Knowledgebase:
NeuralIndicatorOnArray
Posted by Mohammad Rahhal, Last modified by Mohammad Rahhal on 29 October 2015 05:12 PM

Syntax

Public Sub NeuralIndicatorOnArray(ByVal Ary As Variant, ByVal Period As Integer, ByVal LearningRate As Double, ByVal Epochs As Long, ByVal PercentTrain As Integer, ByRef Result As Variant)

Procedure that calculate the Neural Indicator based on custom array, and the result passed by result parameter as array, each index of the result array represent indicator value corresponds to that index of the source array.


Parameters

Parameter  Description 
Ary The source array, that contain prices
Period Period as integer
LearningRate Neural network learning rate (0.1 to 1+)
Epochs The amount of neural network learning to perform (1 to 32,000 – 500 or less is recommended)
PercentTrain The amount of data to be used as an out-of-sample neural network training set
Result The Result Array


Return value

Returns a double value.


Sample

Public Sub main()

        Dim ary ()

        Dim result()

        Dim Period

        Period = 14

        CopyClose 0, 1, Bars (0), Ary

        NeuralIndicatorOnArray Ary, CInt(Period), 0.5, 5, 60, Result

        AlertMessage "The indicator value of the record 50 :" & Result(50)

End Sub

 


See Also


Back to VTL Client Script Index

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