Create an Expert Advisor for strategy in BTCUSDm using MT4

İş Gereklilikleri

Input parameter:

  • Timeframe = 5 mins
  • ATR length = 5
  • Multiplier = 1
  • RSI length = 14
  • RSI Value =50
  • Lot size = 0.01 lots.


Strategy Rules

Bullish Trade Entry:

If the price crosses above the supertrend value and the RSI >50, and the volume of the current candle is higher than the average volume of the last 3 candles.

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)
  • RSI(1) > 50
  • Volume(1) > (Volume(2)+Volume(3)+Volume(1))/3


Bullish Trade Exit :

If the price crosses below the SuperTrend Value

  • Close(1) < SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)


Bearish Trade Entry

If the price crosses below the supertrend value and the RSI <50, and the volume of the current candle is higher than the average volume of the last 3 candles.

  • Close(1) < SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)
  • RSI(1) > 50
  • Volume(1) > (Volume(2)+Volume(3)+Volume(1))/3


Bearish Trade Exit :

If the price crosses above the SuperTrend Value

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)


Crosses above the condition

  • Close(1) > SuperTrend(1)
  • Close(2) < SuperTrend(2)


Crosses below the condition

  • Close(1) > SuperTrend(1)
  • Clsoe (2) > SuperTrend(2)


Terms should be used in such a way

  • Close(1) = previous candle (just closed)
  • Close(2) = candle before that
  • SuperTrend(1) = SuperTrend Value of previous candle (just closed)
  • SuperTrend(2) = SuperTrend Value candle before that
  • Volume(1) = Tick volume of the previous (just closed) candle
  • Volume(2) = Tick volume of the candle before the previous one


RSI(1) RSI value of the previous (just closed) candle


Note


1. Make sure all the entries and exits will take place at the close price of the candle just closed

Only One Trade at a time, means once the bullish Trade is exited, then only we will look for a bearish trade and vice versa.


2. For Indicator

For SuperTren,d build a custom Indicator that can be plotted in any chart and use it with the help of iCustom() inside the EA

For RSI, use the default function iRSI() inside the EA

For Volum,e also use the default function iVolume() inside the EA


3. Maintain a tradelog of every trade and export it to a CSV file after every trade.

Format for the Trade log.

Symbol | Timestamp | Entry Time | Entry Price | Exit Time | Exit Price | PnL | Cumulative PnL

After every trade exit, the data should be appended into the tradelog CSV file.


4. For Debugging purposes. I need the following data for every iteration.

Timestamp | close Price| Super Trend Value | RSI Value| Volume | Entry Condition (True/False) |Exit Condition (True/False)


5. There should be a separate function for calculating SuperTrend, RSI, Volume, and Entry and Exit. During the entry and exit condition check, the program should call the values ofthe above function and use them for condition checking


Dosyalar:

Yanıtlandı

1
Geliştirici 1
Derecelendirme
(68)
Projeler
124
40%
Arabuluculuk
17
47% / 53%
Süresi dolmuş
31
25%
Yüklendi
2
Geliştirici 2
Derecelendirme
(621)
Projeler
972
47%
Arabuluculuk
32
38% / 34%
Süresi dolmuş
96
10%
Yüklendi
Yayınlandı: 6 kod
3
Geliştirici 3
Derecelendirme
(268)
Projeler
396
27%
Arabuluculuk
38
39% / 50%
Süresi dolmuş
1
0%
Serbest
4
Geliştirici 4
Derecelendirme
(55)
Projeler
80
23%
Arabuluculuk
24
13% / 58%
Süresi dolmuş
7
9%
Çalışıyor
5
Geliştirici 5
Derecelendirme
(47)
Projeler
66
38%
Arabuluculuk
5
20% / 40%
Süresi dolmuş
1
2%
Çalışıyor
6
Geliştirici 6
Derecelendirme
(12)
Projeler
13
23%
Arabuluculuk
7
0% / 71%
Süresi dolmuş
3
23%
Çalışıyor
7
Geliştirici 7
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
8
Geliştirici 8
Derecelendirme
(263)
Projeler
592
35%
Arabuluculuk
64
20% / 58%
Süresi dolmuş
147
25%
Serbest
Yayınlandı: 1 makale, 22 kod
9
Geliştirici 9
Derecelendirme
(23)
Projeler
45
20%
Arabuluculuk
25
28% / 48%
Süresi dolmuş
12
27%
Serbest
10
Geliştirici 10
Derecelendirme
(2)
Projeler
2
0%
Arabuluculuk
3
0% / 100%
Süresi dolmuş
1
50%
Serbest
11
Geliştirici 11
Derecelendirme
(373)
Projeler
479
23%
Arabuluculuk
57
56% / 25%
Süresi dolmuş
55
11%
Yüklendi
12
Geliştirici 12
Derecelendirme
(102)
Projeler
154
20%
Arabuluculuk
22
9% / 77%
Süresi dolmuş
14
9%
Yüklendi
13
Geliştirici 13
Derecelendirme
(7)
Projeler
12
17%
Arabuluculuk
12
17% / 50%
Süresi dolmuş
3
25%
Serbest
Yayınlandı: 8 makale
14
Geliştirici 14
Derecelendirme
(304)
Projeler
544
35%
Arabuluculuk
77
31% / 42%
Süresi dolmuş
196
36%
Yüklendi
15
Geliştirici 15
Derecelendirme
(77)
Projeler
240
73%
Arabuluculuk
7
100% / 0%
Süresi dolmuş
1
0%
Serbest
16
Geliştirici 16
Derecelendirme
Projeler
1
0%
Arabuluculuk
1
100% / 0%
Süresi dolmuş
0
Serbest
17
Geliştirici 17
Derecelendirme
(246)
Projeler
253
30%
Arabuluculuk
0
Süresi dolmuş
3
1%
Serbest
Yayınlandı: 2 kod
18
Geliştirici 18
Derecelendirme
(43)
Projeler
66
12%
Arabuluculuk
12
58% / 42%
Süresi dolmuş
1
2%
Serbest
19
Geliştirici 19
Derecelendirme
(59)
Projeler
90
39%
Arabuluculuk
26
4% / 77%
Süresi dolmuş
40
44%
Serbest
20
Geliştirici 20
Derecelendirme
(11)
Projeler
18
28%
Arabuluculuk
4
50% / 50%
Süresi dolmuş
1
6%
Serbest
21
Geliştirici 21
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Çalışıyor
22
Geliştirici 22
Derecelendirme
(64)
Projeler
144
46%
Arabuluculuk
19
42% / 16%
Süresi dolmuş
32
22%
Serbest
23
Geliştirici 23
Derecelendirme
(5)
Projeler
5
60%
Arabuluculuk
1
0% / 0%
Süresi dolmuş
2
40%
Serbest
Yayınlandı: 1 kod
24
Geliştirici 24
Derecelendirme
(2622)
Projeler
3327
67%
Arabuluculuk
77
48% / 14%
Süresi dolmuş
342
10%
Serbest
Yayınlandı: 1 kod
25
Geliştirici 25
Derecelendirme
(4)
Projeler
5
0%
Arabuluculuk
3
0% / 33%
Süresi dolmuş
1
20%
Serbest
26
Geliştirici 26
Derecelendirme
(44)
Projeler
53
38%
Arabuluculuk
8
13% / 38%
Süresi dolmuş
8
15%
Çalışıyor
27
Geliştirici 27
Derecelendirme
(20)
Projeler
26
4%
Arabuluculuk
4
0% / 0%
Süresi dolmuş
3
12%
Çalışıyor
28
Geliştirici 28
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
29
Geliştirici 29
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
30
Geliştirici 30
Derecelendirme
Projeler
0
0%
Arabuluculuk
0
Süresi dolmuş
0
Serbest
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