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WiseTrader Toolbox
#1 Selling Amibroker Plugin featuring:
Advanced Adaptive Indicators
Advanced Pattern Exploration
Neural Networks
And Much More ....
Test3 for Amibroker (AFL)
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 | _SECTION_BEGIN("SamanBahrampour-Ann-BB-Amibroker.training");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("NeuralNetwork\\FirstIndex0Close0others1.net");TrainMultiInputNeuralNetwork("SamanBahrampour-ANN-BP-Amibroker.net");EnableProgress();RestoreDefaults();ClearNeuralNetworkInputs();_SECTION_END(); |