Volume Reaper
- Experts
- Versão: 2.1
- Ativações: 10
Volume Reaper is an automated trading expert advisor that introduces a fundamentally new approach to market structure analysis. Unlike the vast majority of existing systems, Volume Reaper is the first strategy of its kind to completely abandon standard time-based bars in favor of bars constructed based on trading volume.
The Advantage of Volume-Based Bars Standard time-based candles (M1, H1, D1) are artificial: they close strictly based on the passage of time, regardless of whether the market experienced intense battle or complete stagnation. This creates a significant amount of "market noise" and generates false signals during periods of low liquidity.
Volume Reaper utilizes bars that form only when a specific trading volume is reached. This means every candle in the strategy reflects real momentum and the actual interest of institutional players. During periods of inactivity, a bar may remain open for hours, effectively filtering out the noise; conversely, during high volatility, bars form rapidly, precisely capturing the true price action. This approach allows the neural network to perceive market structure without temporal distortions, significantly increasing the accuracy of identifying reversal points and trend strength.
At this stage, the strategy supports two symbols: EURUSD and GBPUSD. This list will be expanded over time. The primary trading timeframe is the 4-hour (H4).
To accelerate testing, you can use the "Every tick based on real ticks" or "OHLC on M1" simulation modes.
Future Development
The RL-Model Parallel to the main strategy, I am continuing to test a specialized RL-model (Reinforcement Learning model). In the system architecture, the RL-model will act as a "meta-model" or an intelligent supervisor. Its primary objective is not to generate signals, but to provide high-precision capital management: dynamically adapting position sizes and managing risks based on current market conditions. This will allow for the most efficient utilization of profits while minimizing drawdowns.
Input Parameters
=== Advanced Settings ===
Max positions per symbol >>> Maximum number of open positions for a single symbol.
Volume >>> Trade volume per position. Can be a fixed lot size (e.g., 0.01) or a percentage of equity (e.g., 0.01%).
Spread max >>> Maximum allowable spread for market entry.
Suffix for symbols >>> Broker symbol suffix (e.g., .m, _i).
Multi mode >>> Multi-currency mode (recommended: true).
=== Standard Settings ===
Comment >>> Comment for positions.
Magic number >>> Unique identifier for the EA's trades.
Take profit (points) >>> Fixed take profit.
Stop loss (points) >>> Fixed stop loss.
Trailing stop (points) >>> Trailing stop (0 = disabled).
=== Your Symbols ===
Enable or disable trading for the available symbols — you may keep only the markets you deem appropriate.
