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Compression Tre

The TRE Model

The algorithm of this model produces three elements for making trade decisions as a result of compressing:

  • Prevailing direction of the price movement;
  • Maximum deviation against the prevailing direction in future.
  • Maximum deviation towards the prevailing direction in future. 

These three elements are used by the Expert Advisor for making trade decisions on the best direction for entering and for setting the best take profit.

General Description

Using three unique algorithms (UNO, DUO, TRE) Compression Expert Advisor compresses a lot of factors of the price movement. Each factor contains some useful information. Due to compression we get the elements that contain useful information (clearly describing a specific property). Further trade decisions can be easily made using these elements. Factors are gathered on ranges with different periods in order to increase the informational capability of the final elements.

Note that fewer elements there are, the higher is their informational capability. This is the distinctive feature of each algorithm.

The Expert Advisor has been developed for EURUSD H1, and this chart is recommended for operation.

The Expert Advisor includes 4 methods of money management:

  • fixed lot size;
  • volume calculated using a value specified in a global variable as an amount of assets (in the deposit currency);
  • percentage of free assets;
  • fixed proportion.

Additional Information

All my Expert Advisors can support "hedge" trading. It means that all my Expert Advisors can trade simultaneously on a single currency pair without causing any conflicts and violating the trade logic. This is similar to the "hedge" trading in MetaTrader 4. For example, you can run one and the same Expert Advisor on two different timeframes sum. The Expert Advisors also include a panel for performing trade operations and managing positions, and it supports order based trading.

It should be also noted that all the trade functions in my Expert Advisors are adapted to trading in the real time mode on any accounts. I check and improve the functions using them by myself.

Description of Parameters of the Trading System

Parameter Name Description
Trading System Settings
LOC_Enabled_ Switch to the order based mode of trading.
CLOSING_Wait_ Don't open new positions while there is one.
SL_Value_ Fixed stop loss value in points.
LEVEL_Hi_Signal_ Upper level value.
LEVEL_Lo_Signal_ Lower level value.
SIGNAL_Checks_Total_ Number of bars for forming a signal.
SIZE_Piece_1_ Number of bars for the 1-st range.
SIZE_Piece_2_ Number of bars for the 2-nd range.
SIZE_Piece_3_ Number of bars for the 3-rd range.
SIZE_Piece_4_ Number of bars for the 4-th range.
GRAD_Increas_ A value required for the algorithm calculations.
MAX_Piece_Dev_ Maximal deviation of values calculated on the small sections.
SYMBOL_Default_Dev_Standard deviation of quotes in points. The direction is determined by the prevailing direction for trading.
Trading Settings
LOC_Enabled_ Activator of the order based mode of trading in the Expert Advisor.
SPREAD_Max_ Spread limit for opening a position (5 points is a recommended value).
TRADE_ATTEMPTS_ Number of attempts to send an order in case it is rejected by the broker.
TRADE_DELAY_ Timeout before another attempt in milliseconds.
Note: points are specified as for 4 digit quotes. The Expert Advisor will convert the values if necessary.
2017.01.31 06:38 

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Rodrigo da Silva Boa
2016.01.23 23:58 

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Vadim Strelkov
2014.03.18 10:00 

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Version 4.4 - 2016.05.20
- trading functions modified.
- the implementation of hedging (LOC mode) is removed. Now, the EA trades only the net position (for net accounts) ignoring the magic number.

NOTE: now it is allowed to run only one copy of the EA for a single symbol (the trading instrument). If you want to run multiple copies of the EA on the same symbol, then please use the additional symbols (special characters, prefix/postfix) or use a hedge account.

- added support for hedge accounts.
Version 4.2 - 2015.10.02
- Added new, better models:

- Fixed and improved trading functions:
Now, the EA trades only its own positions, separating them from others using "Magic number".
LOC mode is completely rewritten. Now, a built-in HEDGE mode is used instead of it - the implementation of stop loss and take profit using pending orders, and trading only its own positions.
- Increased the speed of calculations.
- Added the manual stop loss and take profit limiter (in points, with automatic conversion for the necessary sign).
- Improved "Custom max" for optimization in the strategy tester.
- Added the new magical number 14143001 to avoid conflicts.
- Money management: added a choice of 3 modes of calculation in % of:
Available funds
- Temporarily removed the graphical panel.
Version 4.0 - 2015.02.05
- Full modification of the system. The system is based on universal models.
- Modified the money management.
- Initial set: 21 universal models.
Version 2.1 - 2014.04.14
- Improved reliability in trading operations.
- Fixed errors in mode LOC.
- Improved reliability in mode LOC.
- Remove extended money management AVM.
- Fixed errors of the UI panel.
Version 2.0 - 2013.09.02
- Improved the trading system algorithm.
- Improved trade functions.
- Fixed error in mode LOC_Enabled_ = ON.
- Added mode LOC_Monitor_Enabled_ to control stop losses and take profits of LOC-positions when the LOC_Enabled_ is disabled (OFF).
- Extended functionality of the UI panel.
- Added extended money management AVM.