Boxmaster ParSar and MA MT5
- Experts
- Mikhail Mitin
- Versione: 3.0
- Aggiornato: 19 settembre 2018
- Attivazioni: 5
Main:
- Not martingale, not a grid, working on all symbols;
- a good rational algorithm;
- Work of two indicators: Parabolic Sar and Moving Average (you can set a separate Timeframe for each indicator);
- There is a good money management system (there are several type for trailing stop loss);
- EA can work on closed candles, and on current candles;
- Quickly optimized (the work is maximally accelerated).
- Very well optimized for EURUSD. Current sets after optimization are in comments.
Version MT4: https://www.mql5.com/ru/market/product/30799/
Version MT5: https://www.mql5.com/ru/market/product/30798/
If you want to do optimization by yourself, there is a large algorithm for advanced optimization "Custom max". There are parameters for Custom Max (described below in the Parameters section), and if the current pass values ??are below the minimum parameter, the result of this pass becomes negative, and it is good for the Genetic Algorithm
Parameters:
Slippage - the size of slippage;
NEED_LOGS - need or not logs about work;
Parameters of the indicator Moving Average:
MA_tf - timeframe of Moving Average;
MA_Period - period of Moving Average;
MA_shift - shift of Moving Average;
MA_method - method of Moving Average;
MA_price - type of price of Moving Average;
Parameters of the Parabolic SAR indicator:
ParSAR_tf - timeframe of Parabolic SAR;
ParSAR_step - step of Parabolic SAR;
ParSAR_maximum - maximum step of Parabolic SAR;
num_of_bar_for_analize - number of bar (candles) for work. Value - 0 - search for signals at current prices (significantly slows down the optimization);
Money management parameters:
MM_trailing_type - type of Money Management. Variants: TYPE_MM_NON_MM (without TP and SL); TYPE_MM_JUST_SL (SL only); TYPE_MM_TRAILING (trailing stop loss and TP); TYPE_MM_SL_TO_0 (SL trails only to the break-even price);
MM_TP_pips - TakeProfit size (in pips);
MM_TRSL_pips - Trailing StopLoss (in pips);
MM_SL_pips - StopLoss (in pips);
MM_magic_num - magic number for order;
MM_close_deal_when_opposite - allow closing the current position and opening a new one in the opposite direction when a signal appears;
MM_lot - lot size;
MM_type_of_risk - "Fix_lot" transactions are opened with a fixed volume specified in the parameter "MM_lot". " Smart_lot_by_risk " volume is calculated dynamically, "MM_risk_percent" - max risk.
Optimization parameters for the "Custom Max" (for advanced users):
CUSTOM_MAX_min_trades_per_month - the minimum number of trades per month (average);
CUSTOM_MAX_min_EXPECTED_PAYOFF - minimum expected payoff;
CUSTOM_MAX_min_PROFIT - minimum profit;
CUSTOM_MAX_max_EQUITY_DD_percent - the maximum percent of drawdown;
CUSTOM_MAX_min_PROFIT_FACTOR - minimum profit factor;
CUSTOM_MAX_min_RECOVERY_FACTOR - minimum recovery factor;
CUSTOM_MAX_min_LR_CORRELATION - minimum LR correlation;
CUSTOM_MAX_check_profit_every_month - once a month check (to speed up the optimization). If the test is not passed, then this optimization pass is stopped, and the result is assigned the value "-100". There are options: do_not_check (do not perform this test); without_loss_months (all months in profit); max_1_loss_month (maximum 1 losing month in a row); max_10_percent_loss_in_month (maximum 10 percent loss per month); no_max_DD (the balance at the end of the month is not less than CUSTOM_MAX_max_EQUITY_DD_percent of the maximum balance for the whole period);
CUSTOM_MAX_return - what to return to the optimization results. Options: all standard return parameteres; My_Formula (found on the Internet is a complex formula); PROM (Pessimistic return on margin - from the book of Robert Pardo); Balance_x_minDrawdown_x_TradesNumber; Balance_x_minDrawdown_x_ProfitFactor; Balance_x_minDrawdown_x_ProfitFactor_x_SharpeRatio.
