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LCF Theta Vector

LCF Theta Vector is based on custom variation of RSI indicator in assistance of vector algorithm and built-in AUTO_OPTIMIZER module that allows for dynamic adaptation to current market conditions (no calibration needed) - the specific result is chosen on the basis of several different coefficients. All additional stoploss mechanics can be used together.

EA can be run on different symbols and timeframes but for reducing demand on computing power internal parameters are narrowed and it is highly recommended to run it on this pairs and time frames:

  • XAUUSD (GOLD) at H1 time-frame (recommended LVL=12)
  • USDJPY at H1 time-frame (recommended LVL=10)
  • EURUSD at H1 time-frame (recommended LVL=12)
  • XAGUSD (SILVER) at H1 time-frame (recommended LVL=15)
  • and more in future

Default parameters are dedicated for XAUUSD symbol at H1 time frame.

Monitoringhttps://www.mql5.com/en/signals/470899

Implemented Modules

  • AUTO_OPTIMIZER - takes a piece of the market, then it makes from hundreds to even thousands of simulations with various parameters combinations, results are being further calculated and best result is applied for next period. For each symbol which is susceptible to used method, usable variants are narrowed to increase work speed and prevent from price anomalies. Some variants must be excluded for some symbols, becouse even if they have good results in simulation they don't have good performance in next period of time. Possible states:
    • R/x.xx - positive result from main optimization process;
    • R/x.xx/e - positive result from sub-layer of optimization process;
    • R/0 - no positive result from optimization process.
  • AUTO_LOT - auto-calculation of LOT value based on SL, BASE2ACC_RATIO and RISK values according to actual account balance. In most cases EA automatically obtain or calculate BASE2ACC_RATIO value. Otherwise it returns alert and value should be inserted manually (exchange ratio between margin and account currencies).
  • DTSL - (Differential Trailing Stop Loss) hybrid mechanism of trailing stoploss and takeprofit. DTSL_POINTS value determines hidden take profit level and the closer the price is to this level, the tighter it becomes the stoploss. Check comments section to see graphic explanation.


Requirements

  • Hedging account;
  • Recommended initial capital 1000+ USD (if minimum LOT=0.01) and 10000+ USD (if minimum LOT=0.1) for each pair;
  • About 2000 bars of history on chart;
  • In some cases patience of the user (on XAGUSD there is average 8 trades per month).


Inputs

  • Stop Loss - if true, use classic stop loss (required to enable additional stoploss mechanics).
  • Stop Loss Breakeven - if true, use standard break-even mechanic (according to SL_POINTS value).
  • Trailing Stop Loss - if true, use standard trailing stop loss mechanic (accoirding to TSL_POINTS value).
  • DTSL module - if true, use DTSL mechanics (according to DTSL_POINTS value).
  • VOC module:
    • if true, in state (R.0) EA will not open additional orders.
    • if false, in state (R.0) EA will use last known good result to open next orders.
  • Stop Loss points - initial stop loss value in points.
  • Trailing Stop Loss points - trailing stop loss value in points.
  • DTSL points - DTSL take profit value in points.
  • Auto LOT calculation - if true, use AUTO_LOT module.
  • Auto LOT risk % - maximum risk per trade in percentage of current account balance (recommended range: 1-3).
  • Base/Account currency ratio - exchange rate between "margin_currency" from symbol specification and account currency (margin/account).
  • Buy order MAGIC - unique number for buy orders.
  • Sell order MAGIC - unique number for sell orders.
  • Fixed LOT - fixed LOT value (if AUTO_LOT=false).
  • LVL - max number of subsequent orders (separately for buy and sell, recommended range: 5-15).
  • Order comment - comment for orders.
  • Info Y distanse - position of interface on Y axis


Gerhard Füssel
322
Gerhard Füssel 2018.10.12 02:51 
 

This is an outstanding EA for long term using; i recommend to read the rating of Mr. Eric Ruvalcaba ( the first rating of this EA ) as it confirms my own positive conclusion to 100%.

Aceman123
409
Aceman123 2018.10.05 13:49 
 

Great profitable EA with little DD and long-term stability.

Highly recommended.

Marcus Nyman
786
Marcus Nyman 2018.09.27 19:44 
 

Very good system. Reliable and consistant.

The new update looks very promising

Keep it up!

Arbitrage_V
187
Arbitrage_V 2018.09.10 08:36 
 

This EA is incredible! It makes me real money and it correlates with its backtesting results! Nice Artur!

Christian Astillero
1923
Christian Astillero 2018.09.06 20:05 
 

I really like this EA, thank you very much Artur! Waiting for more pairs!

Jozef Vasko
695
Jozef Vasko 2018.08.24 16:23 
 

User didn't leave any comment to the rating

Eduardo Zuloaga
486
Eduardo Zuloaga 2018.05.10 01:01 
 

User didn't leave any comment to the rating

Eric Ruvalcaba
666
Eric Ruvalcaba 2018.05.07 17:55 
 

Great developer, efficient and hard working, keeps on improving an already great product, open to suggestions and quick on fixing any issue.

Forward testing on a real ECN account delivers very stable profits for 6 months now!(the whole point here), also it gets high resemblance to backtests (no need to be the exact same) with the next strict conditions:

-99.9% quality tick data.

-Historical real floating ECN spreads (without a cap)

-15 years backtests.

-Using expensive $8 USD commissions per lot per round.

-Simulating broker latencies realistically at a range between 50 and 350 ms.

-Simulating realistic market hours live execution.

-Considering swap costs.

Results:

-Obtained very high long term stability for the different pairs above 0.9

-Ret/DD metrics above 50.

-Tandem portfolio at .99 stability.

-Tandem portfolio win rate above 60%

-Tandem portfolio symmetry above 85%

-Average win higher than average loss.

-Some interesting stats: https://www.mql5.com/en/market/product/27074#!tab=comments&page=5&comment=7199738

-Multimarket robustness tests by Boris Sedlar: https://www.mql5.com/en/market/product/27074#!tab=comments&page=4&comment=6729855

Congratulations to Artur Brud, SUPERB product!

Version 9.3 2018.10.06
1) Minor tweaks in optimization sub-layer (it should be faster with same or very similar results).

2) Added accuracy of optimization result in interface. By accuracy it means percentage of profit trades. It don't guaranty future accuracy.

3) Minor bug fixes (like opening additional trade when reinitiating at signal candle).
Version 9.2 2018.10.02
Urgent bug fix
Version 9.1 2018.09.29
1) Implemented additional sub-layer in self-optimization process that should compensate negative differences between version 8.9 and 9.0 but in some situations self-optimization can take a while (affecting test speed too). Unfortunately this layer isn't well optimized yet.
There is also additional state (R.x.xx.e) which means that result comes from this additional sub-layer.

2) added switch input for VOC module.
If VOC=true then in state (R.0) EA will not open additional orders.
If VOC=false then in state (R.0) EA will take last known good result and on this basis it will open next orders.
Version 9.0 2018.09.29
1) Implemented new self-optimization procedure with new recommended SL values:
XAUUSD - 1800
USDJPY - 340
EURUSD - 280
XAGUSD - 180
LVL values remains the same.

2) added simple interface with option to change LOT or RISK value without EA reinitialization.

3) added information about self-optimization result:
"NOT CALIBRATED (R0)" - means that optimization process have not give any positive result. In this state EA will not open additional orders, previously opened orders will be still managed.
"CALIBRATED (Rx.xx)" - means that optimization process gives positive result. Value after R represents ratio between current and previous optimization result (lower than 1 means worse result and higher than 1 means better result).

In some cases state R0 can remain even for a month, but in this time EA is still self-optimizing to adapt to new conditions.

4) added inputs:
Order comment - determines order comment
Info Y distance - determines position of interface on Y axis

5) removed drawing of indicators in visual testing mode.
Version 8.9 2018.07.23
1) Added internal calibration parameters for EUR/USD symbol.
2) Correction of AUTO_LOT module for currency pairs.
3) Minor bug fixes and code optimization.
Version 8.7 2018.01.12
1) Implementation of additional stoploss mechanics:
- added SL_BREAKEVEN input
- added TRAILING_SL input
- added DTSL input
- added TSL_POINTS input
- added DTSL_POINTS input
2) Implementation of auto-calculation of BASE2ACC_RATIO value