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Librerie

Trading signals function. Based on the values of the CCI indicator. - libreria per MetaTrader 4

Visualizzazioni:
11554
Valutazioni:
(13)
Pubblicato:
2016.07.01 11:21
Freelance MQL5 Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

Trading signals function. Based on the values of the CCI indicator.

Add the function to the EA: #include <Signal.mqh>
Condition if(GetSignal()==1) is for buys.
Condition if(GetSignal()==-1) is for sells.

External variables of the function:

periodCCI - the period of averaging for calculation of the indicator.


applied_price - Used price. It can be any of the price constants, may range from 0 to 6.


shift - index of obtained value from the indicator buffer (shifting back by specified periods relative to the current bar).


CCI_High - The upper level of the indicator.


CCI_Low - The lower level of the indicator.

Test Example:


SymbolEURUSD (Euro vs US Dollar)
Period15 Minutes (M15) 2009.01.26 00:00 - 2009.02.02 23:45 (2009.01.26 - 2009.02.03)
ModelEvery tick (the most accurate mode based on the shortest available time frames)
ParametersperiodCCI=9; applied_price=2; shift=0; CCI_High=110; CCI_Low=120; TakeProfit=60; SL=30; Lots=1;

Bars in test1573Ticks modelled146419Modelling qualityn/a
Mismatched chart errors517




Initial deposit10000.00



Net profit11625.70Gross profit18583.50Gross loss-6957.80
Profit factor2.67Expected payoff219.35

Absolute drawdown190.00Maximum drawdown2267.80 (10.25%)Relative drawdown10.25% (2267.80)

Total trades53Short positions (won %)17 (70.59%)Long positions (won %)36 (52.78%)

Profit trades (% of total)31 (58.49%)Loss Trades (% of total)22 (41.51%)
Largestprofit trade601.10loss trade-320.00
Averageprofit trade599.47loss trade-316.26
Maximumconsecutive wins (profit in money)5 (3001.10)consecutive losses (loss in money)6 (-1918.90)
Maximalconsecutive profit (count of wins)3001.10 (5)consecutive loss (count)-1918.90 (6)
Averageconsecutive wins3consecutive losses2

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/8695

Volatility, aggressiveness and their normalization Volatility, aggressiveness and their normalization

Aggressiveness - the rate of price change. Volatility - the size of the channel

Calculation of the number of lots by Anton Trefolev. Calculation of the number of lots by Anton Trefolev.

Calculation of the number of lots by Anton Trefolev.

Pipso Pipso

Rebound pipsing within a daily channel

Live limit Live limit

When assigned to a hotkey, the script allows to almost instantly open limit orders with the specified risk level (in the deposit currency) and take profit (so-called braces).