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2017.01.19 16:53
Experts

e-Regr - expert for MetaTrader 5

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Published by:
Vladimir Karputov
Views:
650
Rating:
votes: 12
e-Regr.mq5 (27.06 KB)view

Trading by i-Regr (Regression Channel):

i Regr Buy


i Regr Take Profit 

Regression Channel: Linear Regression Channel, Quadratic (Parabolic) Regression Channel, Cubic Regression Channel.

Implemented the trend protection: if a previous day's D1 exceeds 1500 pips ("protection size D1 bar" input) – disable trading and close all open positions.

Test period: 2016.01.01 — 2016.10.26, initial deposit — 10 000, timeframe — H1:

i Regr tester 

In the below code, it is already assumed that i-Regr indicator is already in the \MQL5\Indicators\ folder:

//+------------------------------------------------------------------+
//| Expert initialization function                                   |
//+------------------------------------------------------------------+
int OnInit()
  {
   m_symbol.Name(Symbol());                  // sets symbol name
   m_trade.SetExpertMagicNumber(m_magic);    // sets magic number
//--- create handle of the indicator i-Regr
   handle_i_Regr=iCustom(Symbol(),Period(),"i-Regr",
                         Regr_kstd,
                         Regr_degree,
                         Regr_bars,
                         Regr_shift
                         );
//--- if the handle is not created
   if(handle_i_Regr==INVALID_HANDLE)



Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/16709

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