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Dematus - expert for MetaTrader 5

Published by:
Vladimir Karputov
Views:
4116
Rating:
(19)
Published:
2018.08.23 14:11
Updated:
2018.08.23 14:14
Dematus.mq5 (50.86 KB) view
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Author of the idea: Igor

MQL5 code author: barabashkakvn


How it works

If there is a position, and the price moved from the last position open price (stored in the m_last_deal_price_IN internal variable) for the specified Distance, while iDeMarker (DeMarker, DeM) indicator gives the permission, open a position having the volume of Coefficient Lots positions * volume of the last open position (stored in the internal m_lot variable). If there are currently no positions, we expect the permission from the indicator and open with the Lots volume.

Stop loss (the Stop Loss parameter) is 999 points by default so that it is almost never activated :), there is no take profit in the settings. If positions are present, a usual trailing can be applied to them (Trailing Stop and Trailing Step).

Trailing considering available funds is managed by Trailing Equity, Virtual Stop Equity and Trailing Start Equity variables.


Operation periodicity

When the last position is closed, position open price (the m_last_deal_price_IN internal variable) is set to zero, while the m_lot internal variable is reset to Lots. The Reset "last price IN" after deal OUT parameter is set to 'false' by default. If it is set to 'true', the m_last_deal_price_IN internal variable is set to zero AFTER EACH CLOSING.

Test by all symbols, M5, Reset "last price IN" after deal OUT = true, deposit: $10 000.

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
EURJPY 16 5359.37 11591.27 19.95 2.86 2.30 0.25 0 26.20 581
GBPJPY 19 4646.45 13861.37 18.63 2.49 2.46 0.19 0 50.32 744
EURGBP 13 3471.68 4345.42 19.84 2.69 1.18 0.24 0 35.49 219
GBPUSD 1 3462.21 6094.22 19.35 2.70 0.64 0.22 0 93.60 315
EURCHF 14 3397.28 4731.38 21.90 2.77 1.55 0.23 0 26.12 216
USDJPY 6 3366.41 6796.61 19.64 2.42 1.18 0.20 0 49.57 346
AUDUSD 5 3191.47 4478.81 15.13 2.39 2.06 0.22 0 17.13 296
AUDJPY 9 3158.82 6267.01 16.45 2.44 1.81 0.19 0 23.53 381
CADCHF 18 3152.07 4787.55 18.20 2.31 2.64 0.21 0 16.35 263
AUDCAD 8 3135.81 3884.48 16.12 2.35 1.77 0.23 0 20.24 241
USDCHF 3 2631.55 4095.64 24.97 2.47 1.76 0.19 0 20.49 164
GBPCHF 15 2603.16 8667.11 18.68 2.12 2.29 0.14 0 27.43 464
EURUSD 0 2359.22 7547.28 15.99 2.18 1.27 0.13 0 53.51 472
AUDNZD 7 2357.53 5224.43 21.07 2.27 1.15 0.15 0 31.15 248
EURNZD 17 2346.72 2709.60 17.48 2.48 0.34 0.18 0 77.72 155
EURAUD 12 -123.00 -8886.16 -132.63 0.13 -0.89 -0.11 0 91.20 67
EURCAD 2 -152.69 -9161.93 -169.67 0.11 -0.94 -0.18 0 92.72 54
AUDCHF 11 -183.87 -8159.14 -77.71 0.25 -0.82 -0.10 0 84.48 105
USDCAD 4 -306.15 -7738.18 -85.98 0.22 -0.85 -0.14 0 80.87 90
CHFJPY 10 -329.38 -9040.32 -1004.48 0.03 -0.95 -0.34 0 93.60 9

Test by all symbols, M5, Reset "last price IN" after deal OUT = false, deposit: $10 000.

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
EURCAD 6 3940.94 6567.92 20.09 2.98 1.55 0.24 0 36.82 327
GBPUSD 2 3776.53 4118.16 36.44 6.98 0.51 0.27 0 79.28 113
EURGBP 12 3183.71 1832.41 16.97 2.89 1.01 0.27 0 17.73 108
EURAUD 14 3025.94 2353.52 18.39 2.96 0.67 0.24 0 29.85 128
GBPCHF 18 2999.92 5402.31 18.96 2.65 1.45 0.19 0 27.42 285
EURUSD 0 2807.59 4967.36 20.53 2.92 1.91 0.19 0 18.81 242
GBPJPY 19 2545.40 2732.53 23.36 2.11 0.38 0.20 0 72.14 117
EURNZD 16 2386.11 5171.48 12.80 2.55 1.24 0.16 0 33.85 404
AUDCHF 11 2107.44 2625.39 23.44 2.52 0.44 0.17 0 49.82 112
CHFJPY 10 2040.66 3317.82 15.29 1.89 1.07 0.15 0 23.16 217
AUDNZD 7 1998.33 1427.61 10.50 2.13 0.29 0.17 0 44.93 136
AUDJPY 9 1845.18 4669.09 18.10 2.14 0.74 0.13 0 48.68 258
AUDCAD 8 1595.50 2455.04 23.16 1.90 0.57 0.13 0 39.79 106
AUDUSD 5 1350.90 2973.30 17.19 1.89 0.69 0.10 0 37.89 173
EURJPY 15 -51.72 -9502.56 -141.83 0.16 -0.91 -0.10 0 95.59 67
EURCHF 13 -82.03 -202.60 -3.12 0.93 -0.06 -0.01 0 30.86 65
USDJPY 4 -170.41 -1280.91 -9.02 0.73 -0.31 -0.02 0 33.21 142
USDCAD 3 -479.67 -7688.43 -213.57 0.08 -0.95 -0.21 0 77.84 36
USDCHF 1 -558.02 -8539.55 -609.97 0.06 -0.88 -0.38 0 94.64 14
CADCHF 17 -641.47 -8485.56 -707.13 0.09 -0.94 -0.42 0 89.72 12

Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/21639

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