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Neural Network XAUUSD EA (ENG)

MQL5 Эксперты Статистика и математика ALGLIB

Техническое задание

I need a trading advisor that trades XAUUSD based on neural network model. The use of external libraries is prohibited (everything must be implemented in one .ex5 file).

Algorithm of operation:

Connection:

  • Train the model on the last N candles (if there are not enough candles or another error - display an error message and disconnect)
  • After completion, start trading (display the corresponding message)

Trading:

  • When receiving a signal:
  1. Check the possibility of opening a position (by market)
  2. If it is possible to open a position, open the following market position: volume depending on the confidence of the model in the signal (%*"volume at 100%"), SL + Trailing stop is automatically set for the position
  • When the position is open:

  1. Check and upgrade TS
  2. Closing by TS, SL or candle closing

  • Important:
  1. The EA does not trade at non-exchange time
  2. The ADVISER closes all positions before an hour of weekends, non-working days
  3. The adviser does not trade in the first hour of the opening of trading
  4. Only one Adviser position can be opened at a time (by Adviser id)

Parameters:

  1. Position size with 100% confidence of the model
  2. SL size in pips
  3. Trailing stop step
  4. id of expert
  5. *model settings* e.g. number of candles for train

**Other settings as needed

Acceptance Files:

  • Compiled error-free mql5 Adviser file and all related files as needed

Acceptance Parameters:

  1. The Expert (ex5) is loaded into the terminal without errors
  2. The expert trains the model for no more than 1 hour or there is a saved model for skipping training
  3. The Expert opens positions on the signal of the model, modifies and closes without errors
  4. The Expert does not open positions on non-working days, an hour after opening and closes an hour before closing
  5. The Expert (ex5) is being validated in the MQL5 market

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