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- Veröffentlicht:
- 2017.08.28 12:59
- Aktualisiert:
- 2018.01.29 13:46
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1. About Perceptrons
About Perceptron: Dr. Mark Humphrys Single-layer Neural Networks (Perceptrons)
I referred to "Artificial Intelligence" as the logic of Perceptron.
2. Algorithm
2.1. Inputs
The w1, w2, w3 and w4 are weights which set the values decided by your optimization.
input int x1 = 0;//weight1 input int x2 = 0;//weight2 input int x3 = 0;//weight3input int x4 = 0;//weight4
2.2. Perceptron
For making a simple EA, threshold is zero. And output isn't changed "fires" 1, "doesn't fire" 0.
double w1 = x1 - 100;double w2 = x2 - 100; double w3 = x3 - 100; double w4 = x4 - 100; //Perceptron before one bar 2017/03/18
double a11 = ((iRSI(Symbol(), 0, 12,PRICE_MEDIAN,1))/100-0.5)*2;
double a21 = ((iRSI(Symbol(), 0, 36,PRICE_MEDIAN,1))/100-0.5)*2; double a31 = ((iRSI(Symbol(), 0, 108,PRICE_MEDIAN,1))/100-0.5)*2; double a41 = ((iRSI(Symbol(), 0, 324,PRICE_MEDIAN,1))/100-0.5)*2; double Current_Percptron = (w1 * a11 + w2 * a21 + w3 * a31 + w4 * a41); //Perceptron before two bar 2017/03/18
double a12 = ((iRSI(Symbol(), 0, 12,PRICE_MEDIAN,2))/100-0.5)*2;
double a22 = ((iRSI(Symbol(), 0, 36,PRICE_MEDIAN,2))/100-0.5)*2; double a32 = ((iRSI(Symbol(), 0, 108,PRICE_MEDIAN,2))/100-0.5)*2; double a42 = ((iRSI(Symbol(), 0, 324,PRICE_MEDIAN,2))/100-0.5)*2; double Pre_Percptron = (w1 * a12 + w2 * a22 + w3 * a32 + w4 * a42);
I use RSI in this EA, but I think that other oscillators are OK. RCI, W%R and so on.
2.3.Order Opening and Closing
When previous Perceptron under 0 and current Perceptron upper 0, if there is a short position, it is closed.
And EA sends a long order.
if(Pre_Percptron < 0 && Current_Percptron > 0) //long signal { //If there is a short position, send order close if(pos < 0) { ret = OrderClose(Ticket, OrderLots(), OrderClosePrice(), 0); if(ret) pos = 0; //If order close succeeds, position status is Zero } //If there is no position, send long order if(pos == 0) Ticket = OrderSend( _Symbol, // symbol OP_BUY, // operation Lots, // volume Ask, // price 0, // slippage 0, // stop loss 0, // take profit Trade_Comment, // comment MagicNumber,// magic number 0, // pending order expiration Green // color ); }
Conversely, when current Perceptron under 0 and previous Perceptron upper 0, if there is a long position, it is closed.
And EA sends a short order.
3. Optimization
Load "Slime_Mold_RSI_template.set", and You choose "open price only" for Model.
4. Comment and Magic Number
I set Magic Number the duration used for optimization, this EA uses Magic Number in comment.
string Trade_Comment = IntegerToString(MagicNumber,5,' ') + "Days-Optimization";
5. Related article (in Japanese)
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