The tricks were:
- To limit the amount of money, one unit if the previous operation was with profit>0.
- To move the amplitude of Bollinger bands (that are, jointly with RSI, limiting alfa signals) increasing in a factor of 1.5 if the previous operation was failure (with a limit of 5*Amplitude) or decreasing in a factor of 1.5 with a minimum of Amplitude/1.5), letting be Amplitude the value of initial amplitude Bollinger (decide for each pair of forex).
- To avoid operations if training was against trend (this improves slightly returns, but it doesn't turn them into negative even in the worst cases).
Next step: implement in MQ4 the trading system.