The fundamental GBPJPY trade revealed by deep learning

This article introduces one long-term, market-tested trading rule created based on results obtained from a self-developed deep neural network model.

(Invest at your own risk!)

Main Settings

• Symbol (Currency Pair): GBPJPY
• TimeScale (Time Frame): 5 minutes
• stoploss (Stop-Loss): 90 pips
• takeprofit (Take-Profit): 270 pips

Indicator Settings

• BbandPeriod (Period): 10
• BbandDeviation (Standard Deviation): 2.0
• EMA1 (Short-Term Moving Average): 14
• EMA2 (Medium-Term Moving Average): 28
• EMA3 (Long-Term Moving Average): 190

Condition Settings

• A: Close > BbandUpper(10) (Close exceeds Bollinger Band upper bound)
• B: Close < BbandLower(10) (Close falls below Bollinger Band lower bound)
• C: EMA(14) > EMA(28) (Short-Term Moving Average is above Medium-Term Moving Average)
• D: EMA(28) > EMA(190) (Medium-Term Moving Average is above Long-Term Moving Average)

Entry and Exit Conditions

• LongBuy (Long Entry):
  B && C && D
  Enter a long position when the close price falls below the Bollinger Band lower bound and the three moving averages are in a rising-trend Perfect Order.

• LongSell (Long Exit):
  A && !C && !D
  Close the long position when the close price rises above the Bollinger Band upper bound and the three moving averages are in a falling-trend Perfect Order.

• ShortBuy (Short Entry):
  A && !C && !D
  Enter a short position when the close price rises above the Bollinger Band upper bound and the three moving averages are in a falling-trend Perfect Order.

• ShortSell (Short Exit):
  B && C && D
  Close the short position when the close price falls below the Bollinger Band lower bound and the three moving averages are in a rising-trend Perfect Order.

Backtest Results

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