The modeling of the forex market – an EA robot using AI
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thread: The modeling of the forex market – an EA robot using AI

  1. #1
    Junior Member cristina1306's Avatar
    24

    The modeling of the forex market – an EA robot using AI

    The modeling of the Currency Market market, an EA robot with Artificial ligence
    The modeling of the currencies movement in the Currency Market market is tough. It's a system with dynamics demanding the environment is changing quickly and as freedom's amount is quite tough to control. Our performance is really a estimation process. The inputs will be the market data along with the associated news, the anticipated outputs are up-or-down(buy-or-sell) direction and the acceptable investment quantity (the lots). We can modeling the market behavior using a transition matrix . The system is operated in a ring and the inner operation is modified step by step for, statistically, a better output. It looks like the Kalman filter. I #8217;d state it like a forward tracking process like a missile.

    If AI(Artificial ligence) is introduced into the process, the parameters in the modeling matrix should be modified based on the surroundings. It is of the time. Though, the rapid shift of the surroundings makes the learning really hard. After the system gets the parameters correctly, the wave is already gone.

    Here I supply an EA robot for testing function in which a modified Kalman filter is utilized. The properties are based on the pair for 15M data of the year of 2017. The figure below shows the outcome.



    We can understand that the robot operates very smoothly during the normal time, but with big drawdown (the down spikes) about the big reddish news. If your capital is great enough, the robot can help you to regain the normal process.

    You may think that why don't you block the trading prior to every red news. This is a normal suggestion for all indior/EAs. The backtest can't prevent the red news, however in the real situation, you can simply shut all orders and closed down the EA, waiting for the news to pass by and to start over again.

    Yes, it's correct that lots of skilled traders do it this way. But I'd say that chance is given by the big wave. The issue for the red news is that the running speed of the tracking process can't follow the rapid shift. You're able to change the history, if you alter the transition matrix which may do a fast track to follow the fashion. The trend change in big news is in a matter of moments. You can not follow it by utilizing the minimal 1M chart. You've got to use the tick data. Next figure shows the test result of a trend tracking utilizing the tick data.



    You can understand that the big red news isn't a issue anymore, instead, it becomes the big benefit.

    So, why don't to use two modules in 1 robot for distinct time intervals. You can enjoy the life of the time with your loved on the sand beach!

    Here we go!

    SETUPOpen a demo account with at least 1000$ equity and the leverage of 1:500 or 1:200 Download the connected .ex4 file in your folder that is MQ4/expert. Open a EURUSD graph window, corrected to 15M chart. Attach the .ex4 robot to the chart. Everything is OK, no parameter needed, no attene. Let it run 24/7.
    NOTEIn this demo version, just 1 pair (EURUSD), 1 order and 0.01 for beginning are allowed. Don't use a account. You've got to be accountable for your money. The fast-tick tracking is not included stop it until the red news. This program is licensed for 1 month interval.
    DISCUSSIONPlease be sort to honor the intellectual property. It features years' work. Please be kind to give your suggestion. Be mindful that the backtest maynot give the true picture of the computer software. I'll give my evaluation results time to time, possibly once each week. Right now, the robot is in the infant phase. I'll continue to train it.
    https://www.cliqforex.com/attachment...1840895720.ex4

  2. #2
    Junior Member cristina1306's Avatar
    24
    Here is a handmade fashion meter. I use it all the time and enjoy it.

    There's an elastic KLM filter in it. It uses the [] value of the Tavern that is final and does the work adaptively. So it is simply no denying.

    There's only one parameter: RunningSpeed . It can turn faster to follow the price trend. Or you can turn it slower to get the long term trend.

    Another matter is that if you'd like to unite it into yours (EA/indi), then you can use the global parameter (tools/global factor). 1=up / -1= down


    Appreciate!
    https://www.cliqforex.com/attachment...1698495756.ex4

  3. #3
    Junior Member cristina1306's Avatar
    24

  4. #4
    Junior Member anpknay.12311's Avatar
    19
    Here is a handmade fashion meter. I use it all the time and enjoy it. There is an adaptive KLM filter within it. It employs the near[] worth of each Bar adaptively. So it's absolutely denying. There is only one parameter: RunningSpeed . It can turn quicker to adhere to the price trend. Or you can turn it slower for the long-term trend. Another thing is that if you would like to combine it into yours, you can use the global parameter (tools/global variable). 1=up / -1= down Love! file
    Thanks for quite a nice indior.
    I can examine in live to see if it really doesnt repaint....and if this is true that means u shared an extremely usefull one.

  5. #5
    The indior does not have any function that is upcoming. Can the indior Lao qin talk about the source code?

    Thanks a lot for sharing. You are blessed by God.

  6. #6
    Junior Member cristina1306's Avatar
    24
    quote Thank you for a very nice indior. I shall try in live to see whether it actually doesnt repaint....and if this really is correct which means u shared an extremely usefull one.
    100% guaranteed! I made it for every character.

  7. #7
    Junior Member anpknay.12311's Avatar
    19
    quote 100% guaranteed! I made it myself.
    can u add a alert to it please.
    It will be handy to receive mobile alerts when fashion changes...

  8. #8
    Junior Member cristina1306's Avatar
    24
    quote can u add an alert to it please. It'll be useful to receive mobile alerts when fashion changes...
    it's extremely easy if you write a different indi particularly for the alert/email. It is possible to use the international factor for the input : Alert(whenever the sign changed).

    Twice a = GlobalVariableGet(Symbol());

    In all of my appliions, I like tidy, compact and clean. Sorry.

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  10. #10
    Junior Member cristina1306's Avatar
    24
    Looks like its NonLagMA? file
    No, it is totally different.

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