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NightWalker EA MT5

Before you buy a night scalper please be aware of the risks involved:

1) Past performance is no guarantee of future profitability (the EA could also make losses). 

2) The backtests shown (e.g. in screenshots) are highly optimized to find the best parameters but therefore do not give a realistic prediction of future profitability.

3) Any mean reversion can get caught on the wrong side of a fast movements due to unexpected news or flash crashes. This strategy will always use a stop loss, but still execution of the SL depends on your broker.

4) Night scalpers are dependent on good brokerage conditions, like low spread and slippage, which might be worse on high lot sizes.


This is a multi symbol mean reversion system that trades during the end of NY session and start of Asian session. You only need one chart opened to trade all symbols. 

It does not use martingale or grid and uses fixed stop losses for every position. 

Symbols: AUDCAD, AUDNZD, CHFJPY, EURAUD, EURCAD, EURCHF, EURNZD, GBPAUD, GBPCAD, GBPCHF, GBPUSD, NZDCAD, USDCAD, USDCHF, USDJPY

Time frame: M1

Minimum deposit: $300 - $1000 (smaller deposits will have higher percentage risk)

Additional information and backtests

Backtests were done with the MT4 version

The default settings are stored within the EA. Please read the blog post for instructions on how to set up the EA. 

  • Best used with a broker that has low spreads during the night. Many brokers have extreme spreads around swap time. Contact me if you want to analyze the spread at night.
  • To use the automatic news filter, please allow requests to: 
    http://fxdata.cc and http://backup.fxdata.cc
    (Tools -> Options -> Expert Advisors -> Allow WebRequests for listed URL)
  • Even with news filter, you should look for major events like elections and disable the EA during those nights.


Parameters

The EA saves 10 hours of bar data internally, so it is best to run it continuously on a VPS.

General Trade Settings

  • symbols1/symbols2 - Two comma separated lists of symbols to trade. Suffix needs to be included if your broker uses one.
  • orderComment - Comment for trades with this strategy.
  • magic - Individual magic number for the strategy.
  • lotType - "fixed" or "increasing", where the lot size is calculated automatically.
  • fixLots - fixed lot size in case lotType = fixed.
  • lotStep - how much the lot size should be increased every equityPerStep (if lotType = increasing).
  • equityPerStep - how much equity is needed for one lot step (if lotType = increasing).
  • equityHardStop - if the equity falls below this level, the EA will close positions of this strategy and will not open new positions.
  • maxSpreadPips - If the spread is below this value the entry will be allowed (pending orders will not be closed on high spread).
  • maxSpreadRelativeToAverage - If the spread is smaller than the average spread multiplied with this factor, trades are allowed even if the spread is larger than maxSpreadPips (but not if it is larger than 2*maxSpreadPips).
  • maxPositionsAllSymbols - Maximum number of open position on all symbols.
  • maxCurrencyPositions - Maximum positions per currency.
  • pipInPoints - For 5-digit brokers 10, for 4-digit brokers 1.
  • debugMode - If true, the EA will print some numbers into the log, which can be used to analyze the trades.

Time Settings

  • liveGMToffset - To set GMT offset manually. Usually this is not needed.
  • tradeFriday - Set to false if you don't want to have open positions over the weekend.
  • tradeSunday - whether to trade on Sunday.
  • minTradeIntervalMinutes - minimum time between opening of orders on the same symbol.
  • waitAfterLossMinutes - After a loss the EA will wait the duration specified before looking for new entries.
  • dontTradeTripleNegativeSwap - If true, the EA will not open trades on Wednesday before swapHourGMTwinter when the swap is negative (to avoid triple swap on Wednesday).
  • swapHourGMTwinter - Swap hour (in winter) used if dontTradeWednesdayNegativeSwap=true.

For further parameters please see the list at the end of the blog post.

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Версия 2.6 2019.01.09
- Important note: Please check that the new parameter dailyEquityStopPercentage is correct for your risk settings. I added it as a protection against extreme events like the flash crash on 2nd Jan. Please read point 4 in the blog post for more information:
https://www.mql5.com/en/blogs/post/723785

- As a result of the flash crash on 2nd Jan, I added parameters stopDayDecember and startDayJanuary so that users can decide whether or not to pause trading during the low liquidity period around New Year.

- Added exitLossesOnStockMarketCrashTrigger parameter. Set it to true if you want the EA to close filled positions when the crash filter triggers. Default is false.

- Added startHourGMTwinter and endHourGMTwinter for those who want to change the trading hours or want to run own optimizations.
Версия 2.5 2018.12.04
- Default settings are changed to tradeFriday=false, so NightWalker will no longer have exposure over the weekend. Some symbols are still better in backtests with holding position over the weekend but I prefer not to have the increased risk. In the comment section I will publish a comparision for the portfolio.

- All calculations that used daily bars are now using hourly bars to make it more consistent between brokers with different GMT offset.

- Fixed an issue with the GMT offset during the first minutes after market open in case the EA was initialized during the weekend.
Версия 2.4 2018.11.14
Added a parameter currenciesNotAllowedFriday to automatically disable currencies on Friday without the need of a second chart. I am using the default currenciesNotAllowedFriday=GBP. This parameter will only be used in live trading, not backtests.