LossLess Neuron

LossLess Neuron

The Expert Advisor receives signals from an artificial neural network that uses the RSI indicator. Trades are closed by the opposite signals. Presence of a signal is checked at the closing of the bar. The EA also has the following functions:

• changing a position volume in proportion to the change in balance (function for the tester);
• transfer of unprofitable trades into breakeven;

Parameters

• Start with lot - initial position volume increased in proportion to the balance change;
• Lotsize by balance - increase the lot size in proportion to the change in balance (yes/no). Use only in the tester;
• Timeframe - chart timeframe, presence of a signal is checked at closure of a bar with the specified period;
• a1 ... a8 - inputs for the neural network, values from 0 to 100;
• a9 - strength of the neural network signal, in % (values from 20 to 80). The higher the value, the less the trades;
• a10 - averaging period of the RSI indicator;
• Close losses - close losing trades (yes/no). If "no", a take profit of the previous losing trade is moved to a trade open level (breakeven) when an opposite signal appears. If the previous trade is profitable, it is closed;
• ...maximum deals with losses - maximum allowed number of floating losing trades. Trades are opened by opposite signals till the limit is reached;
• Slippage (in pips) - allowed slippage when opening a trade;
• Magic number - magic number of trades.

Training and testing

The neural network has been trained (selection of parameters а1 ... а9) on EURUSD from 1 September to 1 November, 2016, every tick, М30, allowing closure of losing trades.

Backtested on the same interval, but losing trades were moved to breakeven (see. screenshot).