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I also forgot to mention that the take-profit and stop-loss calculated for each pair takes the spread into account.
I figured this would provide more consistent results between pairs.
My nets are trained to find moves up or down within the next 4 hours, and my tick data is 10 seconds.
An up, down, or steady signal is generated for 18 pairs.
Each pair has a signal threshold that must be tuned.
So far, I can only get profitable results from 8 pairs, so actual trades are limited to these pairs:
EUR/USD, USD/CHF, AUD/USD, USD/CAD, NZD/USD, EUR/GBP, EUR/JPY, EUR/AUD, and AUD/JPY
Usually my trades last around 2-16 hours before one of 3 things happen:
* Stop loss gets hit
* Take profit gets hit
* Nets give a reverse signal
The backtest data I presented only covers the past 3 weeks, and is not continuous; unfortunately there are some gaps.
The PL generated comes from 25 different trades (16 long, 9 short) over this time period that were signalled by my neural nets.
I am still working on collecting data and hope to post more analysis later.
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