Create an Expert Advisor for strategy in BTCUSDm using MT4

Spécifications

Input parameter:

  • Timeframe = 5 mins
  • ATR length = 5
  • Multiplier = 1
  • RSI length = 14
  • RSI Value =50
  • Lot size = 0.01 lots.


Strategy Rules

Bullish Trade Entry:

If the price crosses above the supertrend value and the RSI >50, and the volume of the current candle is higher than the average volume of the last 3 candles.

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)
  • RSI(1) > 50
  • Volume(1) > (Volume(2)+Volume(3)+Volume(1))/3


Bullish Trade Exit :

If the price crosses below the SuperTrend Value

  • Close(1) < SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)


Bearish Trade Entry

If the price crosses below the supertrend value and the RSI <50, and the volume of the current candle is higher than the average volume of the last 3 candles.

  • Close(1) < SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)
  • RSI(1) > 50
  • Volume(1) > (Volume(2)+Volume(3)+Volume(1))/3


Bearish Trade Exit :

If the price crosses above the SuperTrend Value

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)


Crosses above the condition

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)


Crosses below the condition

  • Close(1) > SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)


Terms should be used in such a way

  • Close(1) = previous candle (just closed)
  • Close(2) = candle before that
  • SuperTrend(1) = SuperTrend Value of previous candle (just closed)
  • SuperTrend(2) = SuperTrend Value candle before that
  • Volume(1) = Tick volume of the previous (just closed) candle
  • Volume(2) = Tick volume of the candle before the previous one


RSI(1) RSI value of the previous (just closed) candle


Note


1. Make sure all the entries and exits will take place at the close price of the candle just closed

Only One Trade at a time, means once the bullish Trade is exited, then only we will look for a bearish trade and vice versa.


2. For Indicator

For SuperTren,d build a custom Indicator that can be plotted in any chart and use it with the help of iCustom() inside the EA

For RSI, use the default function iRSI() inside the EA

For Volum,e also use the default function iVolume() inside the EA


3. Maintain a tradelog of every trade and export it to a CSV file after every trade.

Format for the Trade log.

Symbol | Timestamp | Entry Time | Entry Price | Exit Time | Exit Price | PnL | Cumulative PnL

After every trade exit, the data should be appended into the tradelog CSV file.


4. For Debugging purposes. I need the following data for every iteration.

Timestamp | close Price| Super Trend Value | RSI Value| Volume | Entry Condition (True/False) |Exit Condition (True/False)


5. There should be a separate function for calculating SuperTrend, RSI, Volume, and Entry and Exit. During the entry and exit condition check, the program should call the values ofthe above function and use them for condition checking


Dossiers :

Répondu

1
Développeur 1
Évaluation
(68)
Projets
124
40%
Arbitrage
17
47% / 53%
En retard
31
25%
Chargé
2
Développeur 2
Évaluation
(625)
Projets
983
47%
Arbitrage
32
38% / 34%
En retard
96
10%
Travail
Publié : 6 codes
3
Développeur 3
Évaluation
(270)
Projets
399
27%
Arbitrage
39
41% / 49%
En retard
1
0%
Gratuit
4
Développeur 4
Évaluation
(59)
Projets
86
28%
Arbitrage
24
13% / 58%
En retard
7
8%
Chargé
5
Développeur 5
Évaluation
(47)
Projets
67
37%
Arbitrage
5
40% / 40%
En retard
1
1%
Gratuit
6
Développeur 6
Évaluation
(12)
Projets
13
23%
Arbitrage
7
0% / 71%
En retard
3
23%
Travail
7
Développeur 7
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
8
Développeur 8
Évaluation
(265)
Projets
596
35%
Arbitrage
64
20% / 58%
En retard
147
25%
Travail
Publié : 1 article, 22 codes
9
Développeur 9
Évaluation
(23)
Projets
45
20%
Arbitrage
25
28% / 48%
En retard
12
27%
Gratuit
10
Développeur 10
Évaluation
(2)
Projets
2
0%
Arbitrage
3
0% / 100%
En retard
1
50%
Gratuit
11
Développeur 11
Évaluation
(374)
Projets
481
23%
Arbitrage
58
55% / 26%
En retard
56
12%
Chargé
12
Développeur 12
Évaluation
(103)
Projets
165
24%
Arbitrage
23
9% / 78%
En retard
16
10%
Travail
13
Développeur 13
Évaluation
(7)
Projets
12
17%
Arbitrage
12
17% / 50%
En retard
3
25%
Travail
Publié : 20 articles
14
Développeur 14
Évaluation
(308)
Projets
552
35%
Arbitrage
79
32% / 42%
En retard
199
36%
Chargé
15
Développeur 15
Évaluation
(77)
Projets
243
74%
Arbitrage
7
100% / 0%
En retard
1
0%
Gratuit
Publié : 1 article
16
Développeur 16
Évaluation
Projets
1
0%
Arbitrage
1
100% / 0%
En retard
0
Gratuit
17
Développeur 17
Évaluation
(250)
Projets
256
30%
Arbitrage
0
En retard
3
1%
Gratuit
Publié : 2 codes
18
Développeur 18
Évaluation
(43)
Projets
66
12%
Arbitrage
12
58% / 42%
En retard
1
2%
Gratuit
19
Développeur 19
Évaluation
(59)
Projets
90
39%
Arbitrage
26
4% / 77%
En retard
40
44%
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20
Développeur 20
Évaluation
(11)
Projets
18
28%
Arbitrage
4
50% / 50%
En retard
1
6%
Gratuit
21
Développeur 21
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
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22
Développeur 22
Évaluation
(64)
Projets
144
46%
Arbitrage
19
42% / 16%
En retard
32
22%
Travail
23
Développeur 23
Évaluation
(5)
Projets
5
60%
Arbitrage
1
0% / 0%
En retard
2
40%
Gratuit
Publié : 1 code
24
Développeur 24
Évaluation
(2636)
Projets
3351
67%
Arbitrage
77
48% / 14%
En retard
342
10%
Travail
Publié : 1 code
25
Développeur 25
Évaluation
(4)
Projets
5
0%
Arbitrage
3
0% / 33%
En retard
1
20%
Gratuit
26
Développeur 26
Évaluation
(44)
Projets
53
38%
Arbitrage
8
13% / 38%
En retard
8
15%
Travail
27
Développeur 27
Évaluation
(21)
Projets
28
4%
Arbitrage
4
25% / 0%
En retard
3
11%
Travail
28
Développeur 28
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
29
Développeur 29
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
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30
Développeur 30
Évaluation
Projets
0
0%
Arbitrage
0
En retard
0
Gratuit
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Délais
à 5 jour(s)