Moving Average N

Features Modified Moving Average counselor lies in the fact that it is provided NEYROFILTROM. We took the Moving Average Advisor as it is standard and is supplied with the terminal. Along with the strategy, based on indicators, moving averages, now runs a neural network, which after training on trading signals advisor in the tester, can minimize drawdown and improve profitability.

The work is conducted on the currency pair EURUSD, timeframe H4.

As the adviser remained basically the same, trade control parameters have not changed:

• Lots - the volume of trading lot;


• MaximumRisk - permissible exposure as a percentage of the deposit;


• DecreaseFactor - reduction of the lot after a failed transaction;


• MovingPeriod - period moving average;


• MovingShift - shift relative to the price chart in the bars.

At the same time it added new parameters to control neyrofiltrom:

• UseNeuro - flag to enable \ off neyrofiltra;


• BuyOpenThreshold - threshold neyrofiltra to open BUY% position;


• SellOpenThreshold - neyrofiltra threshold for opening positions SELL%;


• Normalize - to include the normalization of data input vector to a neural network;


• CompleteBarsOnly - feeding only the finished beverage (without current) in the neural network;


• NeuroLots - reduction ratio of volume filtered position.

neyrofiltra Education was made on the period from 01.01.2014 on 01.01.2015

Screenshots:

• Classic Moving Average (photo 1), Moving Average c using neyrofiltra (photo 2) on bekteste '2014;


• Forward test 01.01.2015 - for today, for comparison without neyrofiltra (3 photos) and using neyrofiltra (4 photos).

Video

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