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Artificial Neural Network Plus

The Expert Advisor trades the signals from an artificial neural network. Network with one hidden layer. Presence of a signal is checked at the closing of the specified period, which significantly increases the optimization and testing speed. It differs from the previous version by a number of additional features that are marked with (*).

MAIN PARAMETERS

  • Pending order offset (>0 limit-order, <0 stop-order) - type of the opened order. If the parameter is equal to 0, the EA will open market buy or sell orders. Otherwise, pending orders;
  • Take profit - take profit value;
  • Stop loss - stop loss value;
  • Start trailing if profit > (pips) - trail the stop loss order if the profit exceeds the specified value;
  • Lot size - volume of the opened position;
  • Lot step for same direction next deal - increase the volume of the next position in the same direction;
  • Timeframe – the network generates a signal at the close of a bar of the specified period;
  • Trade direction - allowed trading direction;
  • Do not trade N-bars if spread> - prohibit trading for the specified number of bars (N-bars), if the current spread is greater than specified; (*)
  • Close deal by - deal closing method: at an opposite signal; RSI cross of the level specified levels and with a reverse;
  • close buy at RSI % - close a buy trade when the RSI crosses this level from above, with reverse - from below;
  • close sell at RSI % - close a sell trade when the RSI crosses this level from below, with reverse - from above;
  • Do not trade at days of week – prohibit trading on the specified days of the week (1 – Monday, 2 – Tuesday, etc.);

ANN PARAMETERS – parameters of the neural network

  • a1 ... a8 - input parameters of the neural network (weight coefficients of the values for the RSI oscillator), used for training it on history, values from 0 to 100;
  • Signal Force (%) - strength of the neural network signal, in %;
  • …step – change the signal strength for the next trade in the same direction by the given step; (*)
  • RSI period - period for averaging the values of the RSI oscillator;
  • RSI shift - shift of the RSI oscillator values, greater than or equal to zero;

TIME FILTERING

  • Scan for signal after days from last deal - open a trade in the same direction by signal if the specified number of days has passed since the last trade opening;
  • Amount of arrows in signals - open a trade if there is a specified number of signal confirmations on previous bars;
  • ...in bars - the number of previous bars;
  • Minimum distance to the same direction deal - minimum allowed difference in points between deals in the same direction;

DEALS CLOSING – trade closing parameters

  • Set breakeven after bars - move a trade to breakeven a specified time after it was opened;
  • Set sl to breakeven if loss > (pips) – set the stop loss of a trade to breakeven if its loss exceeds the specified value; (*)
  • Set tp to breakeven if profit > (pips) - set the take profit of a trade to breakeven if its profit exceeds the specified value; (*)
  • Close deals with losses - close losing trades if there is a reverse signal. If "no", a take profit of the previous losing trade is moved to the trade's open level (breakeven) when an opposite signal appears;
  • ...maximum deals with losses - maximum allowed number of floating losing trades. Trades are opened by signals till the limit is reached;
  • Close deals if total loss > (%) - close all open trades if their total loss exceeds the specified value;
  • Close deals if total profit > (%) – similar, but for profit;
  • Close all deals by breakeven - close all trades when breakeven is reached;

OTHER PARAMETERS

  • Show panel – show the control panel; (*)
  • Show profits – show the trade results on the chart; (*)
  • Write this string as order’s comment – write this line to the comment of trades;
  • Write backtest results into *.csv file – testing results (drawdown, volume of opened positions, maximum position holding time, etc) will be written to a file. The file will be located in the МТ4 directory, in \tester\files;
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Version 1.2 - 2017.08.01
Fixed an error in the "Set breakeven after bars" function.
Version 1.1 - 2017.06.14
Fixed an error in the description of the parameters.