This Expert Advisor participates in the Automated Trading Championship 2012. It is multi-currency and multi-timeframe. It takes advantage of the trend change.
The algorithm used is associated with the oscillator Commodity Channel Index (CCI), which used for generating buy and sell signals. Optimized Expert Advisor will allow you to get a good profit even during long periods of time.
With the settings used on the Championship 2012 you can see that it works quite well. The currencies used are the same as on the Championship 2012 except EURCHF.
Parameters (the same for currencies):
|magicC_eurusd||Buy magic number|
|magicV_eurusd||Sell magic number|
|shift_eurusd||Number of bars or candles in which the oscillator CCI takes data|
|lossV_eurusd||Margin shift from the theoretical stop loss for sell operations|
|lossC_eurusd||Margin shift from theoretical stop loss for buy operations
|levelCciHigh_eurusd||Value at which the oscillator CCI is considered being in an oversold zone
|levelCciLow_eurusd||Value at which the oscillator CCI is considered being in an overbought zone|
|expirationOre_eurusd||Lifetime of orders in hours
|marginProfit_eurusd||Minimum profit for closing on a bar or candle|
|highC_eurusd||Margin shift from the theoretical point of buying|
|lowC_eurusd||Margin shift from the theoretical point of selling|
Optimize the Expert Advisor for 6 months to have good results.
The first three images show what it would do with an initial capital of $ 1,000 from January 2012 to the present day with the same risk as used on the Championship 2012.
The other three pictures show to what I would could achieve if I used a high risk in this 2012 season.