AI TradingVision GPX Introduction – Analytics & Forecasts – 22 November 2023

Introduction

GAN-Perceptron-XOR, also known as G.P.X, is an exceptional trading system that harnesses the power of Generative Adversarial Networks (GAN), Perceptron, and XOR operations. It is designed to create a robust trading tool capable of generating high-quality market data and trading signals, and making highly accurate predictions.

Firstly, it utilizes a Generative Adversarial Network (GAN) to simulate real-world financial markets. GANs generate new data that closely mirrors actual market data through ‘adversarial’ learning that occurs between a generative network and a discriminative network. This data is used to forecast possible future market trends.

The generated data is then fed into a Perceptron network. A Perceptron is the simplest form of a feedforward neural network, and its goal is to find the relationship between input data (the market data generated by the GAN) and the target result (e.g., the market rising or falling). Through training, the Perceptron can learn to recognize which market data patterns might lead to specific market behavior.

Finally, the system uses XOR operations to further process the Perceptron’s output. In computer science, XOR is a binary operation that can be used to determine whether two bits are the same. In this system, XOR used to compare the Perceptron’s predicted results with actual market behavior.

Conclusion

• Modify Time: The time for modifying the price of the trailing stop. Zero means there is no limit to the modification interval.
• Buy and Sell Comments: The comments when the EA makes a buy or sell order.
• Max Drawdown (%): The maximum drawdown limit. If this limit is exceeded, it will close the orders with the same Magic number and the same currency pair under this EA.
• Recovery Time after Max Drawdown (hour): The recovery time required after triggering the maximum drawdown, measured in hours.
• Order Correction Interval Mode: The order correction uses the default settings or user-defined settings. We have obtained the optimal interval time based on big data and built-in corresponding parameters for each currency pair. If “Default” is selected, this option is effective. If “Customize” is selected, the value of the “Order Correction Interval” item will be used.
• Order Correction Interval: The interval points for each order after “Customize” is selected.
• Allowed Trading Direction: The direction in which EA is allowed to trade. Users can specify the direction of EA’s orders based on their judgment of market trends.
• Order Lot Calculation Mode:
  • In Risk Mode, each order calculates the lot size based on the available margin (Calculation formula: Lots = ACCOUNT_MARGIN_FREE / 1000 * Risk).
  • The Initial Capital Risk Mode is similar, but it only calculates once each time the EA is loaded, and it won’t calculate again regardless of profit or loss.
  • Min Lot Mode will place orders using the minimum lot size, generally 0.01.
  • In the Custom Lot Size Mode, the custom lot size below will take effect when this mode is selected, and orders will be placed according to this lot size.
• Risk Value Used for Backtesting: During backtesting, the EA will use this Risk value.
• Risk Value Used for Live Trading and Simulated Trading: During live trading and simulated trading, the EA will use this Risk value. This can prevent users from accidentally applying too large a risk value to live trading during testing (The maximum risk limit cannot exceed 0.1, and it is not recommended to use too high a risk value).
• Fix Lots: The number of lots to trade. Takes effect when using Custom Lot Size Mode.
• Maximum Lot Size Limit Allowed to be Breached: Each broker has a maximum limit for a single trade. When the maximum trading volume is reached, the EA uses repetitive orders to meet the order quantity.
• Exchange Rate of 1 Account Currency into USD: When using a non-USD account, fill in how many USD can be exchanged for one unit of the account currency. For example, if one euro can be exchanged for 1.067 USD, you should fill in 1.067 here. This function can standardize the order lot size for accounts with different currencies.