Requests & Ideas (MQL5 only!) - page 24

Sergey Golubev
Moderator
109143
Sergey Golubev  
Vladimir Karputov:

I suggest to consider such strategy: 

  • we work only at opening of a candle
  • if the profit of positions of "BUY" is less than profit of positions of "SELL" - means we open a position of "BUY"
  • if the profit of positions of "SELL" is less than profit of positions of "BUY" - means we open a position of "SELL"
...


I am not sure that I understand ...

Means (correct me if I am wrong):

  • there are 2 previous/close candles;
  • if previous/close buy candle (candle #1 or candle #2) is less by body of the other previous/close sell candle (candle #1 or candle #2) - open buy on the openning of the 3rd candle
  • opposite for sell

right?

If yes so it is counter trend strategy (similar with scalping but more "legal" for the brokers; "legal" for brokers - means: we can take quick profit with more than 10 pips).

Example: we are having one close bullish candle with 15 pips of body, next candle was closed and it was bearish  with 25 pips of body so we are openning buy trade on the openning of the 3rd candle, right?


 

Vladimir Karputov
Moderator
151000
Vladimir Karputov  
Sergey Golubev:

I am not sure that I understand ...

Means (correct me if I am wrong):

  • there are 2 previous/close candles;
  • if previous/close buy candle (candle #1 or candle #2) is less by body of the other previous/close sell candle (candle #1 or candle #2) - open buy on the openning of the 3rd candle
  • opposite for sell

right?

If yes so it is counter trend strategy (similar with scalping but more "legal" for the brokers; "legal" for brokers - means: we can take quick profit with more than 10 pips).

Example: we are having one close bullish candle with 15 pips of body, next candle was closed and it was bearish  with 25 pips of body so we are openning buy trade on the openning of the 3rd candle, right?


 


No. Not so.

The main idea: to buy below and below and to sell above and above.

Vladimir Karputov
Moderator
151000
Vladimir Karputov  
Vladimir Karputov:

No. Not so.

The main idea: to buy below and below and to sell above and above.


There is a preliminary version

Multi_arbitration version 1.000

Restriction of "ACCOUNT_LIMIT_ORDERS" is considered.


Test EURUSD,H4. Start balanse $10000:

Multi_arbitration version 1.000 EURUSD,H4

ds

Files:
Sergey Golubev
Moderator
109143
Sergey Golubev  
Vladimir Karputov:

There is a preliminary version

Multi_arbitration version 1.000

Restriction of "ACCOUNT_LIMIT_ORDERS" is considered.


Test EURUSD,H4. Start balanse $10000:



Good performance.

Vladimir Karputov
Moderator
151000
Vladimir Karputov  
Sergey Golubev:

Good performance.


But there is only one bad feature: in case of a long trend (for example down), the EA opens and opens BUY positions.As a result, we have a huge drawdown in equity.

Vladimir Karputov
Moderator
151000
Vladimir Karputov  

Multi_arbitration version 1.001

Vladimir Karputov:

But there is only one bad feature: in case of a long trend (for example down), the EA opens and opens BUY positions.As a result, we have a huge drawdown in equity.


To protect against long trends, I enter multisymbol trading: the symbol on which the Expert Advisor is installed is the Master Symbol, and the Slaved Symbol is taken from the "ExtArrSymbols" array:

string         ExtArrSymbols[20]=
  {
   "EURUSD","GBPUSD","USDCHF","USDJPY","USDCAD",
   "AUDUSD","AUDNZD","AUDCAD","AUDCHF","AUDJPY",
   "CHFJPY","EURGBP","EURAUD","EURCHF","EURJPY",
   "EURNZD","EURCAD","GBPCHF","GBPJPY","CADCHF"
  };

Test results:

Multi_arbitration version 1.001

Result:

Multi_arbitration version 1.001 result

ds

Files:
Vladimir Karputov
Moderator
151000
Vladimir Karputov  

New strategy (1.1xx):

For "BUY": the next position "BUY" can be opened below the lowest "BUY"

For "SELL": the next position "SELL" can be opened above the highest "SELL"

Multi_arbitration version 1.1xx


Code published! Multi_arbitration_1_1xx

Vladimir Karputov
Moderator
151000
Vladimir Karputov  

Strategy based on the indicator "ZigZag" - "Last ZZ50".

Strategy based on the indicator "ZigZag" - "Last ZZ50"

...

Vladimir Karputov
Moderator
151000
Vladimir Karputov  
Vladimir Karputov:

Strategy based on the indicator "ZigZag" - "Last ZZ50".

Strategy based on the indicator "ZigZag" - "Last ZZ50"

...


So far it is necessary to resolve one issue: how to choose the most optimal variant of search of values of points of "A", "B" of and "C".

Vladimir Karputov
Moderator
151000
Vladimir Karputov  

Last ZZ50.mq5 version   "1.003"

Looks for tops of "A", "B" and "C". Draws vertical lines through these tops.

Last ZZ50 version   "1.003"

Files:
Last_ZZ50.mq5 23 kb