Multi Stock MQL5 Robot - Amplitude Gaps

Context

Stock prices fluctuates over time with high unpredictability, despite that assumes that in a cohort of time amplitudes from current minute and last minute may be similar. When the amplitude presents an anormal (outlier) range, it assumes that in a very short time, in any second some of the price will be recovered in direction of last minute baseline. It does not mean that the price will fully return to the last minute baseline, but assumes that the price will oscillate regressing, even if very little, to the last minute baseline (ex. in attached figure 1).             

Taking this context in consideration we want to develop a robot to identify “outlier” amplitudes, open positions with Buy/Sell and close the position with some TP/SL assumptions.

We intend to develop a multi stock robot, with variables that might be adjusted per stock.

All calculus and rules to open/close positions are pre-defined and will be shared in further discussions.