Machine Learning : self optimizing EA based on 3 time frames, 6 indicators

HI,

As you can see, I trade by analyzing the market dynamics on 3 different Timeframes (here H1, 15M, 50T), and 6 different indicators : 

Heiken Ashi, RSI, ATR, Stochastic, Parabolic SAR, Pivot Points (5 timeframes: 1M 1W 1D H4 H2, making the total 10 indicators)

My strategy basically : according to the longer term trend (H1 and 15M), I can define a direction for my short erm trade (50 ticks).

- The strategy aims to take advantage of the short term rebounds going in the direction of the long term trend. 

- When it's possible, take advantage of the long term rebound to achieve bigger returns.

- A rebound occurence is the same pattern on every time frame : 

- price is getting close to (or touches) a Pivot Point level.

- RSI is getting close (or beyond) the tension zone (30 or 70)

- Stochastic is getting close(or beyond the tension zone (20 or 80)

- heiken ashi candles show a slowdown in trend, by getting smaller and smaller, or turning green from red, or red from green. 

- All those parameters before can vary according to the volatility in the market, that’s the level of ATR. 

Here is what I need: 

• for each time frame (here H1, 15M and 50T), apply this reasoning explained above
• make predictions for the shorter term TF (predictions based on H1 will apply on 15M and 50T, predictions on 15M will apply on 50T only)
• take trades automatically in 50T time frame using the same strategy explained above. 

Every part of every indicator has to be optimized by the EA, except for the Pivot Points which are fixed. For exemple in the RSI : on each timeframe, the period used ( default :RSI(14) ), and the low/high points (default : 30/70 ) will be optimized. 

The (trailing) stop loss, position size, and target profit, are also to be optimized by the EA according to what it has learned from the backtests ans its past trades : the position would be smaller if the risk/reward ratio is weaker, and the target will be farther if the prediction system thinks the upside is big, for example. 

Feel free to contact me for further details, 

Thank you