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Experts

PROphet - expert for MetaTrader 5

Published by:
Vladimir Karputov
Views:
4009
Rating:
(19)
Published:
2017.01.26 09:16
Updated:
2018.06.27 15:30
PROphet.mq5 (15.53 KB) view
Need a robot or indicator based on this code? Order it on Freelance Go to Freelance

Author of the idea — Borisauthor of the MQL5 code — barabashkakvn.

Attention: parameters should be optimized on the M5 timeframe for the last 12 weeks! 

The PROphet Expert Advisor consists of two independent linear perceptrons.

Each of them separates the input features — candlestick shifts — into 2 classes.

Perceptron № 1 >

  • class № 1: BUY
  • class № 2: flat or SELL

Perceptron № 2 >

  • class № 1: SELL
  • class № 2: flat or BUY

This is the main idea of the EA — not to combine the only BUY and only SELL classes in once perceptron.

Optimization is performed for the previous 12 weeks, on weekends, in 2 stages.

Stage № 1:

set variables to daBUY=true and daSELL=false. Optimize only the weights x1, x2, x3, x4 from 1 to 200 and the movable stop loss slb from 30 to 100, everything with a step of 1.

Stage № 2:

set variables to daBUY=false and daSELL=true. Optimize only the weights y1, y2, y3, y4 from 1 to 200 and the movable stop loss sls from 30 to 100, everything with a step of 1.


After optimization both daBUY and daSELL variables are set to true .
The obtained results are valid for the next /future/ week.

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/17022

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