Create an Expert Advisor for strategy in BTCUSDm using MT4

Şartname

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
127
41%
Arabuluculuk
19
47% / 53%
Süresi dolmuş
33
26%
Serbest
2
Geliştirici 2
Derecelendirme
(636)
Projeler
1007
47%
Arabuluculuk
33
36% / 36%
Süresi dolmuş
99
10%
Çalışıyor
Yayınlandı: 6 kod
3
Geliştirici 3
Derecelendirme
(274)
Projeler
403
28%
Arabuluculuk
40
40% / 50%
Süresi dolmuş
1
0%
Serbest
4
Geliştirici 4
Derecelendirme
(62)
Projeler
90
29%
Arabuluculuk
24
13% / 58%
Süresi dolmuş
7
8%
Çalışıyor
5
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Derecelendirme
(47)
Projeler
67
37%
Arabuluculuk
5
40% / 40%
Süresi dolmuş
1
1%
Serbest
6
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Derecelendirme
(12)
Projeler
13
23%
Arabuluculuk
7
0% / 71%
Süresi dolmuş
3
23%
Çalışıyor
7
Geliştirici 7
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0
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0
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0
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Geliştirici 8
Derecelendirme
(268)
Projeler
603
34%
Arabuluculuk
65
22% / 57%
Süresi dolmuş
147
24%
Çalışıyor
Yayınlandı: 1 makale, 22 kod
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(23)
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20%
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25
28% / 48%
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27%
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Derecelendirme
(2)
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2
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3
0% / 100%
Süresi dolmuş
1
50%
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11
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(396)
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511
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60
57% / 25%
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Derecelendirme
(111)
Projeler
183
25%
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24
17% / 75%
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16
9%
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13
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Derecelendirme
(7)
Projeler
13
15%
Arabuluculuk
13
23% / 46%
Süresi dolmuş
3
23%
Serbest
Yayınlandı: 36 makale
14
Geliştirici 14
Derecelendirme
(319)
Projeler
567
35%
Arabuluculuk
82
30% / 45%
Süresi dolmuş
205
36%
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15
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(78)
Projeler
246
74%
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7
100% / 0%
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1
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Yayınlandı: 1 makale
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269
29%
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1
100% / 0%
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3
1%
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Yayınlandı: 2 kod
18
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(43)
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12%
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12
58% / 42%
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39%
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26
4% / 77%
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40
44%
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(11)
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18
28%
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4
50% / 50%
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1
6%
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21
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46%
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20
40% / 20%
Süresi dolmuş
32
22%
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23
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Derecelendirme
(5)
Projeler
5
60%
Arabuluculuk
1
0% / 0%
Süresi dolmuş
2
40%
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Yayınlandı: 1 kod
24
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Derecelendirme
(2674)
Projeler
3413
68%
Arabuluculuk
77
48% / 14%
Süresi dolmuş
342
10%
Serbest
Yayınlandı: 1 kod
25
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(4)
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5
0%
Arabuluculuk
3
0% / 33%
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1
20%
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Derecelendirme
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53
38%
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8
13% / 38%
Süresi dolmuş
8
15%
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27
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Derecelendirme
(22)
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29
3%
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4
25% / 0%
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3
10%
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28
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0
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