// Downloaded From https://www.WiseStockTrader.com _SECTION_BEGIN("Neural Network Training - FirstIndex0Close0others1"); SetBarsRequired(9999999, 9999999); SetLearningAlgorithm(4); SetSeed(1965656858); SetMomentum(0.7); SetLearningRate(0.3); SetMaximumEpochs(2000); SetPercentTestingData(30); SetErrorAlgorithm(0); SetSarpropTemperature(0.015); DisableShuffleData(); DisableNetworkToAFL(); SetNetworkWithActivationLayer1(10, 1, 1); SetScalingAlgorithm(1); SetInputScalingMinMax(0, 1); SetOutputScalingMinMax(-1, 1); WT_Tickers = name(); WT_TickersCount = 1 + StrCount(WT_Tickers, ","); for(WT_I = 0; WT_I < WT_TickersCount; WT_I++) { WT_CurrTicker = StrExtract(WT_Tickers, WT_I); SetForeign(WT_CurrTicker, True, True); WT_TEPIX_RateOfChange = ROC(TEPIX, 1); input0 = Ref(WT_TEPIX_RateOfChange, 0); AddNeuralNetworkInput(input0, WT_I); input1 = Ref(SAM, 0); AddNeuralNetworkInput(input1, WT_I); input2 = Ref(SAM, -1); AddNeuralNetworkInput(input2, WT_I); BBUP=BBANDTOP(close,14,2); WT_BBUP_RateOfChange = ROC(BBUP, 1); input3 = Ref(WT_BBUP_RateOfChange, 0); AddNeuralNetworkInput(input3, WT_I); input4 = Ref(WT_BBUP_RateOfChange, -1); AddNeuralNetworkInput(input4, WT_I); BBDN=BBANDBOT(close,14,2); WT_BBDN_RateOfChange = ROC(BBDN, 1); input5 = Ref(WT_BBDN_RateOfChange, 0); AddNeuralNetworkInput(input5, WT_I); input6 = Ref(WT_BBDN_RateOfChange, -1); AddNeuralNetworkInput(input6, WT_I); RSI14 = RSI(14); input7 = Ref(RSI14, 0); AddNeuralNetworkInput(input7, WT_I); input8 = Ref(RSI14, -1); AddNeuralNetworkInput(input8, WT_I); MACD1226 = MACD(12, 26); WT_MACD1226_RateOfChange = ROC(MACD1226, 1); input9 = Ref(WT_MACD1226_RateOfChange, 0); AddNeuralNetworkInput(input9, WT_I); input10 = Ref(WT_MACD1226_RateOfChange, -1); AddNeuralNetworkInput(input10, WT_I); ADX14 = ADX(14); WT_ADX14_RateOfChange = ROC(ADX14, 1); input11 = Ref(WT_ADX14_RateOfChange, 0); AddNeuralNetworkInput(input11, WT_I); input12 = Ref(WT_ADX14_RateOfChange, -1); AddNeuralNetworkInput(input12, WT_I); CCI14 = CCI(14); input13 = Ref(CCI14, 0); AddNeuralNetworkInput(input13, WT_I); input14 = Ref(CCI14, -1); AddNeuralNetworkInput(input14, WT_I); StochasticD = StochD(14, 3, 3); input15 = Ref(StochasticD, 0); AddNeuralNetworkInput(input15, WT_I); input16 = Ref(StochasticD, -1); AddNeuralNetworkInput(input16, WT_I); EMA10= EMA(C, 10); WT_EMA10_RateOfChange = ROC(EMA10, 1); input17 = Ref(WT_EMA10_RateOfChange, 0); AddNeuralNetworkInput(input17, WT_I); input18 = Ref(WT_EMA10_RateOfChange, -1); AddNeuralNetworkInput(input18, WT_I); SMA20=MA(C, 20); WT_SMA20_RateOfChange = ROC(SMA20, 1); input19 = Ref(WT_SMA20_RateOfChange, 0); AddNeuralNetworkInput(input19, WT_I); input20 = Ref(WT_SMA20_RateOfChange, -1); AddNeuralNetworkInput(input20, WT_I); MYBBUP=BBup; WT_MYBBUP_RateOfChange = ROC(MYBBUP, 1); input21 = Ref(WT_MYBBUP_RateOfChange, 0); AddNeuralNetworkInput(input21, WT_I); input22 = Ref(WT_MYBBUP_RateOfChange, -1); AddNeuralNetworkInput(input22, WT_I); MYBBMID=BB_Mid; WT_MYBBMID_RateOfChange = ROC(MYBBMID, 1); input23 = Ref(WT_MYBBMID_RateOfChange, 0); AddNeuralNetworkInput(input23, WT_I); input24 = Ref(WT_MYBBMID_RateOfChange, -1); AddNeuralNetworkInput(input24, WT_I); MYBBDN=BBdn; WT_MYBBDN_RateOfChange = ROC(MYBBDN, 1); input25 = Ref(WT_MYBBDN_RateOfChange, 0); AddNeuralNetworkInput(input25, WT_I); input26 = Ref(WT_MYBBDN_RateOfChange, -1); AddNeuralNetworkInput(input26, WT_I); WT_TenkanSen_RateOfChange = ROC(TenkanSen, 1); input27 = Ref(WT_TenkanSen_RateOfChange, 0); AddNeuralNetworkInput(input27, WT_I); input28 = Ref(WT_TenkanSen_RateOfChange, -1); AddNeuralNetworkInput(input28, WT_I); WT_KijunSen_RateOfChange = ROC(KijunSen, 1); input29 = Ref(WT_KijunSen_RateOfChange, 0); AddNeuralNetworkInput(input29, WT_I); input30 = Ref(WT_KijunSen_RateOfChange, -1); AddNeuralNetworkInput(input30, WT_I); WT_Amitenkansen_RateOfChange = ROC(Amitenkansen, 1); input31 = Ref(WT_Amitenkansen_RateOfChange, 0); AddNeuralNetworkInput(input31, WT_I); input32 = Ref(WT_Amitenkansen_RateOfChange, -1); AddNeuralNetworkInput(input32, WT_I); WT_Amikijunsen_RateOfChange = ROC(Amikijunsen, 1); input33 = Ref(WT_Amikijunsen_RateOfChange, 0); AddNeuralNetworkInput(input33, WT_I); input34 = Ref(WT_Amikijunsen_RateOfChange, -1); AddNeuralNetworkInput(input34, WT_I); ROC1=roc(close,1); WT_ROC1_RateOfChange = ROC(ROC1, 1); input35 = Ref(WT_ROC1_RateOfChange, 0); AddNeuralNetworkInput(input35, WT_I); output0 = Ref(ROC1, 1); AddNeuralNetworkOutput(output0, WT_I); RestorePriceArrays(); } fdelete("WiseTraderToolbox\\NeuralNetwork\\FirstIndex0Close0others1.net"); TrainMultiInputNeuralNetwork("FirstIndex0Close0others1.net"); EnableProgress(); RestoreDefaults(); ClearNeuralNetworkInputs(); _SECTION_END();