Artificial Neural Network Plus
EA trades on signals of an artificial neural network. Network with one hidden layer. The presence of the signal is checked to close the bar a given period, which greatly increases the speed of optimization and testing. From the previous version of the expert has a number of additional features, which are marked with (*).
MAIN PARAMETERS - basic parameters
- Pending order offset (>0 limit-order, <0 stop-order) - parameter specifying the type of open orders. If set to 0, the examiner will open the market order buy or sell. Otherwise - the pending orders;
- Take profit - size take profit;
- Stop loss - resolution stop loss;
- Start trailing if profit > (Pips) - tighten stop loss, if the profit on a position larger than the predetermined value;
- lot size - the volume of open positions;
- Lot step for same direction next deal - increase in volume following a unidirectional position;
- Timeframe - a network provides a signal for closing bar of said period;
- Trade direction - permitted direction of traffic;
- Do not trade N-bars if spread> - not to sell a specified number of bars (N-bars), If the current spread is larger than this; (*)
- Close deal by - Method of closing transactions: the reverse signal, from the intersection of the current oscillator RSI values given levels and reversing;
- close buy at RSI% - closing purchase at the intersection of the level of RSI downward when the reverse - the bottom up;
- close sell at RSI% - close the sale at the intersection of the level of RSI upwards when reverse - downward;
- Do not trade at days of week - not to trade in the specified days of the week (1 - Monday, 2 - Tuesday, etc.);
ANN PARAMETERS - the parameters of the neural network
- a1 ... a8 - the input parameters of the neural network (weighting values for the coefficients RSI oscillator) used to her learning history, from 0 to 100;
- Signal Force (%) - signal strength of the neural network,%;
- ... step - change in the signal strength for the next one-way transactions on the move; (*)
- RSI period - averaging period oscillator RSI values;
- RSI shift - RSI oscillator offset values greater than or equal to zero;
TIME FILTERING - temporal filtering
- Scan for signal after days from last deal - open the one-way deal at a signal, if passed this number of days after the opening of the previous transaction;
- Amount of arrows in signals - open the transaction, if there is evidence of a given amount of signal on the previous bar;
- ...in bars - the number of previous bars;
- Minimum distance to the same direction deal - minimum allowable difference between unidirectional transactions in points;
DEALS CLOSING - settings of closing deals
- Set breakeven after bars - set a deal to breakeven after a specified time after its discovery;
- Set sl to breakeven if loss > (Pips) - set the stop loss to breakeven transaction, if the loss of it has exceeded a predetermined value; (*)
- Set tp to breakeven if profit > (Pips) - set take profit of the transaction to breakeven if the profit on it has exceeded a predetermined value; (*)
- Close deals with losses - close unprofitable transaction in the presence of a return signal. If "no", then when a take profit return signal previous losing trades will be transferred to the price of its opening (to breakeven);
- ...maximum deals with losses - the maximum number of outstanding transactions unprofitable. Transactions will be opened by the signals as long as this limit is reached;
- Close deals if total loss > (%) - close all open transactions if the total loss is greater than the set;
- Close deals if total profit > (%) - also, but profit;
- Close all deals by breakeven - close all trades if reached bezubytka;
OTHER PARAMETERS - Other Options
- Show panel - show the control panel; (*)
- Show profits - show the results of trades on the chart; (*)
- Write this string as order's comment - to write this line in the comment of transactions;
- Write backtest results into * .csv file - test results (drawdown, the volume of open positions, the maximum retention time of transactions, etc.) written in the file. The file is located in the MT4 directory, then \ tester \ files;
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