PROphet - MetaTrader 5용 expert

Author of the idea — Boris, author of the MQL5 code — barabashkakvn.

The PROphet Expert Advisor consists of two independent linear perceptrons.

Each of them separates the input features — candlestick shifts — into 2 classes.

Perceptron № 1 >

• class № 1: BUY
  
• class № 2: flat or SELL

Perceptron № 2 >

• class № 1: SELL
  
• class № 2: flat or BUY

This is the main idea of the EA — not to combine the only BUY and only SELL classes in once perceptron.

Optimization is performed for the previous 12 weeks, on weekends, in 2 stages.

Stage № 1:

set variables to daBUY=true and daSELL=false. Optimize only the weights x1, x2, x3, x4 from 1 to 200 and the movable stop loss slb from 30 to 100, everything with a step of 1.

Stage № 2:

set variables to daBUY=false and daSELL=true. Optimize only the weights y1, y2, y3, y4 from 1 to 200 and the movable stop loss sls from 30 to 100, everything with a step of 1.

After optimization both daBUY and daSELL variables are set to true .
The obtained results are valid for the next /future/ week.