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Mean Reversion

This trading algorithm is designed for trading significant intraday market movements. The trading robot allows to flexibly adjust trading parameters, including the risk level per trade, so that it is possible to maintain a balance between expected return and drawdown.

The robot locks profit using Trailing Stop.

The EA adapts to the current volatility values when calculating the Take Profit and Stop Loss levels.

It is not recommended to set up the algorithm for trading at low volatility, for example, during the night.

Please take into account the order of magnitude of coefficients during optimization.


Parameters

  • period_p0 - the number of bars before the current, for the first control point during the trend check
  • period_p1 - the number of bars before the current, for the second control point during the trend check
  • period_p2 - the number of bars before the current, for the third control point during the trend check
  • period_pt_sell - the number of bars before the current, for checking the trade signal to sell
  • period_pt_buy - the number of bars before the current, for checking the trade signal to buy
  • TrailStep - step of change for Trailing Stop
  • SpreadFilter - maximum allowable spread value for trading
  • RiskPercent - risk used for opening a position as a percentage of capital (not taking into account the possible slippages of Slop Loss)
  • StdDevPeriod - standard deviation period, used for calculation of dynamic parameters
  • Coef_sl - coefficient which is used for calculation of dynamic Stop Loss
  • Coef_ts - coefficient which is used for calculation of dynamic Trailing Stop for an opened position in points. Once this value is reached, Trailing Stop will be activated
  • Coef_delta - coefficient of the minimal rollback value of the current price from the first control point
  • trade_start_hour - trading start hour (server time), after that time the EA is allowed to open positions
  • trade_stop_hour - trading end hour (server time), after that time the EA is not allowed to open positions
  • ConditionTimeOut - time to search for a trade signal within the current trend
Nork
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2017.07.21 14:35 
 

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Version 1.1 - 2016.11.11
- Logic which gathers data from indicators has been upgraded
- TrailingStop function has got new logic of quotes checker