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Author Topic: FxMath AI Trader  (Read 1086 times)

Offline diyforexskills

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Re: FxMath AI Trader
« Reply #15 on: September 29, 2021, 07:26:04 AM »
This is not 100% self-optimizing EA. it's similar to human processing and thinking. Sometimes model faces a new situation that didn't see before, but more than 50% takes a correct decision.
I always say to my AI, it must make 5% or 10% profit at a certain time(for example 72 hours). AI starts learning and tries to reach this goal. Sometimes it reaches within 72 hours or takes a longer time. The important item is we must control our risk. For example, I say 5% profit with max DD 5%. If DD% goes more than 5% closes all trades and stop trading.
If you are interested in this area, please study the below algorithms:
AlphaZero
AlphaGo
There are some videos on Youtube, like this:
https://youtu.be/WXuK6gekU1Y

Thanks for the explanation. Will watch the movie.

So in layman's terms would it be fair to compare Strategy Tester optimisation with ML as follows:

With Strategy Tester we select the parameters/indicators for the trading and then let the genetic algorithm find the optimum settings for the data available in terms of profit, DD etc.

With ML, we specify the desired outcomes/attributes (profit, risk etc) and then let the AI learn as to what settings would achieve such an outcome.

In both cases, as long as the market dynamics don't change too much, we should get positive outcomes from our trading.


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Offline FxMath

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Re: FxMath AI Trader
« Reply #16 on: September 29, 2021, 09:54:16 AM »
As you see in normal EAs, we have a simple strategy for generating trade signals, for example, 4-5 logic rules. But I'm using bigger matrixes that include around 1 million variables. For each pair, I'm using different strategies to find the best signals. So ML learns deeply. 
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Offline diyforexskills

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Re: FxMath AI Trader
« Reply #17 on: September 29, 2021, 11:25:30 AM »
Thanks. I'll have some more questions but just to say I enjoyed the Youtube video; and, I feel, this is a well written article on AlphaGo in terms of AI.
https://illumin.usc.edu/ai-behind-alphago-machine-learning-and-neural-network/


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aiTrader from FXMath - https://www.fxblue.com/users/aitrader

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Offline diyforexskills

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Re: FxMath AI Trader
« Reply #18 on: September 30, 2021, 02:25:47 AM »
This article is good to start. The gold version trades much better than the Pairs version. I like the Gold version, generates a bigger profit and course a bit higher DD.
The result for this week is not bad.


Strange. I get the opposite. 100% (4) wins with the Pairs EA and 100% (11) losses with the Gold EA.


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SuperHybrid Trader from EliteIT4U - https://www.fxblue.com/users/diybbtrader/printable (ignore trades prior to 04:00 27 Sep 21)

aiTrader from FXMath - https://www.fxblue.com/users/aitrader

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Offline diyforexskills

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Re: FxMath AI Trader
« Reply #19 on: September 30, 2021, 06:38:24 AM »
As you see in normal EAs, we have a simple strategy for generating trade signals, for example, 4-5 logic rules. But I'm using bigger matrixes that include around 1 million variables. For each pair, I'm using different strategies to find the best signals. So ML learns deeply.

One million variables - that's quite something.

One of the things I have noticed over the years is that many strategies, optimised/learned over past data, continue to do well until price gets close to the major supply/demand zones patrolled by the LPs for their profit taking; or some major, unexpected economic news announcement occurs. Either of these events sends the market into a new/different dynamic and the optimised strategy fails requiring a re-optimisation process but only once sufficient data on this new market dynamic has been accumulated.

So assuming that my observation/interpretation has legs, does your AI have the ability to forecast the effect of such possible disruptions to market dynamics from previous episodes and factor it into its decision-making; is it part of the reinforcement/deep learning in your current model?


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Testing Accounts
SuperHybrid Trader from EliteIT4U - https://www.fxblue.com/users/diybbtrader/printable (ignore trades prior to 04:00 27 Sep 21)

aiTrader from FXMath - https://www.fxblue.com/users/aitrader

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Offline FxMath

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Re: FxMath AI Trader
« Reply #20 on: September 30, 2021, 11:09:22 AM »
AI models are based on matrices. I'm using big matrices and multilayer models. So each element works as a variable for me.
Before the model starts learning, define trading rules, for example, Takeprofit, Stoploss, and a period to keep open trade. It starts with design strategies and tests them on past data and finally finds the best strategy. I don't provide any fundamental data for the model, development is based on provided price(High/Low/Open/Close). Output models are kind of black-box for me. I don't know what is strategy inside the model, or how it decides open trade. I saw sometimes market shows the strong trend and it opens trades against the market and finally make a profit.
When the market is different from the past market, more than 50% of it takes a correct decision. If takes the wrong decision learns and use it in future trade.
My models are basic and need more testing and improvement, but I believe those are to able make profit.
FxMath Financial Solution(Smart Algorithmic Trading Solution)
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Offline diyforexskills

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Re: FxMath AI Trader
« Reply #21 on: October 06, 2021, 01:26:04 AM »
All very interesting so thanks for sharing.
(The EA seemed to stop last week but the new versions are now loaded and trading again. Gold always seems to open several positions; including both a buy and a sell today at virtually the same price??)

But back to the project.

So a very sophisticated self-generating and self-optimising EA. Fascinating. But of course still relying on past price data.

Which led me back to thinking about the AlphaGo robot which beat the Go (Korea board game) world champion. That game is played on a fixed 2D matrix - 30 by 30 squares or something. I wonder how successful AlphaGo would be if those "boundary" conditions were made dynamic. ie changing the board size from say 30x30 to say 40x20 during a game. I presume AlphaGo would have had to go through deep learning on a range of board sizes in order to deal with such dynamic conditions.

Similarly for a smart forex ai robot - to go from one market dynamic to another without losing too much during such a transition.


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Testing Accounts
SuperHybrid Trader from EliteIT4U - https://www.fxblue.com/users/diybbtrader/printable (ignore trades prior to 04:00 27 Sep 21)

aiTrader from FXMath - https://www.fxblue.com/users/aitrader

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Offline diyforexskills

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Re: FxMath AI Trader
« Reply #22 on: October 07, 2021, 01:11:29 AM »
All trades were closed yesterday and nothing yet today.

The Gold EA seems to be worse than the 7Pairs EA. Is that what you get? I know, it's only one day but I had the same difference with the previous versions.

How often do you refresh the DLL. I assume I don't have to reload the EA after trades are closed?


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Testing Accounts
SuperHybrid Trader from EliteIT4U - https://www.fxblue.com/users/diybbtrader/printable (ignore trades prior to 04:00 27 Sep 21)

aiTrader from FXMath - https://www.fxblue.com/users/aitrader

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Offline FxMath

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Re: FxMath AI Trader
« Reply #23 on: October 07, 2021, 05:01:53 PM »
All trades were closed yesterday and nothing yet today.

The Gold EA seems to be worse than the 7Pairs EA. Is that what you get? I know, it's only one day but I had the same difference with the previous versions.

How often do you refresh the DLL. I assume I don't have to reload the EA after trades are closed?

Depend on the market, but I update every 2-3 days DLLs. Gold EA generates more profit than the Pairs version. This week's market was not good gold.
I updated EAs this week. Please download version 1.1 from the below link:
http://www.fxmath.com/fxmath-ai-trader/
FxMath Financial Solution(Smart Algorithmic Trading Solution)
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Offline FxMath

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Re: FxMath AI Trader
« Reply #24 on: October 07, 2021, 06:01:03 PM »
All very interesting so thanks for sharing.
(The EA seemed to stop last week but the new versions are now loaded and trading again. Gold always seems to open several positions; including both a buy and a sell today at virtually the same price??)

But back to the project.

So a very sophisticated self-generating and self-optimising EA. Fascinating. But of course still relying on past price data.

Which led me back to thinking about the AlphaGo robot which beat the Go (Korea board game) world champion. That game is played on a fixed 2D matrix - 30 by 30 squares or something. I wonder how successful AlphaGo would be if those "boundary" conditions were made dynamic. ie changing the board size from say 30x30 to say 40x20 during a game. I presume AlphaGo would have had to go through deep learning on a range of board sizes in order to deal with such dynamic conditions.

Similarly for a smart forex ai robot - to go from one market dynamic to another without losing too much during such a transition.
Gold EA includes 7 different strategies with 7 different SL/TP. So at the same time, one strategy generates Buy and another Sell. We have different sizes for SL/TP, so strategies are different too. AI has access to past data, but learning is not 100% according to past data. It learns how to trade in a situation that has not been faced in the market too.
So concepts are different with normal EA and EA optimizing according Genetic Algorithm. When you try optimize EAs, the main problem is curve fitting.
FxMath Financial Solution(Smart Algorithmic Trading Solution)
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Offline Byte

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Re: FxMath AI Trader
« Reply #25 on: October 09, 2021, 08:58:45 PM »
I find this incredibly fascinating. Thank you so much for sharing the EA. I will test it for sure, if only because your approach sounds different. To be sure, I best download the files from your website rather than the ones in the first post, correct?

Offline FxMath

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Re: FxMath AI Trader
« Reply #26 on: October 10, 2021, 06:15:28 AM »
I find this incredibly fascinating. Thank you so much for sharing the EA. I will test it for sure, if only because your approach sounds different. To be sure, I best download the files from your website rather than the ones in the first post, correct?
Hello,
Yes, please always download latest version from here:
https://www.fxmath.com/fxmath-ai-trader/
Regards,
FxMath Financial Solution(Smart Algorithmic Trading Solution)
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Offline Byte

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Re: FxMath AI Trader
« Reply #27 on: October 11, 2021, 12:48:13 AM »
Thank you!
After doing that and putting the EAs on an EURUSD H1 and XAUUSD H1 chart, respectively, I am getting an error message even though I do see the DLL loaded.

2021.10.10 23:00:57.722   FxMath_AI_Trader(75Gold) XAUUSD,H1: unresolved import function call
2021.10.10 23:00:57.722   Cannot call 'FxMath_AI_DLL_Gold.ex4::VersionNumber', 'FxMath_AI_DLL_Gold.ex4' is not loaded

Also, and I am not sure if that is intended when I attach the EA or restart the MT4 my browser opens with your website.

Any thoughts. I did allow the download of DLLs

Offline FxMath

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Re: FxMath AI Trader
« Reply #28 on: October 11, 2021, 06:08:08 AM »
Thank you!
After doing that and putting the EAs on an EURUSD H1 and XAUUSD H1 chart, respectively, I am getting an error message even though I do see the DLL loaded.

2021.10.10 23:00:57.722   FxMath_AI_Trader(75Gold) XAUUSD,H1: unresolved import function call
2021.10.10 23:00:57.722   Cannot call 'FxMath_AI_DLL_Gold.ex4::VersionNumber', 'FxMath_AI_DLL_Gold.ex4' is not loaded

Also, and I am not sure if that is intended when I attach the EA or restart the MT4 my browser opens with your website.

Any thoughts. I did allow the download of DLLs
The first time, when you attach EA on the chart, it will download DLLs. Please wait after the disappeared face on the chart, attach it again on the chart.
FxMath Financial Solution(Smart Algorithmic Trading Solution)
For Subscribe Free Harmonic Pattern Signals Please Visit: http://www.fxmath.com

Offline diyforexskills

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Re: FxMath AI Trader
« Reply #29 on: October 13, 2021, 01:23:48 AM »
We are dealing with an experimental EA here. Initial DLLs performed badly but the new ones issued this week look more promising. Must have done some more deep learning homework.  :)

Some large swings though for Gold.


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