 3080 gpu
    NVIDIA GeForce RTX 3090 gpu

    Compare with using python for external work with using EA sent a lot of data (large data) to python via using web requests and get response return to using the decision to trade is a better way to using AI. trade

    the problem most AI. EA can not BACKTEST (can only forward test)

    TRICK(possible)
    using DLL it possible can BACKTEST AI.
    because backtest mode can not use the web requests function
    Yes, it is limited of MT4 and MT5
    backtest mode still can using DLL.
    try to testing I don't know it works or not, not confirm

    for MT4
    if MT4 using methods using EA sent data to external AI. for work and get responses to the result
    this way still can work on MT4

    (don't using MT4 backtest, try using EA save TICK to run on backtesting and save tick from backtesting to see the result you will know, Why not using MT4)


    Solution AI for trade forex
    1. Pure Python AI. + API from broker directly (OANDA,FXCM,fix-api)
    2. Pure Python AI. + FIX API from Ctrader
    3. Pure Python AI. + MetaTrader for Python + Open MT5
    note minimum Python AI = python + Keras + TensorFlow
    4. Python AI. + EA. MT4
    5. Python AI. + EA. MT5 by web request service submit
    6. Python AI. + EA. MT5 by DLL communication. (backtest)
    7. Python AI. + EA. MT5 by socket named pips communication.
    (R. Language AI. is fine but Python is easy to develop and work better, R is good but limited people to know you will alone and trouble with have a problem to solve, python has many friends to consult to fix the problem)

    Solution Cloud AI.
    1. make an EA. AI. to work with Google Cloud AutoML Tables
    2. make EA. AI. to work with Azure AutoML automatedml
    3. make EA. AI. to work with Amazon SageMaker Autopilot

    for seller
    you need to sell Python AI. with source code

    Python is open code not good for protecting code
    and make python to exe is not work well
    open-source code is better.

    for user
    you need to have a high-end graphics card
    recommend only buy NVIDIA for now
    don't buy AMD GPU but buy AMD CPU
    AMD CPU work for AI better than Intel CPU
    use AI with GPU will be work faster GBP
    you need to invest in hardware for AI. fast work
     

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