Spécifications
1. The idea of the trading system is as follows: market entries are performed when MACD's main and signal lines intersect in the current trend direction.
2. Trend is determined based on the Exponential Moving Average with the specified period (InpMATrendPeriod). If the current EMA value is greater than the previous one, the trend is seen as growing (ema_current > ema_previous). Alternatively, if current EMA is below the previous one, the trend is considered to be falling (ema_current< ema_previous).
3. Trading Signals:
Buy signal: the main MACD line crosses the signal line upwards (macd_current>signal_current && macd_previous<signal_previous).
Sell signal: the main MACD line crosses the signal line downwards (macd_current<signal_current && macd_previous>signal_previous). The below figure shows Buy and Sell cases.
4. Positions are closed at opposite signals: Buy positions are closed at Sell signals, and Sell positions are closed at Buy signals.
5. Positions are opened at the market price, when a new bar emerges. The Expert Advisor is to be tested using Open prices, so there is no need to add functions for disabling operations inside the bar.
6. Additional filters for opening a position:
The absolute value of MACD's main line will be used to filter out weak signals: the signal is only confirmed if this value is greater than open_level (in points). Signal confirmation conditions are as follows:
Confirmation of a buy signal: Abs(macd_current)>open_level
Confirmation of a sell signal: macd_current>open_level
7. Additional filters for closing a position:
The absolute value of MACD's main line will also be used to confirm position closure: the signal is confirmed if this value is greater than close_level (in points). Close signal confirmation conditions are as follows:
Confirmation to close Buy positions — macd_current>close_level
Confirmation to close Sell positions — Abs(macd_current)>close_level
8. Close by Take Profit — during position opening, a Take Profit level is set at a fixed distance from the open price, specified in points. The value is set in the InpTakeProfit input parameter.
9. Position management
TrailngStop is used to protect profit. Stop Loss is set if profit in points exceeds the value specified in the InpTrailingStop parameter. If the price continues to move in the profit direction, Stop Loss should be trailed at the given distance. Stop Loss cannot be moved towards the loss direction, i.e. the Stop Loss value cannot be increased. If none of protective orders (Take Profit or Stop Loss) triggers, the position should be closed by an opposite signal. No other position exit methods are available.
Répondu
1
Évaluation
Projets
715
34%
Arbitrage
34
71%
/
9%
En retard
22
3%
Gratuit
2
Évaluation
Projets
25
52%
Arbitrage
3
0%
/
100%
En retard
2
8%
Gratuit
3
Évaluation
Projets
90
29%
Arbitrage
24
13%
/
58%
En retard
7
8%
Travail
4
Évaluation
Projets
2
0%
Arbitrage
5
0%
/
80%
En retard
1
50%
Gratuit
5
Évaluation
Projets
403
28%
Arbitrage
40
40%
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50%
En retard
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0%
Gratuit
6
Évaluation
Projets
1731
49%
Arbitrage
53
70%
/
13%
En retard
38
2%
Gratuit
7
Évaluation
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8
13%
Arbitrage
3
0%
/
33%
En retard
2
25%
Gratuit
Publié : 1 code
8
Évaluation
Projets
3388
68%
Arbitrage
77
48%
/
14%
En retard
342
10%
Travail
Publié : 1 code
9
Évaluation
Projets
664
32%
Arbitrage
42
45%
/
45%
En retard
12
2%
Chargé
10
Évaluation
Projets
62
23%
Arbitrage
8
25%
/
38%
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10
16%
Travail
11
Évaluation
Projets
20
25%
Arbitrage
0
En retard
2
10%
Gratuit
Publié : 3 codes
12
Évaluation
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1428
59%
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31
81%
/
0%
En retard
10
1%
Gratuit
13
Évaluation
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2925
63%
Arbitrage
123
45%
/
25%
En retard
429
15%
Gratuit
14
Évaluation
Projets
559
35%
Arbitrage
80
31%
/
44%
En retard
203
36%
Gratuit
15
Évaluation
Projets
90
43%
Arbitrage
4
0%
/
100%
En retard
3
3%
Travail
16
Évaluation
Projets
316
70%
Arbitrage
2
100%
/
0%
En retard
0
Gratuit
Publié : 1 code
17
Évaluation
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0
0%
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0
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0
Gratuit
Publié : 1 code
18
Évaluation
Projets
146
34%
Arbitrage
13
8%
/
62%
En retard
26
18%
Gratuit
Publié : 6 codes
19
Évaluation
Projets
0
0%
Arbitrage
0
En retard
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Gratuit
20
Évaluation
Projets
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0%
Arbitrage
0
En retard
0
Gratuit
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