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Capr2012

Multicurrency Expert Advisor. This exact version participates in Automated Trading Championship 2012.

Indicators are not used. As a real time daily volatility indicator it uses the new order type BUY/SELL STOP-LIMIT introduced in MetaTrader 5

Orders are placed in both directions four times a day at 06:00, 10:00, 16:00 and 18:00 according to time on MetaQuotes-Demo. Non-triggered pending orders are canceled at the end of day. Open positions are closed entirely by Take Profit or Stop Loss. Open positions can be increased, decreased or reversed when next pending orders trigger.

Description of general input parameters:

  • risk - risk level, trade volume in lots for the balance of $10000;
  • const_lot - constant trade volume;
  • Lot - lot size if constant trade volume is used;
  • count_order_all - maximum number of pending orders (for the Championship).

Description of currency pair parameters (on the example of currency 0, 12 pairs in total, 0-11):

  • Symb0 - symbol name;
  • Kuda0 - trade direction for the currency pair; 0 - sell, 1 - buy, 2 - both;
  • Trade0 - if true, the EA is allowed to trade with the currency pair, if false - not allowed;
  • StLoss0 - Stop Loss for the currency pair;
  • TkProfit0 - Take Profit for the currency pair;
  • Step0 - price range for estimation of the daily volatility of the currency pair.

Testing parameters used to obtain the results demonstrated on the screenshot:

risk = 0.8 (not used when const_lot = true)
const_lot = true
Lot = 0.1
count_order_all    = 99

Symb0 = "EURUSD"
Kuda0 = 2
Trade0 = true
StLoss0 = 900
TkProfit0 = 2000
Step0 = 400

Symb1 = "USDCHF"
Kuda1 = 2
Trade1 = true
StLoss1 = 400
TkProfit1 = 1100
Step1 = 300

Symb2 = "USDJPY"
Kuda2 = 2
Trade2 = true
StLoss2 = 300
TkProfit2 = 1800
Step2 = 100

Symb3 = "USDCAD"
Kuda3 = 2
Trade3 = true
StLoss3 = 500
TkProfit3 = 1800
Step3 = 100

Symb4 = "AUDUSD"
Kuda4 = 2
Trade4 = true
StLoss4 = 900
TkProfit4 = 1400
Step4 = 400

Symb5 = "EURGBP"
Kuda5 = 2
Trade5 = true
StLoss5 = 900
TkProfit5 = 1000
Step5 = 200

Symb6 = "EURCHF"
Kuda6 = 2
Trade6 = false
StLoss6 = 900
TkProfit6 = 2000
Step6 = 100

Symb7 = "EURAUD"
Kuda7 = 2
Trade7 = false
StLoss7 = 600
TkProfit7 = 1900
Step7 = 100

Symb8 = "GBPCHF"
Kuda8 = 2
Trade8 = false
StLoss8 = 700
TkProfit8 = 1400
Step8 = 600

Symb9 = "GBPUSD"
Kuda9 = 2
Trade9 = true
StLoss9 = 500
TkProfit9 = 1900
Step9 = 300

Symb10 = "GBPJPY"
Kuda10 = 2
Trade10 = false
StLoss10 = 400
TkProfit10 = 1900
Step10 = 100

Symb11 = "EURJPY"
Kuda11 = 2
Trade11 = true
StLoss11 = 350
TkProfit11 = 1800
Step11 = 150

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