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Correlation NN

It works according to the spread trading strategy. The essence of spread strategies is to profit from the difference between asset prices. When prices diverge, two opposite transactions are opened for different currency pairs. Closing occurs when prices converge backwards or according to signals from the neural network. 

Parameters

Symbol1                           - the first currency pair
Symbol1                           - the second currency pair
DiffPrevCurrOpenB          - the discrepancy for opening deals
DiffPrevCurrCloseB          - the discrepancy for closing deals
TakeProfit                       - profit in points
StopLoss                          - limitation of losses in points
Use_BB                           - enabling/disabling the iBands indicator for collaboration with TakeProfit and StopLoss
Deviation                       - deviation of the iBands indicator 
Use_ATR                        - enabling/disabling the ATR indicator for collaboration with TakeProfit and StopLoss
ATR_Take                       - multiplier to the value of the ATR indicator for TakeProfit
ATR_Stop                       - multiplier to the value of the ATR indicator for Stop Loss

Lots                             - starting lot, 0 - use the percentage of available funds
Percent                        - percentage of available funds for calculating lots
MinProfitClose             - multiplier to the minimum profit for the first early closing strategy
MinProfitClose2           - multiplier to the minimum profit for the second early closing strategy
Use_Sig_1                 - enabling/disabling the neural network for opening deals
Use_Sig_2                 - enabling/disabling the neural network for opening deals
Use_Sig_3                 - enabling/disabling the neural network for opening deals
Use_Sig_4                 - enabling/disabling the neural network for opening deals
Use_Sig_5                 - enabling/disabling the neural network for opening deals
Use_Sig_6                 - enabling/disabling the neural network for opening deals
Use_Sig_7                 - enabling/disabling the neural network for opening deals
Use_Sig_8                 - enabling/disabling the neural network for opening deals
Use_Sig_9                 - enabling/disabling the neural network for opening deals
Use_Sig_10               - enabling/disabling the neural network for opening deals
Use_Sig_11               - enabling/disabling the neural network for opening deals
Use_Sig_12               - enabling/disabling the neural network for opening deals
Use_Sig_13               - enabling/disabling the neural network for opening deals
Use_Sig_101_1         - enabling/disabling the neural network for opening deals
Use_Sig_1_Close                  - enabling/disabling the neural network to close deals
Use_Sig_2 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_3 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_4 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_5 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_6 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_7 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_8 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_9 _Close                  - enabling/disabling the neural network to close deals
Use_Sig_10 _Close                - enabling/disabling the neural network to close deals
Use_Sig_11 _Close                - enabling/disabling the neural network to close deals
Use_Sig_12 _Close                - enabling/disabling the neural network to close deals
Use_Sig_13 _Close                - enabling/disabling the neural network to close deals
Use_Sig_101_1 _Close          - enabling/disabling the neural network to close deals
Use_Acceleration              -  enabling/disabling
Acceleration                      - acceleration in points
TimeFrame_NRTR_Close   - timeframe of the indicator
Use_NRTR_Close              -  enabling/disabling the indicator
Period_NRTR_Close          - period of the indicator [1-19, step 1]
TimeFrame_NRTR_Open   - timeframe of the indicator
Use_NRTR_Open               -  enabling/disabling the indicator

Period_NRTR_Open          - period of the indicator [1-19, step 1]

TimeFrame_NRTR_Open2   - timeframe of the indicator
Use_NRTR_Open2               -  enabling/disabling the indicator
Period_NRTR_Open2          - period of the indicator [1-19, step 1]
TimeFrame_MFI_Open     - timeframe of the indicator
Use_MFI_Open                 -  enabling/disabling the indicator

Period_MFI_Open            - period of the indicator [2-35, step 3]

TimeFrame_MFI_Open2     - timeframe of the indicator
Use_MFI_Open2                 -  enabling/disabling the indicator

Period_MFI_Open2           - period of the indicator [2-35, step 3]

TimeFrame_MFI_Open3     - timeframe of the indicator
Use_MFI_Open3                 -  enabling/disabling the indicator

Period_MFI_Open3           - period of the indicator [2-35, step 3]

Use_ADX                       - enabling/disabling the indicator ADX
Period_ADX                   - period of the ADX indicator
ADX_Level_Down_BUY  - ADX indicator level for BUY orders
ADX_Level_Down_SELL - ADX indicator level for SELL orders
TimeFrame_Stochastic     -  timeframe of the indicator
Use_Stochastic                -  enabling/disabling the indicator
Kperiod                           - period of the indicator [2-35, step 3]
Slowing                           - slowing down the indicator [2-35, step 3]
InpSlip                           - slippage in points
Magic_1                         - the magic number

Magic_2                         - the magic number


Recommendations

Adviser settings: use the default settings
Symbol: GBPUSD
Timeframe: H1
Minimum deposit: 200$
Quotes can vary greatly from one broker to another. I recommend optimizing all the indicators in the Expert Advisor.  



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5 (16)
Experts
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Versão 1.2 2024.07.03
Minor improvements
Versão 1.1 2024.06.28
Added the Acceleration parameter - price acceleration as an additional signal to open a deal