Encog Live with dukascopy (java)

Built a quick example to run encog framework with Dukascopy (Forex broker)

https://github.com/fxmozart/DukasCopy-Encog

Runs (very basic EURUSD elman analysis) by command line (gets data from dukascopy).

you can run directly from the command line the compiled version in the downloads (for a quick example) by doing:
java -jar EncogDukascopy.jar USERNAME PASSWORD

Example output:

Epoch #6 Error:0.08144309815477535
Epoch #7 Error:0.14100546077892667
Epoch #8 Error:0.1581448235642699
Epoch #9 Error:0.05698126829554865

Year Actual Predict Closed Loop Predict Real Value Predcted Value
Train:101 0.5652 0.5695 0.5695 1.3782 1.3799
Train:102 0.5652 0.5468 0.5469 1.3782 1.3707
Train:103 0.5652 0.6173 0.6173 1.3782 1.3994

---------------------
Basically the whole thing only retrieves data :


public List GetBars() throws java.text.ParseException, JFException
{
SimpleDateFormat dateFormat = new SimpleDateFormat("dd/MM/yyy HH:mm:ss");
dateFormat.setTimeZone(TimeZone.getTimeZone("GMT"));
Date dateFrom = dateFormat.parse("05/10/2008 00:00:00");
Date dateTo = dateFormat.parse("04/10/2010 00:00:00");
List bars = JForexContext.getHistory().getBars(Instrument.EURUSD, Period.ONE_HOUR, OfferSide.ASK, dateFrom.getTime(), dateTo.getTime());
return bars;
}

Then puts it in a dim array:


public double [][] IBarsToArray(List inputBars)
{
double [][] ohlcArray = new double[4][inputBars.size()];
for (int i = 0; i < inputBars.size(); i++){
ohlcArray[0][i] = inputBars.get(i).getOpen();
ohlcArray[1][i] = inputBars.get(i).getHigh();
ohlcArray[2][i] = inputBars.get(i).getLow();
ohlcArray[3][i] = inputBars.get(i).getClose();
}
return ohlcArray;
}

Then it's basically back to "Normal' encog and starting with training etc....

First lets pick which data field we want (let's get the closing values):


//Lets copy the closing values to sunspots
SUNSPOTS = GetWorkableArray(FullData,3);
public double[] GetWorkableArray(double [][] dukasArray, int whichArray)
{
double [] Arrayed = new double [dukasArray[whichArray].length];
Arrayed = dukasArray[whichArray];
return Arrayed;}

Then just run the usual sunspot Run command....

As simple as that...

Rest, drawing the indicator, other network types is back to either JForex or encog API's..

Cheers.