Project Description

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  H4 – EURUSD, EURAUD, EURCHF, EURJPY, EURGBP, GBPUSD, GBPCHF, GBPJPY, USDJPY, USDCHF, USDCAD, AUDUSD, CADJPY, XAGUSD, XAUUSD.

Neural filter training is performed using a special library that all clients can receive from the developer, order can be issued for example, through freelance service.

The EA contains all the control parameters of the original Moving Average from MT4 terminal:

  • 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 and time filters:

  • 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;
  • NeuroLots — filtered position volume decrease ratio;
  • TradeTime — interval of the EA intraday trading session, in the format “start time – end time”;
  • MondayOn, TuesdayOn, WednesdayOn, ThursdayOn, FridayOn, SaturdayOn, SundayOn — activity flags by day of the week.

The Expert Advisor can be optimized using the BuyOpenThreshold and SellOpenThreshold parameters in the range from 0 to 100%; when using the neural network filter learning library, optimization is not required.

Screenshots:

  • Graph and statistics strategy tester of a EA with a neural filter on EURUSD, USDJPY and XAUUSD (1-3 pictures);
  • Classic Moving Average (4 picture), Moving Average with the neural filter (5 pictures) on a back test for 2014;
  • Forward test from 1.01.2015 till today, without the neural filter (6 pictures) and with the neural filter (7 pictures).