artificial intelligence on financial markets
DESCRIPTION
Automated Trade System based on Neural Network. Discover new way to permanent trade profit.TRANSCRIPT
Artificial Intelligence on Financial Markets
Automated Trade System based on Neural Network
Discover new way to permanent trade profit
Base concept
Neural Network Based (brain of system) Neural gas Adaptation function Association function Filtering function Money & Risk manager
Simple volume patterns filtering Price go down < – > volume go down (false moving) Price go up < – > volume go up (true moving) Price go up < – > volume go down (false moving) Price go down < – > volume go up (true moving)
Elliott Wave Theory coordination Base concept 5-3 Volume interpretation Waves in flat
Neural Network
Artificial intelligence – solution for recognition non-stationary ranks, their classification and extrapolation
Neural Gas
Expanding neural gas - an algorithm that allows for adaptive clustering of input data that is not only divide the space into clusters, but also to determine the necessary number based on the characteristics of the data. Expanding neural gas does not require a priori information about the data, such as the estimate of the number of clusters or form clusters
Input data – non-stationary market ranks
Adaptation & Association functions
Adaptation function – work module in learning task for dynamic extra changes of market ranks psychology. This module provides computational stability of system
Association function – work module in learning task for verifying real time patterns with historical
Filtering function
For right submission of market ranks to input in neural network system need filtering function
Recursive Kalman filter
Fourier transform
Filter analyser
Money & Risk Manager
Scheme of hedging priority
Modular system (MS) of directed orders in
the trading instrument
Mechanism of mutual hedging of trade instruments (TI)
Hedging mechanism at level accounts (LA)
Multimarket hedging module (MM)
Money & Risk Manager
Recursive hedging
MS
TI
LA
MM
Money & Risk Manager
First contract:
The dynamic volume according to the signal strength
Estimation of potential
Stop Loss and Take Profit on system level
General schematic
Neural Network
Market
Filtering module
MM & RM
Trade
Volumes
Development tools
MQL4
C++
MATLAB
SQL
Cloud management server
General schematic
Liquidity providers
Server
Redundant
Oracle DB
C++ libraries
Integrate MT4
Proprietary ATS
module. IDE
Parameters of modules
The client component C++ libraries MATLAB MetaTrader4
The server component Security AAA Radius Redundancy Oracle Data Base Connecting API from liquidity providers
Profitable
Profit from start capital: from 8% per month
Maximal dynamic drowdown: 20% from start capital
Maximal static drowdown: 7% from start capital
Contacts :
Thank you for your time!
Е-mail : [email protected]
Skype : bayrakovskiy_e
FXStat : http://www.fxstat.com/performances/view/NeuronFX5-30437