Monday, July 3, 2017

Artificial Neural Network Plus

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;


Artificial Neural Network Plus

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