Author of the idea — Boris, author of the MQL5 code — barabashkakvn.
Attention: parameters should be optimized on the M5 timeframe for the last 12 weeks!
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.
