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You liked the script? Try it in the MetaTrader 5 terminal

A simple RKD Expert Advisor based on a specified custom RKD indicator - expert for MetaTrader 5
- Views:
- 10530
- Rating:
- Published:
- 2010.06.23 10:54
- Updated:
- 2016.11.22 07:32
-
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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
autoRKD_EA
MetaQuotes-Demo (Build 286)
Settings: | ||||||||||||
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 | |||||||||||
Results: | ||||||||||||
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 | ||||||||

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

Moving Average, calculated using the digital filter.

Linear regression slope normalized to SMA.

This indicator uses an autoregresive model to extrapolate prices