Bago EA - эксперт для MetaTrader 5

Автор идеи - Scriptor

автор кода mq5 - barabashkakvn

Советник использует индикаторы iMA (Moving Avrage, MA) и iRSI (Relative Strength Index, RSI).

Описание на языке оригинала:

Bago system can be categorized as a trend following system based on the cross of ema 5 and ema 12. When used properly on hourly chart it can capture daily swings of 100+ pips.

The use of small number emas gives Bago system the sensitivity to generate early signals following 10-20 minutes scale waves, but also produces a great deal of false signals that can quickly drain a trader's account. So filters are extremely important for Bago system.

While Bago system is largely a discretionary system, the integration of two excellent filters may make it possible to use a computer programgenerate signals with great high successful rate. This program is writtern to investigate this possiblity.

The mechanism to generate a raw Bago signal is simple: ema 5 crosses ema 12 in the same direction as RSI 21 crosses 50 level. To abstract real signals, we need to pay attention to context: where the price are,and when the crosses happens.

The greatest meaning of integrating Vegas tunnel into Bago system is, the tunnel as well as its fibo lines changes the original plain 2-dspace into a twisted 2-d space. The twisted price trends now have thecoordinates. With this coordinates system we may see the entry and exitwith higher accuracy.

So, this program will first construct the simple rules upon which the the raw signals are generated, then will add rules to filter those signals. Those new rules are quantified as parameters so they can be easily changed and optimized based on the output results.

Enough talking, now come to business.

На рисунках ниже можно увидеть значения всех индикаторов на барах #2 и #1 для открытия позиции BUY:

Рис. 1. Значения индикаторов на баре #2

Рис. 2. Значения индикаторов на баре #1

Вот как выглядит тест на EURUSD,H1:

Сначала я сделал тесты отдельно для BUY и для SELL, а затем уже совместный тест.

Рис 3. Тест только SELL

Рис 4. Тест только SELL

Рис. 5. Тест когда были включены и BUY и SELL