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Regression Grid

Regression Grid Expert Advisor applies the invariant approach when searching for entry points and uses mathematical methods to evaluate their quality when analyzing entries and exits so that the lower profit threshold of orders is always set at breakeven, while the upper one depends on the market situation, volatility and other features.

Entry points: The robot receives entry points from five trading robots: following a trend, following technical analysis patterns, trading by volumes, applying fundamental analysis, as well as applying mean square deviations from the average statistical market indicators. The robot sets original take profits, while a pending order in another direction is set on a stop loss level with a double lot size. This makes the EA more flexible in trading since the strategies are very diversified and have a different trading focus. If signals from more than one trading robot arrive, Regression Grid compares expected profit and potential loss and creates a ranking table. A market entry is performed using the algorithm of one auxiliary robot only. Also, Regression Grid compares the best currency pairs of each of the auxiliary robots adding another method of objective assessment to the ranking table. Analysis of currency pairs is conducted in parallel: different trading algorithms may be applied for working with different currency pairs.


  • InpMagicNumber - magic number
  • InpLots - lot size
  • InpBalanceForTrading - deposit size
  • InpStopOut - deposit size used for trading
  • InpVolatilityPeriod - period, within which the volatility is calculated
  • InpVolatilityTF - volatility period timeframe
  • InpVolatilityCoef - volatility ratio for the grid "step"
  • InpCalculateFromStartBalance - conduct calculations from the starting deposit size
  • InpMultiplier - lot multiplier for a subsequent trade
  • InpMinProfit - minimum profit in % of the deposit for closing orders if more than one trade is opened
  • Risk tolerance - risk tolerance, 1 - maximum, 0 - minimum
  • InpAntiFlatPeriod - flat definition period
  • InpAntiFlatEtalonAngle - chart slope angle, at which a trend is perfect, for example 45 degrees
  • InpAntiFlatRange - grid step increment. 1 - no changes
  • InpAntiFlatMinAngle - minimum acceptable chart slope in degrees
  • InpZeroPositionMinProfit - minimum profit, at which the grid or a separate order is moved to breakeven and trailing stop is activated
  • InpZeroPositionSL - stop loss distance after moving a position to breakeven
  • Absorption_InpMinHeight - minimum candle size for forming a market entry signal
  • Absorption_InpATR - ATR value
  • Divergence_InpPeriod - number of analyzed candles
  • Divergence_InpAngle - minimum angle to define divergence
  • Divergence_InpMACD_Signal - MACD signal line
  • Divergence_InpFiboCoef - Fibo ratio to define a take profit
  • Volume_doji_InpDispertionCoef - minimum volume level ratio
  • Volume_doji_InpAveragePeriod - number of analyzed bars
  • Volume_doji_TakeProfit - take profit
  • Envelopes_MA_Period - indicator calculation period
  • Envelopes_OpenDeviation - indicator deviation to open a trade
  • RegressionExpert_InpMinN - minimum number of candles for analysis
  • RegressionExpert_InpMinR - minimum determination ratio (R^2)
  • RegressionExpert_InpSecondRRatio - R^2 value for defining the end of a trend
  • RegressionExpert_InpMinAlpha - minimum regression slope angle
  • RegressionExpert_InpTrend - allow opening a trade if a trend was detected during the previous analysis period
  • RegressionExpert_InpFlat - allow opening a trade in flat
  • RegressionExpert_InpContrTrand - allow opening a trade against a trend.
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Version 2.0 2017.10.25
Added the floating trade function.
Added hidden take profits.
Minimum deposit is $1000.
Recommended lot is 0.01.
We recommend increasing the lot by 0.01 per each 0.01.