Nebula start edition
This is a further development of the Expert Advisor based on the two moving averages https://www.mql5.com/en/market/product/1693. The EA implements a self-training mode allowing it to immediately start trading. However, it is also possible to conduct a preliminary EA training for more efficient trading. By default, the EA is configured to work on EURUSD H1.
The robot is based on the modified probabilistic neural network. Initially, the neural network does not contain neurons. In this mode, the EA only learns. No trading is performed. In the course of the EA's work, it learns, and neurons responsible for one of the two classes (buy or sell) start forming in the neural network. As soon as there is at least one neuron, the EA can trade.
- Target type - type of the target levels:
- Points - in points.
- Money - in money.
- Target profit level, Target loss level, Trailing stop level - set stop loss, take profit and trailing stop levels in points. Applied to the symbol as a whole.
- Volume lot - trade lot volume.
- Slippage - slippage in points.
- Pause after trades - pause after a trade in milliseconds.
- Number of trade attempt - number of attempts to enter the market. Applicable only to the Market mode.
- Trade mode - trading mode.
- Market - open/close positions using market orders.
- Pending - open/close positions using pending orders.
- Indicator first period - period of the first moving average.
- Indicator second period - period of the second moving average.
- Neuron activation level - neurons activation level. The recommended value is at least 0.95.
- Neural network signal duration, bars - duration of the neural network signal in bars.
- Neural network renewal period, days - neural network refresh rate in days.
- Enable load neural network - load the neural network data from the file, required for safe restart of the EA.
- Prefix file name - set the prefix of the file name for storing the neural network data. The file is created in the terminal's local folder in the Files\NNS directory.
- Enable info panel - show the info panel displaying data on a neural network and trading levels.
- Expert magic number - unique identifier of the EA.
- Order comment - order comment.
Algorithm for setting up the EA
Set the zero value of the Target profit, Target loss and Trailing Stop parameters. Set Enable info panel - no. Set the file name in Prefix file name.
Set the Indicator first period and Indicator second period parameters from 1 to 100 or higher. Set the 'Neural network signal duration, bars' parameter value from 0 to 10 or more.
Select the testing and optimization periods, for example, the year of 2016 – for optimization period and 2017 – for the testing one.
Set the optimization mode – 1 minute OHLC. Launch optimization on the year of 2016.
Once optimization is complete, select the appropriate results. When selecting results, adhere to the following recommendations: "Indicator first period" should be less than "Indicator second period", number of trades should exceed 100. Set other parameters at your discretion.
Run a single EA test with selected parameters on the period of 2016. If the results are suitable, check the EA on the test period of 2017.
Run a single test on the test period of 2017. If you are satisfied with the test results, then it is time to use the EA in trading. Set Target profit, Target loss and Trailing Stop parameters at your discretion.
(Indicator Type parameter).
2. Improved the EA performance.
1. Simple moving averages have been replaced by adaptive moving averages. This allowed to improve the quality of signals from the neural network.
2. The neural network is calculated at the moment a new bar is formed. Removed the "Neural network calc time, minutes" parameter
3. Introduced the concept of neural network signal duration on bars. It is set in the "Neural network signal duration, bars" parameter. A signal from the neural network is considered valid, if its duration is not less than the number of bars specified in this parameter.
4. Introduced the concept of the neural network refresh rate in days. It is set in the "Neural network renewal period, days" parameter. All neurons with an age exceeding the value specified in this parameter are deleted from the neural network.
5. Changed the format of the file for saving data. The files are saved in the terminal's folder and not in the common folder. New file format - "ххх_symbol_network.config", where xxx is the value of the "Prefix file name" parameter.
6. Removed the multicurrency mode and the "Symbol String" parameter.
2. Added the "Order comment" parameter. The comment format for the order - string formed from the parameter "Order comment" + "Expert Magic Number".
3. Added the "Target type" parameter. The "Target profit level", "Target loss level" and "Trailing stop level" levels can be set in points or in money.
4. Fixed minor bugs.