Page 1 of 1

Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 3:43 am
by ionone
It's above my pay grade :)

thanks

Jeff

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 7:41 pm
by Jimmy
ionone wrote: Fri Apr 04, 2025 3:43 am It's above my pay grade :)
That's going a while back now. That's an old Neural Network EA and from looking at it, the Neural Network uses Linear Regression Slope to get signals off the slope which seems to be periods 3, 7, 14, 21 from:

Code: Select all

         in[0]=LinRegresSlope2(3,shift+1);
         in[1]=LinRegresSlope2(7,shift+1);
         in[2]=LinRegresSlope2(14,shift+1);
         in[3]=LinRegresSlope2(21,shift+1);
It'll check the past 50 candlesticks (#define BARN 50) and is basically Neural network with T3 smoothing to get it's buy or sell signals.

No idea what this means though

Code: Select all

// Âåðíèòå
Hoping Mrtools can decipher it even more!

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 8:04 pm
by Pipa
Jimmy wrote: Fri Apr 04, 2025 7:41 pm
No idea what this means though

Code: Select all

// Âåðíèòå
Hoping Mrtools can decipher it even more!
.......
Interesting code based on self-optimizing. Here's some additional info I can decipher as well.
the EA uses a 2layer neural network with:
• Input layer: 4 inputs (linear regression slopes as Jimmy mentioned)
• Hidden layer: 2 neurons with hyperbolic tangent activation
• Output layer: 1 neuron with hyperbolic tangent activation, generating a trading signal between -1 and 1

The total number of optimized weights is 13, including neuron biases and connection weights.
The raw neural network output is smoothed using the T3 moving average filter.

Trade logic would be:
• Long: if the smoothed signal forms a local minimum below the negative threshold (default 0.7)
• Short: if the smoothed signal forms a local maximum above the positive threshold (default 0.7)

Hope this helps!

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 8:04 pm
by boytoy
Can't read it its in chinese or something

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 8:06 pm
by Jimmy
Pipa wrote: Fri Apr 04, 2025 8:04 pm The raw neural network output is smoothed using the T3 moving average filter.
Ah ha! So it does use T3. Thanks for confirming 👌

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 8:49 pm
by wojtek
It's Russian EA coded by klot, AFAIR it was quite popular years ago.
Change the language in Metaeditor to Russian to read the comments.

Re: Can you figure out how this EA works?

Posted: Fri Apr 04, 2025 11:24 pm
by ionone
from what I understood you first need to train the EA by setting Optimize to TRUE
and then set it to false and backtest it it should BT, but no orders opened...