Moving Average N
Peculiarity of the modified Moving Average EA is that it is provided with a NEURAL FILTER. We have selected the Moving Average EA as it is a standard expert advisor and provided together with a terminal. Along with the strategy based on moving averages indicators, the neural network is employed, and after learning on the EA's trading signals in the Tester, it can minimize drawdown and increase your profit.
It works on EURUSD, H4.
As the EA is technically the same, its parameters have not changed:
- Lots — trading lot volume;
- MaximumRisk — allowed risk size in percentage from the deposit;
- DecreaseFactor — lot decrease after a loss-making deal;
- MovingPeriod — moving average period;
- MovingShift — shift relative to the price chart, in bars.
We also added new parameters to manage the neural filter:
- UseNeuro — flag to enable/disable the neural filter;
- BuyOpenThreshold — neural filter trigger threshold to open BUY % of positions;
- SellOpenThreshold — neural filter trigger threshold to open SELL % of positions;
- Normalize — enable input vector data normalization for the neural network;
- CompleteBarsOnly — deliver only finished bars to the neural network (exclusive of the current one);
- NeuroLots — filtered position volume decrease ratio.
The neural filter has been learning from 01.01.2014 to 01.01.2015
- Classic Moving Average (1 picture), Moving Average with the neural filter (2 pictures) on a back test for 2014;
- Forward test from 1.01.2015 till today, without the neural filter (3 pictures) and with the neural filter (4 pictures).