Neural network Expert Advisor on two moving averages with a training mode. Train the Expert Advisor using the examples you specified and make a profit in real trading. The Expert Advisor can work on any instrument and any time frame.

The analysis of two moving averages produces a neural network core that issues commands to buy or sell.

The first input layer is fed the values of two moving averages, fast (FMA) and slow (SMA), in the second layer the calculation of two neurons responsible for buying (N buy) and selling (N sell) is performed, in the third layer the decision to buy or sell is made.

The block diagram of the neural network is shown in the figure.

In the training mode, the Expert Advisor “remembers” the values of the moving averages marked by the user on the chart of the currency instrument. And in the future, during normal operation, it recognizes the” stored ” values of moving averages.

To train the Expert Advisor, you must specify at least one long and one short trade on the chart. To indicate a long trade, the “Buy” arrow is used, respectively, for a short trade, the “Sell” arrow is used. You can also set a larger number of arrows on the chart. The more arrows there are, the longer the learning process will take. Finding any other objects on the graph, except for these arrows, is not desirable.

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After training, a folder “NN 2MA” will be created in the shared folder of the terminal, where the file “XXXXXX_NN_2MA.bin” will be located, containing the settings of the trained neural network. XXXXXX in the file name is the name of the tool. In normal operation, the Expert Advisor loads data from a file. If the file is not found, the default settings will be used. By default, the Expert Advisor is trained on the USDJPY currency pair and the hourly timeframe, the trades are selected in 2012.

The following input values are responsible for training the Expert Advisor:

An example of specifying trades for training the Expert Advisor is shown in the figure.

Settings Moving Averages Section

Here you can configure the settings for each moving average in each period, the price, the mode of calculation.

Trade Settings Section

Settings Neural Network Section

During the training of the Expert Advisor,
the maximum values of neurons will be displayed in the comments on the graph. These values can be
used as the neuron activation value.

An example is shown in the figure.

The Other Settings Section

By default, the Expert Advisor is trained on the USDJPY instrument and the H1 timeframe on two trades in 2012. The result of testing the Expert Advisor in 2013 can be seen in the figure.

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