Syntax

Public function TradeVolumeIndex(ByRef Data As Database, ByRef Source As Field, ByVal Volume As Field, ByVal MinTickValue As Double, Optional ByVal FieldAliasName As String = "") As RecordSet

Overview

The Neural Indicator uses a neural network (an advanced form of artificial intelligence) to analyze non-linearity that may be hidden in technical indicators.

Interpretation

The Neural Indicator output most closely resembles an oscillator. Values may have a wide range and are seldom the same for each run through the neural network (due to random initialization) unless a very strong relationship between future price and the indicator being analyzed exists, or the network has been overtrained.

Note

The NeuralNetwork class is different from other TA classes. This is not a standard technical indicator, but rather an advanced form of artificial intelligence. The NeuralIndicator function may take several minutes to complete, depending on argument values. LearningRate is a double value specifying the neural network learning rate (0.1 to 1+), Epochs is a long value specifying the amount of neural network learning to perform (1 to 32,000 500 or less is recommended), and PercentTrain is a double value specifying the amount of data to be used as an out-of-sample neural network training set.

Class: NeuralNetwork

Parameters

Sample

Public Sub main()        'Variables        Dim _symbolInfo As VTLGeneral.CSymbol=ClientCode.GetSymbolByName("GOLD")        Dim DB As New VTLGeneral.Database()        Dim RecordCount As Integer        Dim m_Recordset As VTLGeneral.RecordSet        Dim _historyData As object()        Dim output As String        Dim Record As Integer        Dim m_Date As VTLGeneral.Field        Dim m_Open As VTLGeneral.Field        Dim m_High As VTLGeneral.Field        Dim m_Low As VTLGeneral.Field        Dim m_Close As VTLGeneral.Field        Dim j As Integer = 0        Dim i As Integer = 0        Dim _recordCount As Integer =100                m_Recordset = DB.CreateRecord        m_Open = New VTLGeneral.Field        m_High = New VTLGeneral.Field        m_Low = New VTLGeneral.Field        m_Close = New VTLGeneral.Field         DB.RecordCount = _recordCount        RecordCount = _recordCount         'Initialize Recordsets        m_Open.initialize(_recordCount, "Open")        m_High.initialize(_recordCount, "High")        m_Low.initialize(_recordCount, "Low")        m_Close.initialize(_recordCount, "Close")        'load high, low ,open and data         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_HIGH, _recordCount)          For i  = 1 To _recordCount-1                m_High.setValue(i,_historyData(i))         Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_LOW, _recordCount)         For i  = 1 To _recordCount-1                m_Low.setValue(i,_historyData(i))        Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_OPEN, _recordCount)         For i  = 1 To _recordCount-1                m_Open.setValue(i,_historyData(i))        Next         _historyData = ClientCode.GetChartHistory(_symbolInfo.ID, VTLGeneral.ENUM_PERIOD.Day,VTLGeneral.ENUM_HISTORY_TYPE.HIS_CLOSE, _recordCount)         For i  = 1 To _recordCount-1                m_Close.setValue(i,_historyData(i))        Next          m_Recordset.addField(m_Open)        m_Recordset.addField(m_High)        m_Recordset.addField(m_Low)        m_Recordset.addField(m_Close)         'NeuralIndicator indicator        Dim _indRecord As New VTLGeneral.RecordSet()        Dim _neuralNetwork  As New VTLGeneral.NeuralNetwork ()        _indRecord = _neuralNetwork.NeuralIndicator(DB,m_High,14,0.5,5,60)         For i = 1 To DB.getRecordCount                output = output  &  CSTR(_indRecord.getValue(_indRecord.getName(1), i) ) & vbcrlf        Next         GUI.MsgDialog(output) End Sub  

See Also

• Japanese Candlesticks
• Cycles

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