無料でロボットをダウンロードする方法を見る

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ビュー:: 18835
評価:: (17)
パブリッシュ済み:: 2008.12.01 07:09
アップデート済み:: 2016.11.22 07:32

\MQL4\Include\

auto_optimization.mqh (20.71 KB) ビュー

RSI_Test.mq4 (9.29 KB) ビュー

ZIPとしてダウンロード, MetaEditorから直接ダウンロードする方法

: このコードに基づいたロボットまたはインジケーターが必要なら、フリーランスでご注文くださいフリーランスに移動

The standard RSI is added. If the value of the indicator is less than BuyOp and the current value of the indicator is greater than the previous one then we buy. If the value of the indicator is greater than SellOp and the current value is less than the previous one then we sell. Test is the period of the RSI. Trailing Stop that is used here was taken either from this forum or from the Alpari forum (I don't remember exactly). The auto-optimizer is added from the article: Automated Optimization of a Trading Robot in Real Trading.

The parameters for the optimization are: BuyOp, SellOp,Test.

The chart is only for one day because the parameters are optimized everyday.

It behaves very good on the M1. The best values are on EURJPY.

Strategy Tester Report

RSI_Test

Alpari-Classic (Build 218)

Symbol		EURJPY (Euro vs Japanese Yen)
Period		1 Minute (M1) 2008.10.17 00:00 - 2008.10.17 22:59 (2008.10.17 - 2008.10.20)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=50; Lots=0.1; RiskPercentage=10; TrailingStop=50; MaxOrders=1; BuyOp=29; SellOp=74; magicnumber=777; Test=11; SetHour=0; SetMinute=10;

Bars in test	2380	Ticks modelled	33018	Modelling quality	25.00%
Missmatched charts errors	0

Initial deposit	400.00
Total net profit	254.46	Gross profit	254.46	Gross loss	0.00
Profit factor		Expected payoff	50.89
Absolute drawdown	39.31	Maximum drawdown	87.46 (17.25%)	Relative drawdown	17.25% (87.46)

Total trades	5	Short positions (% won)	3 (100.00%)	Long positions (% won)	2 (100.00%)
		Profit trades (% of total)	5 (100.00%)	Loss trades (% of total)	0 (0.00%)
Largest		profit trade	52.07	loss trade	0.00
Average		profit trade	50.89	loss trade	0.00
Maximum		consecutive wins (profit in money)	5 (254.46)	consecutive losses (loss in money)	0 (0.00)
Maximum		consecutive profit (count of wins)	254.46 (5)	consecutive loss (count of losses)	0.00 (0)
Average		consecutive wins	5	consecutive losses	0

№	Time	Type	Order	Volume	Price	S / L	T / P	Profit	Balance
1	2008.10.17 00:32	buy	1	0.10	136.65	0.00	0.00
2	2008.10.17 02:11	modify	1	0.10	136.65	137.15	0.00
3	2008.10.17 02:24	s/l	1	0.10	137.15	137.15	0.00	49.13	449.13
4	2008.10.17 06:34	sell	2	0.10	137.07	0.00	0.00
5	2008.10.17 09:02	modify	2	0.10	137.07	136.54	0.00
6	2008.10.17 09:03	s/l	2	0.10	136.54	136.54	0.00	52.07	501.20
7	2008.10.17 11:18	buy	3	0.10	135.63	0.00	0.00
8	2008.10.17 15:59	modify	3	0.10	135.63	136.13	0.00
9	2008.10.17 16:02	s/l	3	0.10	136.13	136.13	0.00	49.13	550.33
10	2008.10.17 17:07	sell	4	0.10	136.74	0.00	0.00
11	2008.10.17 17:38	modify	4	0.10	136.74	136.21	0.00
12	2008.10.17 17:38	s/l	4	0.10	136.21	136.21	0.00	52.06	602.39
13	2008.10.17 19:26	sell	5	0.10	137.03	0.00	0.00
14	2008.10.17 20:24	modify	5	0.10	137.03	136.50	0.00
15	2008.10.17 20:24	s/l	5	0.10	136.50	136.50	0.00	52.07	654.46

It doesn't take part in the Championship because of the auto-optimization (it can be used under the Championship, and the code is not mine as well), and the idea came to me after the beginning of the Championship.

MetaQuotes Ltdによってロシア語から翻訳されました。
元のコード: https://www.mql5.com/ru/code/8513

A System: Championship 2008 Final Edit

Automatic Trading System

Stochastic Net

Stochastic net for the the classification problems with the instruction provided.

BarTimer

It displays the current time position in relation to the beginning and the end of the bar. In addition the ratio between the time passed since the beginning of the bar and the whole bar duration expressed in percents is given. The informer is useful for c

Swetten

EA with a neuro net (a net with error back propagation). These are the firsts steps. I upload it for the intelligent criticism.

RSI_Test - MetaTrader 4のためのエキスパート