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Views:

10901

Rating:

(42)

Published:

23 June 2010, 10:54

Updated:

22 November 2016, 07:32

\MQL5\Indicators\

rkd.mq5 (10.79 KB) view

autorkd_ea.mq5 (9.7 KB) view

Download as ZIP How to download code from MetaEditor

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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:

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:

consecutive losses:

Expert Advisor based on a specified custom RKD indicator

Export historical data

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

FIR_filter

Moving Average, calculated using the digital filter.

Linear regression slope

Linear regression slope normalized to SMA.

AR extrapolation of price

This indicator uses an autoregresive model to extrapolate prices

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