Peceptron_Mult - expert for MetaTrader 5

Idea by: Igor

Code mq5 by: barabashkakvn

This is a multisymbol EA, i.e., it works simultaneously on three symbols: EURUSD (Symbol #1), GBPJPY (Symbol #2), and AUDNZD (Symbol #3). A simple neural network (perceptron) is use, which works on indicator iAC (Acceleration/Deceleration, Accelerator/Decelerator Oscillator, AC).

For optimization mode, you can disable some symbols just by assigning a non-existing symbol to variable Symbol #.

Setting the size of a position

An uncommon pattern is used in this EA to set the volume of a position: The minimum number of lots is specified in the variables of Number of minimum lots for Symbol #. Example: The minimum lot size is 0.1 on Symbol #1 and 0.01 on Symbol #2, i.e., the difference is ten times. So, if variable Number of minimum lots for Symbol # is set as 10 for both symbols, then a position of 1.0 lots (0.1 x 10) will be opened for Symbol #1 and 0.10 lots (0.01 x 10) for Symbol #2.

Perceptron block

At each new bar (at the moment where there is a new bar for all symbols used), an array of the indicator values (array) is assigned to the perceptron block for each symbol:

//+------------------------------------------------------------------+
//| Perceptron                                                       |
//+------------------------------------------------------------------+
double Perceptron(double &array[],int y1,int y2,int y3,int y4)
  {
   double w1 = y1 - 100;
   double w2 = y2 - 100;
   double w3 = y3 - 100;
   double w4 = y4 - 100;
   double a1 = array[0];
   double a2 = array[7];
   double a3 = array[14];
   double a4 = array[21];
   return(w1 * a1 + w2 * a2 + w3 * a3 + w4 * a4);
  }

I recommend to consecutively perform optimizations for each symbol. First, Symbol #1 is optimized, while Symbo2 #1 and Symbol #3 are disabled. For all symbols, parameters x are set within the range from 0 through 100, while sl (Stop Loss) and tp (Take Profit) are set at your own discretion. Please keet in mind that, to disable a symbol, it is sufficient to assign variable Symbol # with a non-existing symbol.