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PNNeric using Parzen window classification with money management

This is the Expert advisor PNNeric using Parzen window classification with money management module. However this version is starting with the minimal lot of 0.1. So a special version needs to be made for mini accounts.

Here is the explanation of the money management.

The set file is for 15 m time frame but actually the EA is on a loosing streak, as it does not recognizes sharp trends and tends to counter it. 

 

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Comments

  • JohnLast 2230 days ago

    Guys I want to show you the results from this EA here out of sample. As the files were published some 123  days ago. I mention it not because it is extraordinary but because it is very rare to see a PNN to perform.

    Actually I was afraid to trade it because this system was really counter - trend, system. Anyway PNN are very often like that (I compare with the results I get from the PNN neural net from Neuroshell daytrader platform). So actually I am surprised because I see rarely a PNN to perform out of sample for large periods.

    Actually the PNN with kernel for inputs worked well also recently but it required more frequent optimization and as I can't prove it, how that happened I will drop it. 

    But hey let take a look what happened here, on the shot is the continuation of this EA using the same set file. You can distinguish manually where beings the true out of sample because I add the insample too.

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  • jaguar1637 2230 days ago

    Very interesting indeed.

    This Pnn is working fine after a long time and profits are growing.

  • JohnLast 2230 days ago

    As it was predicted starting from September this was a good period for most of the systems presented here.

    I just do not know how to call it but it is a kind of possible seasonality in the market state. I mean there is a change starting from September. The last year it was pretty similar.