SmartQuant Discussion

protected override void OnBarUpdate()
{
  if (CurrentBar < INPUT_WINDOW) return;

//Next we allocate space for the input.
//The number 3 is because we have 3 indicator inputs(the three values of the MACD).
//If you add more, you must up this number.

INeuralData input = new BasicNeuralData(3*INPUT_WINDOW);

//We must now fill the input with the correct time values,
//this is the MACD indicator trailing backwards.
//This must match the order that the network was trained with.

  int index = 0;
  for(int i=0;i<INPUT_WINDOW;i++)
  {
    input[index++] = stats[3].Normalize( MACD(12,26,9)[i] );
    input[index++] = stats[4].Normalize( MACD(12,26,9).Avg[i] );
    input[index++] = stats[5].Normalize( MACD(12,26,9).Diff[i] );
  }

//We are now ready to compute the output from the neural network. We call Encog to do this.

  INeuralData output = network.Compute(input);
  double d = output[0];
  d = stats[6].DeNormalize(d);Finally, we display the output from the neural network.

  BestReturn.Set(d);
}