Friday 21 November 2008

MTS "Neural network + MACD"

Greeting to all community! I wish profits to all Championship participants!

I attend the programming not for the first year, but I'm a novice in your Community, the Community of writers of the programs for the financial analysis. So I will be glad to see a constructive discussion. You can praise (it is always pleasant) or you can even abuse (but only ad rem).

This is my first EA from the series "МТS based on Neuro network".

Instantly, I want to thank Yuriy Reshetov whose publications on this website helped me to apply the theory of neuro nets for writing the MTS.

For those who are not familar with the neuro nets I suggest to read the article: http://articles.mql4.com/ru/289
download

The method of application and training the double-layer neuro net is perfectly described at the page: http://codebase.mql4.com/2792

I want you to draw your attention that here I am representing the "engine", i.e. the "skeleton" of the MTS, which functionality can be thickened, i.e. you can use another indicator or a group of them instead of MACD, you can perform additional optimization of them and so on. But the most important is: not the mutual exclusion of the signals from the neuro net and from the indicator (i.e. if the signal from the neuro net is neutral then we use the indicator), but their combined application for the analysis of the possibility of opening a position.

P.S. In my opinion, the best results are on the H1 of the main currency pairs. However, create, try and so you will find your "golden grail"! :-)

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