Library · Pine Script v5 · Library

FunctionNNLayer

by ricardosantos79· code credited to RicardoSantos

FunctionNNLayer is a Pine Script v5 library providing a generalized neural network layer computation.

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GitHub stars261on the repository
Pine versionv5runs as is
Lines of code61
Settings0inputs
LicenceNone statedfile: MPL-2.0
Last update4 years ago13 Nov 2021

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  1. 1Copy the scriptPress Copy script above, or the copy button on the code below.
  2. 2Open the Pine EditorOpen a TradingView chart and choose Pine Editor at the bottom of the screen.
  3. 3Paste over the templateCreate a new library, select all of the template text and paste. Press Save and give it a name.
  4. 4Publish or import itA library draws nothing. Publish it from the editor, then import its functions in your own scripts.

Source Code

61 lines of Pine Script v5 from beta/libs/ML/FunctionNNLayer.pinescript, published under MPL-2.0 (file header). Keep the author's credit and licence lines when you reuse it.

FunctionNNLayer.pinescript
// This source code is subject to the terms of the Mozilla Public License 2.0 at https://mozilla.org/MPL/2.0/
// © RicardoSantos

//@version=5

// @description Generalized Neural Network Layer method.
library(title='FunctionNNLayer')

import RicardoSantos/MLActivationFunctions/3 as activation
import RicardoSantos/FunctionNNPerceptron/1 as nnp

// reference: 
//      https://blog.primen.dk/basic-neural-network-code-example-java/

// @function helper method to generate random weights of (A * B) size.
// @param previous_size int, number of nodes on the left.
// @param next_size int, number of nodes on the right.
// @returns float array.
generate_random_weights (int previous_size, int next_size) => //{
    //                 |    col          |     row      |
    _weights = array.new_float(previous_size*next_size)
    for _i = 0 to previous_size-1
        for _j = 0 to next_size-1
            array.set(_weights, _i * next_size + _j, math.random() * 2.0 - 1.0)
    _weights
//}

// @function Generalized Layer.
// @param value float, value to process.
// @returns float
export layer (float[] inputs, float[] weights, int n_nodes, float bias=1.0, string activation_function='sigmoid') => //{
    // TODO:
    // 0: errors
    // 1: for each node run perceptron with inputs and selected node weights from matrix..
    //      - library import for slicing matrix..
    // 2: layer output
    int _size_i = array.size(inputs)
    int _size_w = array.size(weights)
    int _size_m = _size_i * n_nodes
    switch
        n_nodes < 1 => runtime.error('FunctionNNLayer -> layer(): "n_nodes" must be a positive integer over 0.')
        _size_i < 1 => runtime.error('FunctionNNLayer -> layer(): "inputs" array is empty.')
        _size_w != _size_m => runtime.error(str.format('FunctionNNLayer -> layer(): number of elements in weights matrix do not match number of inputs/nodes, expecting {0}, found {1} .', _size_m, _size_w))
    float[] _outputs = array.new_float(n_nodes)
    for _n = 0 to n_nodes-1
        float[] _weights = array.slice(weights, _n*_size_i, (_n*_size_i+_size_i)) // get weigths row or column from matrix
        array.set(_outputs, _n, nnp.perceptron(inputs, _weights, bias, activation_function))
    _outputs
//{ usage:
i = array.from(0.0, 1, 2)
if barstate.islastconfirmedhistory
    // run a simple NN once:
    h1 = layer(i, generate_random_weights(3, 4), 4) // 1st hidden layer with 4 nodes, from inputs
    h2 = layer(h1, generate_random_weights(4, 5), 5) // 2nd level hidden layer with 5 nodes , from first hidden
    o = layer(h2, generate_random_weights(5, 3), 3) // output layer with 3 nodes 
        // apply backpropagation to weights here?
        // https://blog.primen.dk/understanding-backpropagation/
        // https://ml-cheatsheet.readthedocs.io/en/latest/backpropagation.html
    label.new(bar_index, 0.0, str.tostring(o))
//{ remarks:
//}}}

Overview

FunctionNNLayer accepts an input array, a weight matrix flattened into an array, the target number of nodes, a bias value, and an activation function name. It computes perceptron activations across every node and returns an array of layer outputs. The library includes built-in dimension validation and random weight generation. As a utility library, it draws nothing directly on the chart and produces no direct trading signals.

Details

Published by

ricardosantos79 on GitHub

Code credit

RicardoSantos, as written in the script's header

Type

Library, Pine Script v5

Draws

Library (no plots)

Category

AI / machine learning

Markets

Any symbol

Timeframes

Any timeframe

Risk Notes

No repainting, lookahead or stacked entries were found in its code or README. That says nothing about how well it works: test it first.

Third-party code. ForexR did not write, test or endorse this script, and the summary above was generated automatically from its code and README. Indicators describe the past, and a strategy's backtest can look better than live trading, especially when a script repaints. Check it in the Strategy Tester and on a demo account before you rely on it.

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