I will write an advisor free of charge - page 149

New comment
 
DDM77:
After the bot has been tested, an official order is possible

Beautifully put :)

 
Александр:

a couple of changes

What exactly has been changed?

 

Hello, colleagues.

Is the topic still relevant? Are there any patrons who are ready to develop the robot for free?

I need an assistant who is a good .mq4 coder.

I'm a programmer myself, but I'm not very good with mq4. There are some problems, that I either don't know how to describe, or they do not work out.

I have a simple scalping strategy (M15-M30) and initially written robot. It needs to be improved.

I will not give the link to my site, it will not be considered as my advertisement:

RVI 50

EMA 9

EMA 100

Entry conditions for a long position:

EMA9 crosses EMA100 from bottom to top, RVI must also cross the nought line from bottom to top or be above nought line. If these conditions are met, we open a buy position. We placea stop loss 2-3 points below the nearest minimum. Take Profit is 1.5-2 times higher than Stop Loss.

Entry conditions for a short position:

EMA9 crosses EMA100 from above downwards, while the RVI indicator must also cross the nought line from above downwards or be below nought line. If these conditions are met, we open a sell position. A stop loss is placed just above the nearest maximum. Take Profit is 1.5-2 times higher than Stop Loss.


I have written a primitive robot but it is losing because I have to fix something that does not work, plus maybe someone has some ideas how to filter out false signals? (of course they do)...

What does not work and we have to fix it:

1. Stop Loss and Take Profit are set to fix 100 and 200 respectively, these levels are not enough. We should calculate a minimum/maximum stop loss from the set of candlesticks for the last X bars (set X bars as an input parameter) and take profit from it. I don't know how to do it myself. The most important point, because the robot fails exactly because of closing on the stop, even though the signal was correct and the profit would have gone further.

2. The robot, for some reason, opens (in the tester) several orders on the same bar within some ticks, even though it is checking to open an order on the same bar (borrowed from this forum), but it is not working. We have to modify the check and see why it does not work.

3. Complete adding a trailing stop (incoming parameters of the robot) when the BU reaches a certain level, for example, 1/2 of the calculated TP (it is also possible to specify the BU factor in the parameters, for example, from 0.3 to 0.7). Separately trailing is described in the robot (the code is taken from this forum), but it does not take into account the BU. Moreover, for some reason it does not work in the Strategy Tester, I need to understand why.

4. I want to add money management, but I don't know how. For example, the prohibition to open orders more than 5 in one direction, if there are active. Or prohibit to trade when setting balance/equity on account.

5. Martingale. Filtering of signals. (Optional).


That is all. The robot file is ready to be submitted to personal if there are interested in cooperation. If you are interested, I am ready to share the trading robot's file in a personal message, if I am interested. I myself will finish, then remain only 1 point.

 

I have solved item 1. I have found how to calculate the price according to the bar history via iLowest/iHighest )) for the last half year of history the profitability indicator has slightly increased) on the whole history is losing (

I still do not understand the point 2.

I started to handle trailing, maybe I will "win" it by myself) profitability should grow a bit, because there are deals with big take that the price just does not reach and closes it by stop, although I could make profit.

 

on the second point:

datetime current, last=0;
int shift=1;

void OnTick()
   {
   current=iTime(symbol,frame,shift);
   //ограничение на торговлю вне начала бара
   if(last==current) return;
   last=current;

   }

on the third point:

//трейлинг рыночных ордеров, стоплосс держится на расстоянии Distance от самой экстремальной тени из последних History баров 
int DoTrailOrder(int ePosition, int eMagicNumber, double eDistance, int eHistory, string eSymbol, int eTimeFrame)
   {
   if(!OrderSelect(ePosition,SELECT_BY_POS,MODE_TRADES)) return(1);
   int eType=OrderType();
   if(eType!=OP_BUY && eType!=OP_SELL) return(0);
   if(OrderMagicNumber()!=eMagicNumber) return(0);
   if(OrderSymbol()!=eSymbol) return(0);
   //наблюдаем начиная с бара следующим за баром открытия
   if(iBarShift(eSymbol,eTimeFrame,OrderOpenTime())==0) return(0);
   int eDigits=(int)MarketInfo(eSymbol,MODE_DIGITS);
   double ePoint=MarketInfo(eSymbol,MODE_POINT);
   double eSpread=MarketInfo(eSymbol,MODE_SPREAD);
   double eExtremum;
   if(eType==OP_BUY)
      {
      //стоп устанавливается на расстоянии eDistance от самой низкой тени бара из истории eHistory
      eExtremum=iLow(eSymbol,eTimeFrame,iLowest(eSymbol,eTimeFrame,MODE_LOW,eHistory,1));
      //расстояние от минимума до StopLoss должно превысить TrailingLevel
      if(NormalizeDouble(eExtremum-OrderStopLoss(),eDigits)<=eDistance*ePoint) return(0);
      //расстояние от минимума до цены открытия должно превысить TrailingLevel
      if(NormalizeDouble(eExtremum-OrderOpenPrice(),eDigits)<=eDistance*ePoint) return(0);
      //новый стоп должен быть не ближе к текущей цене, чем на два спреда
      if(NormalizeDouble(MarketInfo(eSymbol,MODE_BID)+eDistance*ePoint-eExtremum,eDigits)<=2*eSpread*ePoint) return(0);
      if(!OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(eExtremum-eDistance*ePoint,eDigits),OrderTakeProfit(),OrderExpiration(),clrBlue)) return(-1);
      }
   if(eType==OP_SELL)
      {
      //стоп устанавливается на расстоянии eDistance от самой высокой тени бара из истории eHistory
      eExtremum=iHigh(eSymbol,eTimeFrame,iHighest(eSymbol,eTimeFrame,MODE_HIGH,eHistory,1));
      if(NormalizeDouble(OrderStopLoss()-eExtremum,eDigits)<=(eDistance+eSpread)*ePoint && OrderStopLoss()!=0) return(0);
      if(NormalizeDouble(OrderOpenPrice()-eExtremum,eDigits)<=(eDistance+eSpread)*ePoint) return(0);
      //один спред между Ask и Bid сократился
      if(NormalizeDouble(eExtremum+eDistance*ePoint-MarketInfo(eSymbol,MODE_ASK),eDigits)<=eSpread*ePoint) return(0);
      if(!OrderModify(OrderTicket(),OrderOpenPrice(),NormalizeDouble(eExtremum+(eDistance+eSpread)*ePoint,eDigits),OrderTakeProfit(),OrderExpiration(),clrRed)) return(-1);
      }
   return(0);
   }
 

Trailing stops may increase the expectation, but they do not improve profitability. There will be underperformance in a noisy market, where price knocks out a newly trailed stop, when without it there could have been more profit.

It is better to think towards closing the trade deliberately. You are looking for signals to open, then why throw the closing to arbitrage?
 

Thanks for the tips on points 2,3. I will be testing.

As for closing, of course it is possible to close when the opposite signal triggers, i need to think... what will give more effect

i want to trail something when it reaches a certain level. it will be a drawback but i also do not want to have a big drawdown. i have to think about it))

thanks

 

Dimitri, on trailing - this is information already tested by many people more than once. The trailing code above is probably the best of all. But it is not without this drawback.

Try it, everything must be tried.

 
Ivan:

What exactly has been changed?

I've given it somewhere before. Here's more.

 
Дмитрий Хлыстов:

Thanks for the tips on points 2,3. I will be testing.

As for closing, of course it is possible to close when the opposite signal triggers, i need to think... what will give more effect

i want to trail something when it reaches a certain level. it will be a drawback but i also do not want to have a big drawdown. i have to think about it))

thanks

The market doesn't move by points, i.e. it's not based on points. It moves from level to level. Distance is better measured in trend time. Perhaps in ticks, but not in pips.

1...142143144145146147148149150151152153154155156...171
New comment