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Experts

Exp_KalmanFilter - expert for MetaTrader 5

Nikolay Kositsin | English Русский 中文 Español Deutsch 日本語 Português
Views:
2467
Rating:
(16)
Published:
2015.11.02 15:53
Updated:
2016.11.22 07:32
\MQL5\Include\
tradealgorithms.mqh (60.9 KB) view
\MQL5\Indicators\
kalmanfilter.mq5 (8.64 KB) view
\MQL5\Experts\
exp_kalmanfilter.mq5 (7.14 KB) view
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The Exp_KalmanFilter Expert Advisor is based on the KalmanFilter indicator color change. The signal is formed when a bar is closing if there is change in color of the indicator line.

This Expert Advisor requires the compiled indicator file KalmanFilter.ex5 in order to run. Place it to <terminal_data_folder>\MQL5\Indicators.

Note that the TradeAlgorithms.mqh library file allows using Expert Advisors with brokers who offer nonzero spread and the option of setting Stop Loss and Take Profit together with position opening. You can download more variants of the library at the following link: Trade Algorithms.

Default Expert Advisor's input parameters have been used during the tests shown below. Stop Loss and Take Profit have not been used during the tests.

Fig.1. Examples of deals on the chart

Fig.1. Examples of deals on the chart


Testing results for 2014 at USDJPY H4:

Fig.2. Testing results chart

Fig.2. Testing results chart

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/13895

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An example of counting the number of objects in the chart window.

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