Weekend evening - page 5

 
Лауреат:
where to send

See first post:

Forum on trading, automated trading systems and trading strategy testing

Holiday Evening

Vladimir Karputov, 2018.03.31 13:16

This thread accepts requests for "quick bang for the buck MQL5 Expert Advisor" onlyon weekends.

I reserve the right to agree to make an EA as well as to refuse it :)

If an EA appears, its code MUST be published OPEN.


Note: theweekend term - Late Friday Evening, All Saturday and Sunday.



 
You can break down the EA by function. I can present it as a function.
 
Vladimir Karputov:

Hello.

Terms of Reference.

For hedge and netting accounts.

Condition for opening a position.

The height of the body of the current candle is "a_" percent higher than the average height of "b_" number of candles. Entry "c_" seconds before the signal candle closes in the direction of the candle, or in the opposite direction when "revers"=true. After opening a position in the direction of the candle (at "revers"=false), set an averaging limit order with the volume equal to the lot of the previous trade, multiplied by the "koef" coefficient, at a distance of "d" percent of the current candle's height from the trade price.

When activating a limit order, set the limit order at the same distance from the price of the last trade as the distance from the opening of the first trades. Limit the quantity of installations of the limit order "e_" times. If "reverse"=true, do not set the averaging order.

Take profit.

Limit order instead of TAP.

Set a limit order after opening the position at the distance of "tp_". In case the price moves against the position and activates the averaging order, then move the Limit order to the distance "tp_" from the average price of transactions and increase its volume in accordance with the volume of the position. If upon activation of the order "tp_" the position is not closed in its entirety, close the remaining volume on the market.

Transfer to B.O.U., trawl.

If the current price is higher than the position price plus f_" per cent of the signal candle height, set a stop order with an appropriate lot to the breakeven price taking into account the accumulated swap and commission. As swap is accumulated, adjust the order price.

If the current price is higher than the position price plus "g_" per cent of the signal candlestick height, move the stop order to a distance of "h_" from the current price, pull the stop order if the price has changed by a step = "i_" points.

Stop loss - "sl_", zero by default, do not set. If more than zero, set stop order at a distance of "sl_" points from the price of transaction, if more than one transaction is open, then from the average price of transactions. Close according to the market if the volume of stop order is not executed all.

In external settings put a lot "lots_" fixed or percentage of the deposit and all parameters from the task "a_", "b_", etc.


 
Sile Si:

Hello.

Terms of Reference.

For hedge and netting accounts.

Condition for opening a position.

The height of the body of the current candle is "a_" percent higher than the average height of "b_" number of candles. Entry "c_" seconds before the signal candle closes in the direction of the candle, or in the opposite direction when "revers"=true. After opening a position in the direction of the candle (at "revers"=false), set an averaging limit order with the volume equal to the lot of the previous trade, multiplied by the "koef" coefficient, at a distance of "d" percent of the current candle's height from the trade price.

When activating a limit order, set the limit order at the same distance from the price of the last trade as the distance from the opening of the first trades. Limit the quantity of installations of the limit order "e_" times. If "reverse"=true, do not set the averaging order.

Take profit.

Limit order instead of TAP.

Set a limit order after opening the position at the distance of "tp_". In case the price moves against the position and activates the averaging order, then move the Limit order to the distance "tp_" from the average price of transactions and increase its volume in accordance with the volume of the position. If upon activation of the order "tp_" the position is not closed in its entirety, close the remaining volume on the market.

Transfer to B.O.U., trawl.

If the current price is higher than the position price plus f_" per cent of the signal candle height, set a stop order with an appropriate lot to the breakeven price taking into account the accumulated swap and commission. As swap is accumulated, adjust the order price.

If the current price is higher than the position price plus "g_" per cent of the signal candlestick height, move the stop order to a distance of "h_" from the current price, pull the stop order if the price has changed by a step = "i_" points.

Stop loss - "sl_", zero by default, do not set. If more than zero, set stop order at a distance of "sl_" points from the price of transaction, if more than one transaction is open, then from the average price of transactions. Close according to the market if the volume of stop order is not executed all.

In the external settings, specify a lot "lots_" fixed or a percentage of the deposit, and all parameters from "a_", "b_", etc.


Note 1: either netting or hedging. A vinaigrette is not supported. The choice will be for the hedge. Everyone who trades on netting and on the exchange is flying at the speed of plywood over Paris (at least until the Exchange opens me access).

 

Hello!

There is an indicator for market-neutral basket trading. The code is closed. You can trade on it with an index against the included instruments for example, watching the correlation and entering manually. But for efficiency and accurate fast entry in real time, there is no Expert Advisor, that would buy all instruments simultaneously on a signal - when lines reach a certain value, and vice versa - sell all (or roll over) on a reverse signal.

Do you have one in ready-made form? Or maybe you want to make an interesting robot based on such a principle?



 
ottenand:

Hello!

There is an indicator for market-neutral basket trading. The code is closed. You can trade on it with an index against the included instruments for example, watching the correlation and entering manually. But for efficiency and accurate fast entry in real time, there is no Expert Advisor, that would buy all instruments simultaneously on a signal - when lines reach a certain value, and vice versa - sell all (or roll over) on a reverse signal.

Do you have one in ready-made form? Or maybe you want to make an interesting trading robot based on such a principle?

This is exactly the same TS that needs to be traded manually, the robot will not give you the advantages - there will be a lot of false entries. I've written and tested it, the robot did not give any result, but I got very good results with my hands.

 
Vladimir Karputov:

Note 1: either netting or hedging.

In that case, netting.

 
Sile Si:

In that case, netting.

Netting Forex or Netting the Exchange?
 
Vladimir Karputov:
Netting Forex or Netting Exchange?

Netting Exchange.

 
Sile Si:

Netting Exchange.

Sorry, until the stock exchange gives access, all stock exchange enthusiasts go flying over Paris.
Reason: