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Three neural networks - expert for MetaTrader 5

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Published by:
Vladimir Karputov
Views:
538
Rating:
votes: 13
Published:
2019.02.07 09:09

Idea by: Apelsin

mq5 code by: barabashkakvn

The EA uses a very simple neural network unit

   double n1=((ma_h1[1]-ma_h1[2])/ma_h1[1])*p1+((ma_h1[2]-ma_h1[3])/ma_h1[3])*p2+((ma_h1[3]-ma_h1[4])/ma_h1[4])*p3;
   n1=(MathRound(n1*10000));

   double n2=((ma_h4[1]-ma_h4[2])/ma_h4[2])*q1+((ma_h4[2]-ma_h4[3])/ma_h4[3])*q2+((ma_h4[3]-ma_h4[4])/ma_h4[4])*q3;
   n2=(MathRound(n2*10000));

   double n3=((ma_d1[1]-ma_d1[2])/ma_d1[2])*k1+((ma_d1[2]-ma_d1[3])/ma_d1[3])*k2+((ma_d1[3]-ma_d1[4])/ma_d1[4])*k3;
   n3=(MathRound(n3*10000));

   if((n1>0 && n2>0 && n3>0))
      m_need_open_buy=true;
   if((n1>0 && n2<0 && n3<0))
      m_need_open_sell=true;

based on the signals from three indicators iMA (Moving Average, MA) on H1, H4, and D1.

Recommendations on Optimization

Optimization is performed in two stages (1 and 2 in the picture below). 

After stages one and two

Three neural networks

select among the top ten ones the version that provides equally good results on both backtest and forward.



Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/23338

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