Neural Networks

[regen]

Hi,
is it possible to train and use a neural network within a strategy?
The main point is that a neural network needs the whole data series several times to train. So its not possible to use the bar event.

[NinjaTrader_Dierk]

NT does not support neural nets. However you could try to interface any .NET assembly within your NinjaScript strategy

[regen]

Thanks. An External Assembly sounds great.

But there is an error:
" ERROR: Failed to call method 'Initialize' for indicator 'MyCustomIndicator': Could not load file or assembly 'Net, Version=1.0.0.0, Culture=neutral, PublicKeyToken=null' or one of its dependencies. The system cannot find the file specified."

There is definitely no reference or something in my Assembly. Just to the .Net Assemblys System, System.Data, System.Xml.
Also the error occurs whereever i put the assembly file in my filesystem.

Any suggestions?

[NinjaTrader_Dierk]

Hmm .. I guess you would need to register it in the GAC. Putting it in <my documents>/NinjaTrader6/bin/Custom where the indicator assembly is, will not work since it will screw up NT.

[regen]

Registering in the GAC works fine. Thanks.

[noborimashu]

i am also trying sth with a dll, i

- added it to the script editor references to be able to compile the strategy
- added it to the GAC to be able to use it in a backtest

only one of the two does not seem to work. do i have any
chance to work with the GAC or the editor reference only ?

i did not find any.

also with the dll in the GAC it seems to be necessary to restart ninja trader after every dll change ...

[NinjaTrader_Dierk]

We have limited experience with the GAC. For sure you need to reference the assembly in the editor. I would think (but I'm not sure) you have to the reference the instance in the GAC and not a different copy...

May be regen can contribute?

Yes you have restart NT every time you change the referenced assembly.

[noborimashu]

thank you for your reply. so far i did two things:

1. add a postbuild event to the visual studio build config to register the created dll in the GAC. like "gacutil.exe /i TradingGEP.dll". it takes the created dll and puts it into the gac after each build.

2. add the generated dll in the bin/Debug folder to the references of the ninja script editor, no this is not the one in the GAC, but still it's the same as the one in the gac.

this way i can fire up the ninja trader and use some TradingGEP.dll class in the ninja script editor. in addition i can attach to the NinjaTrader.exe using the visual studio debugger and set breakpoints in my dll. they get hit. not the most convenient set up, but still a way to debug the integration code.

any suggestions for improvement are welcome.

[NinjaTrader_Dierk]

Thanks for your feedback. However, due to bandwidth reasons we are unable to provide support to that technical level.

[terenyi]

I'm currently working on an interface that links NT to Matlab (with the Neural Network Toolkit) and which provides a C# API for using feed-forward networks and self organizing maps. I should have my first version ready in a day or two and I could post this here if other people are interested in this too.

PS: Whoever made the design decision to use C# instead of a proprietary language in NT: Very good idea!

[mrlogik]

terenyi,

I'm interested in the development of NT to Matlab.

Please keep us posted.

Thanks

[linzvb]

I'm interested too!Great Idea.

VB

[terenyi]

Still working on it but looks good so far. Hopefully I'll have it finished within the week.

[darthtrader]

hey terenyi, any update if you got the bridge to matlab working?

[terenyi]

sorry that there were no updates but unfortunately i haven't had time to work on is during the past few weeks.

the good news is that i got it working and it's already about 90% finished. i've implemented feed-forward networks and self-organizing maps.

the bad news is that i don't know when i'll have the time to finish the last little 10%... there are just more pressing issues at the moment.