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- Published by:
- Vladimir Karputov
- Views:
- 3439
- Rating:
- Published:
- 2018.07.13 16:08
- Updated:
- 2018.08.13 16:18
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Idea by: Scriptor.
MQL5 code by: barabashkakvn.
The EA trades on the signals of indicators iCCI (Commodity Channel Index, CCI) and iAO (Awesome Oscillator, AO). It also considers the current Open prices from bar #0 through bar #5, the prices of bar #1 on D1, and the Close price of bar #1 on H1.
Inputs
- Lots - position volume
- Stop Loss (in pips) - Stop Loss
- Take Profit (in pips) - Take Profit
- Trailing Stop (in pips) - trailing
- Trailing Step (in pips) - trailing step
//--- CCI - parameters of indicator CCI
- CCI: averaging period
- CCI: type of price
//---
- Check for too-big candlesticks (n "-" n-1) - protection against a too big candlestick (candlesticks N and N-1 are compared)
- Check for too-big candlesticks (n "-" n-2) - protection against a too big candlestick (candlesticks N and N-2)
- set to 1 if you want to get the cangle close 0 for current - initial bar number
//---
- magic number
Testing in the "All ticks" mode for all symbols in Market Watch:
| Symbol | Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades |
| USDCAD | 5 | 3271.70 | 271.70 | 0.91 | 1.16 | 0.73 | 0.05 | 0 | 11.13 | 297 |
| USDCHF | 3 | 3145.29 | 145.29 | 0.78 | 1.10 | 0.35 | 0.04 | 0 | 13.84 | 186 |
| GBPUSD | 2 | 3015.10 | 15.10 | 0.05 | 1.01 | 0.02 | 0.01 | 0 | 16.90 | 308 |
| EURUSD | 0 | 3012.18 | 12.18 | 0.05 | 1.01 | 0.04 | 0.01 | 0 | 9.12 | 263 |
| EURCAD | 9 | 3008.58 | 8.58 | 0.02 | 1.00 | 0.02 | 0.00 | 0 | 11.59 | 382 |
| USDRUB | 12 | 3000.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0 | 0.00 | 0 | |
| NZDUSD | 13 | 2989.06 | -10.94 | -0.06 | 0.99 | -0.03 | 0.00 | 0 | 12.47 | 176 |
| USDJPY | 1 | 2977.87 | -22.13 | -0.11 | 0.99 | -0.06 | 0.00 | 0 | 12.33 | 195 |
| EURJPY | 8 | 2867.50 | -132.50 | -0.44 | 0.94 | -0.22 | -0.02 | 0 | 19.53 | 301 |
| AUDUSD | 4 | 2857.16 | -142.84 | -0.78 | 0.91 | -0.24 | -0.03 | 0 | 17.20 | 183 |
| EURCHF | 6 | 2853.93 | -146.07 | -0.88 | 0.90 | -0.39 | -0.03 | 0 | 12.12 | 166 |
| GBPCHF | 10 | 2725.23 | -274.77 | -0.97 | 0.90 | -0.53 | -0.03 | 0 | 17.18 | 283 |
| EURGBP | 7 | 2637.06 | -362.94 | -2.59 | 0.80 | -0.70 | -0.07 | 0 | 16.57 | 140 |
| AUDJPY | 15 | 2398.46 | -601.54 | -2.84 | 0.71 | -0.78 | -0.12 | 0 | 24.90 | 212 |
| GBPJPY | 14 | 2338.56 | -661.44 | -1.75 | 0.81 | -0.77 | -0.07 | 0 | 26.86 | 377 |
| USDCNH | 11 | 1401.68 | -1598.32 | -2.01 | 0.37 | -1.00 | -0.37 | 0 | 53.28 | 797 |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/21345
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