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IntraDay Swing

A fully automated, parameterised expert advisor that generates trades based on ADX and RSI values with ATR to set Stop Loss & Take Profit.

My first attempt at an EA based on a strategy first described in the forums: https://www.mql5.com/en/forum/179186

Input Parameters

  • MaxSpread - the maximum allowable spread when opening and closing trades.

  • LotSize - hard coded lot for all trades.

  • RSI1 - fast moving RSI.

  • RSI2 - slow moving RSI used for confirmation on RSI1.

  • RSIRising - low point to calculate RSI break through point.

  • RSIFalling - high point to calculate RSI break through point.

  • ADXRising - value to calculate ADX break through point.

  • SLMultiplier - Stop Loss ATR multiplier.

  • TPMultiplier - Take Profit ATR multiplier.

  • TPPoints - fixed number of points to Take Profit. Set to 10000 to exclude.

  • SLPoints - fixed number of points to Stop Loss. Set to 10000 to exclude.

BUY

RSI1 breaking through RSIRising and RSI2 has been below RSIRising within the last 4 candles, ADX is above ADXRising with +DI above -DI and rising.

TP: ATR x MIN(TPMultiplier, TPPoints).

SL: ATR x MIN(TPMultiplier, SLPoints)

If RSI1 rises above RSIFalling before trade closes, breaks back through RSIFalling and is in profit - close the trade early.

SELL

When RSI1 breaking through RSIFalling and RSI2 has been above RSIFalling within the last 4 candles, ADX is above ADXRising with -DI above +DI and falling. 

TP: ATR x MIN(TPMultiplier, TPPoints).

SL: ATR x MIN(TPMultiplier, SLPoints)

If RSI1 falls above RSIRising before trade closes, breaks back through RSIRising and is in profit - close the trade early.


I'm keen to develop this further and welcome any and all comments.


Nikolay Gaylis
17225
Nikolay Gaylis 2019.01.14 06:01 
 

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版本 1.3 2019.02.17
Changes based on feedback...

- Shifted RSI analysis back one bar to allow for confirmation of direction.

- Added Upper Falling and Lower Rising RSI band. Signal created when RSI starts above / below new band and breaks through the existing band.

- Added buy / sell / both mode with individual parameter sets for fine tuning.
版本 1.2 2019.01.16
- Add parameters to allow trailing stops based on a multiplier of ATR or a set number of points.

- Add parameters for an anchor chart for a different period and only Buy / Sell when flags aligned.
版本 1.1 2019.01.08
Changes to reset the signal each tick to prevent stale messages displaying