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2010.06.23 10:54

A simple RKD Expert Advisor based on a specified custom RKD indicator - expert for MetaTrader 5

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Published by:
Ge Senlin
votes: 34
rkd.mq5 (10.79 KB)view

This is a simple Expert Advisor using a specified custom RKD indicator.

The code describes how a specified custom RKD indicator can be used in MetaTrader 5 Expert Advisor.

The better results for EUR/USD, GBPUSD - 30mins, 1H and 2H timeframes.

Tested Result:

Strategy Tester Report


MetaQuotes-Demo (Build 286)

Symbol: GBPUSD (Great Britain Pound vs US Dollar)
Period: H1(2010.06.01 - 2010.07.12)
Inputs: Lots=0.100000; SL=0; TP=0; MAGIC=666; KDPeriod=30; M1=3; M2=6
Initial Deposit: 3 000.00 USD
Bars: 358 Ticks: 1021990
Total Net Profit: 228.06 Gross Profit: 1 139.65 Gross Loss: 911.59
Profit Factor: 1.25 Expected Payoff: 4.39
Recovery Factor: 0.72 Sharpe Ratio: 4.69
Balance Drawdown:
Absolute: 200.89 Maximal: 224.35 (7.33%) Relative: 7.33% (224.35)
Equity Drawdown:
Absolute: 242.10 Maximal: 316.03 (10.12%) Relative: 10.12% (316.03)
Total Trades: 52 Short Positions (won %): 27 (33.33%) Long Positions (won %): 25 (60.00%)
Profit Trades (% of total): 24 (46.15%) Loss trades (% of total): 28 (53.85%)
Largest profit trade: 135.50 loss trade: -102.00
Average profit trade: 47.49 loss trade: -32.56
Maximum consecutive wins ($): 3 (232.18) consecutive losses ($): 4 (-126.40)
Maximal consecutive profit (count): 232.18 (3) consecutive loss (count): -192.20 (3)
Average consecutive wins: 2 consecutive losses: 2

Expert Advisor  based on a specified custom RKD indicator

Export historical data Export historical data

The script purpose is to export historical rates data to format, convenient for analysis in external programs.

FIR_filter FIR_filter

Moving Average, calculated using the digital filter.

Linear regression slope Linear regression slope

Linear regression slope normalized to SMA.

AR extrapolation of price AR extrapolation of price

This indicator uses an autoregresive model to extrapolate prices