Jinsong Zhang / Profile

Automation of trading strategies involving graphical patterns requires the ability to search for extreme points on the charts for further processing and interpretation. Existing tools do not always provide such an ability. The algorithms described in the article allow finding all extreme points on charts. The tools discussed here are equally efficient both during trends and flat movements. The obtained results are not strongly affected by a selected timeframe and are only defined by a specified scale.

The MetaTrader 5 platform allows developing and testing trading robots that simultaneously trade multiple financial instruments. The built-in Strategy Tester automatically downloads required tick history from the broker's server taking into account contract specifications, so the developer does not need to do anything manually. This makes it possible to easily and reliably reproduce trading environment conditions, including even millisecond intervals between the arrival of ticks on different symbols. In this article we will demonstrate the development and testing of a spread strategy on two Moscow Exchange futures.