Experts: Sprut

 

Sprut:

Grid of Stop and Limit pending orders.

Grid features: the first pending grid order can be placed at the Firstxxxx price or at a certain DeltaFirstxxxx distance from the current price. If Firstxxxx exceeds zero, the DeltaFirstxxxx parameter is not considered, and vice versa, when Firstxxxx is equal to zero, the DeltaFirstxxxx parameter is activated.

You can:

  • enable/disable pending order types: Buy stop (Use buy stop), Buy limit (Use buy limit), Sell stop (Use sell stop) and Sell limit (Use sell limit). 
  • set a separate step for pending Stop and Limit orders (Step stop and Step limit
  • different volume for the first pending Stop and Limit order (Volume stop and Volume limit)
  • equal volume ratio for pending Stop and Limit orders (Coefficient stop and Coefficient limit)
  • disable stop loss (Stop Loss) and take profit (Take Profit) - to do this, set the parameter to "0.0"

Author: Vladimir Karputov

 
 
Coefficient for volume increase does not work correctly(Coefficient stop and Coefficient limit).

Lot is multiplied only in the second pending order from the whole grid, then it is added to all other orders.

Because of this, it is impossible to set the same lot for all pending orders. Even if the coefficient stop/limit parameter is set to 1.0, the lot still increases starting from the 3rd order. If the value is 0, the grid is not built


 
CorsairMT:
Coefficient for volume increase does not work correctly(Coefficient stop and Coefficient limit).

Lot is multiplied only in the second pending order from the whole grid, then it is added to all other orders.

Because of this, it is also impossible to set the same lot for all pending orders. Even if the coefficient stop/limit parameter is set to 1.0, the lot still increases starting from the 3rd order. If the value is 0, the grid is not built


Please provide: symbol name on MetaQuotes-Demo server, account type (netting or hedge), timeframe, testing time (dates from and to), full EA settings.

 

Vladimir, good day

EURUSD
Hedge
H1
I am testing on the interval 2018.08.01-2018.08.02, I set only buy stop trades. But in other time intervals and with other types of orders the same is true

All default settings of the Expert Advisor, except for the following:
Use buy stop - true
First volume stop - 0.1
Coefficient stop - 1
Expiration (in minutes) - 0.

Different configurations of settings were tried, but the result is the same


 

What is the opening balance? In what currency?

Are you testing in what tick generation mode?


(Screenshot: Strategy Tester - Settings tab).

Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
Тестирование стратегий - Алгоритмический трейдинг, торговые роботы - MetaTrader 5
  • www.metatrader5.com
Тестер стратегий позволяет тестировать и оптимизировать торговые стратегии (советники) перед началом использования их в реальной торговле. При тестировании советника происходит его однократная прогонка с начальными параметрами на исторических данных. При оптимизации торговая стратегия прогоняется несколько раз с различным набором параметров...
 
Published version "1.001" - in this version lots remain the same in the grid when the lotness factor is "1.0".
 
Vladimir, thank you. Everything works :)
 
CorsairMT:
Vladimir, thank you. Everything works :)

And thank you for the tests and for the message about inaccuracy in the code.

 
CorsairMT:
Vladimir, thank you. Everything works :)

please show me the stats

it is interesting to see the result of testing for 2008

 
Renat Akhtyamov:

Would you show me the steith, please?

It is interesting to see the result of testing for 2008

Everyone is interested to see the result, but more recent)