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SAWA BlackBox Alpha MT5

#Multicurrency #Arbitrage #Hedging #28Symbols  @AUD @CAD @CHF @JPY @NZD @USD @EUR @GBP 

In the globalisation process that the world economy has undergone in the last two decades, financial markets have played a leading role. The easy and fast access to information, together with the growing economic interdependence between the different commercial blocks, have caused more and more economic agents to participate in non-national financial markets. Even small investors, thanks to the Internet and other information technologies, have opportunities to invest in foreign exchanges. But when doing it in another country, it is very important to take into account the risk you run when investing in another currency.

BlackBox-Alpha builds an abstract representation, a conceptual  model where general rules and concepts are derived from the price. This is a mathematical model designed to represent (a simplified version of) the performance of a financial asset or portfolio of a business, project, or any other investment. The general structure of any financial model is standard: input – calculation algorithm – output; with which the expert advisor directs it's trades on 28 SYMBOLS.


Expert Settings:

1. Close with Profit (€): This variable is used to calculate the target of the positions. This is calculated by multiplying the value of the parameter by the balance and divided by delta. In this way, with the parameter at its default value (1), if a capital of 50,000 and a delta of 10,000 are used, the target will be € 5. With a closeWithProfit == 2 the target would be € 10, etc.


2. Spread times to open: To open a triangle or a hedge the robot uses a mathematical model that calculates the inefficiency of the market. The inefficiency must be greater than N times the spread to open a triangle or a hedge. By default the value is two times, that is, 6 times the spread for triangles and 8 times the spread for hedges, since they consist of 3 and 4 positions respectively.


3. Max triangles / Hedge per symbol: With this parameter the martingale is adjusted. It is the number of times that a triangle / hedge can be opened with the same magic number. If the signal for a triangle / hedge is produced again, the robot will open another position as long as it has entered fewer times than the value of this parameter. That is, the robot can open a triangle / hedge N times with the same magic number. Another factor to keep in mind is that when closing positions the profit is calculated by magic number. If the robot has opened two triangles with the same magic number, it will close the six positions when they reach the target. It does not do partial closings.


4. Grid Size: The last parameter is the minimum distance that has to be between the current price and the price of a position with the same magic number in the same symbol, for all symbols of the T / H. If this distance is not fulfilled in all symbols of the T / H, no other will open with the same magic number.


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Sadasoft
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Sadasoft 2020.05.04 19:57   

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Version 3.3 2020.07.10
1. Spread is mesuren against a fix value in points to avoid zero spread error.
Version 3.2 2020.07.01
1. Close function now does not print los unless log is active to avoid inecessari disk space usage.
2. Strategy 1 has trailing stop equal to profitToClose(€).
3. Strategy 1 & 2 only buys back if the profit of the magic number is below zero.
4. Strategy 1 & 2 now have martingale lot multiplier equal to pow('martingale',TotalTradesPerMagic).
5. Added again the TwoCurrencies Option on Symbols select menu.
6. Added A grid strategy. Not useful
7. Added AddCustomSymbols functionality to observe the backgrounds of the EA.
- https://youtu.be/CY4OB2Mf1RU
Version 3.1 2020.05.21
1. AJN and ACJ had two symbols missing.
2. If log is ON the expert prints the diff value each time it opens a position. This value can be used to optimize spredTimesToOpen input.
3. Strategy 1 & 2 no have stoploss based on currency times balance diveded by delta. Loss = €*(BLANCE/delta)
4. Strategy 1 has a new input to chosse expansion or contraction.
Version 3.0 2020.05.14
1. Strategy One now has takeprofit and stop loss but closeWithProfit function is still enabled all the time so if the position reaches the specified target it closes it.
Version 2.9 2020.05.12
1. An 'and should replace an 'or' in the time filter to work properly.
Version 2.8 2020.05.12
1. Attempt to reduce the execution time in the tester.
2. Delta is increased by 10 for those triangles/hedge that use lotstep 0.1
Version 2.7 2020.05.12
1. There was a bug with the strategy 2 lot size.
2. Ended an infinite loop.
3. Now the expert locks itself after closing all trades in case equity reaches loss level and closeByLoss is activated.
Version 2.6 2020.05.11
1. An 'and should replace an 'or' in the time filter to work properly.
Version 2.5 2020.05.08
1. The expert now doesn't close trades outside the time range.
Version 2.4 2020.05.06
1. Added Time Limit By Hours.
2. Deleted CurrencyOne & CurrencyTwo symbols selection.
3. Added MarketWatch symbol selection.
Version 2.3 2020.04.29
1. Profit for all magics are calculated within one iteration instead of one iteration per magic. With which the execution time is reduced.
Version 2.2 2020.04.27
1. Lot variable was defined multiple times.
2. Orders are executed within 1 MS. instead of 1S.
3. Some settings are hidden.
4. The "dontOpenNewTrades" function has been added to the machineState option.
5. Version 1.9 did not close all the trader due to bug.