FX system trading code with Deep Learning on Python

wrote an FX system trading program with deep learning method.
I used Keras library for this deep learning implementation.

trends of portfolio

USDJPY, on Year 2000-2008, spread=0.03Yen(3pips), interval of exchange data=5min

source code

strategy

1. input some technical index, past several prices, chart type (I defined) as features.
2. predict UP or Down with input features through deep learning.
3. with predicted result, get position. then call off position on my original rule (please read code :-)).

if you have any question, please mail me.
ryo.contact [at] gmail.com

in Japanese:
http://qiita.com/ryo_grid/items/7746528f8cae8026b936
http://qiita.com/ryo_grid/items/56a086fee1b780157df7

just for reference

With Xgboost library (boosted decision tree), I got result below.

below code can real and demo trade on OANDA through REST trade API.
https://github.com/ryogrid/fx_systrade/blob/master/xgboost_trade_oanda.py