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Sistemi Esperti

Freeman - sistema esperto per MetaTrader 5

Pubblicati da::
Vladimir Karputov
Visualizzazioni:
5768
Valutazioni:
(22)
Pubblicato:
2018.08.23 14:08
Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

Author of the idea: vgs

MQL5 code author: barabashkakvn

The idea is trivial: if RSI is in the oversold area and starts reversing upwards, while Moving Average goes up as well, this is a buy signal. An opposite case is applied to selling.

The main EA feature is the ability to use two sets of parameters. Some settings have shorter periods that give more entries. Others, on the contrary, have longer periods, giving fewer but more accurate entries.

ATR is applied for calculating stop loss and take profit levels. It is possible to sort trades by trend. Moving Average from H1 is used as a filter.


Inputs

  • Lots - volume of a position to open;
  • SL Factor - stop loss, calculated as SL Factor * ATR;
  • TP Factor - take profit, calculated as TP Factor * ATR;
  • Trailing Stop - trailing;
  • Trailing Step - trailing step;
  • Positions Maximum - maximum number of positions;
  • Distance between positions;
  • Bars Control - trading type: at each tick/at a new bar only;
  • Coefficient for position locking - position ratio if the previous one closed in a loss;
  • Use RSI Teacher #1 - use RSI #1 set of parameters;
  • Use RSI Teacher #2 - use RSI #2 set of parameters;
  • MA First, ATR: averaging period;
  • MA Second: averaging period;
  • MA Filter: averaging period;
  • MA First, MA Second, MA Filter: smoothing type;
  • MA First, MA Second, MA Filter: type of price;
  • RSI First: averaging period;
  • RSI Second: averaging period;
  • RSI Sell Level #1 - Sell level for set of parameters #1;
  • RSI Buy Level #1 - Buy level for set of parameters #1;
  • RSI Sell Level 2 - Sell level for set of parameters #2;
  • RSI Buy Level 2 - Buy level for set of parameters #2;
  • Signal Bar number;
  • Trend filter;
  • Trade on Friday;
  • Begin trade hour ("0" - off);
  • End trade hour ("0" - off);
  • magic number - unique EA identifier.

Test in "Every tick" mode by all symbols on M15 timeframe:

Symbol Pass Result Profit Expected Payoff Profit Factor Recovery Factor Sharpe Ratio Custom Equity DD % Trades
EURGBP 12 575.67 80.94 0.56 1.83 1.95 0.19 0 1.38 144
EURJPY 15 321.64 77.95 0.31 1.52 1.23 0.10 0 2.05 253
EURCHF 13 306.95 43.83 0.28 1.41 0.68 0.10 0 2.11 157
USDCAD 5 270.04 56.87 0.24 1.39 0.82 0.09 0 2.30 238
AUDUSD 6 232.34 35.64 0.19 1.30 0.91 0.08 0 1.29 186
EURCAD 4 202.97 47.71 0.18 1.31 0.87 0.07 0 1.82 264
CHFJPY 11 194.00 37.23 0.18 1.25 0.63 0.06 0 1.95 202
AUDJPY 9 171.69 29.55 0.15 1.21 0.68 0.06 0 1.44 197
USDJPY 3 169.57 28.51 0.15 1.23 0.54 0.06 0 1.77 195
AUDCAD 8 95.83 13.75 0.08 1.13 0.27 0.03 0 1.67 175
EURUSD 0 34.48 9.78 0.04 1.05 0.14 0.01 0 2.38 228
CADCHF 18 5.86 0.93 0.00 1.00 0.02 0.00 0 2.05 200
GBPCHF 17 -14.52 -4.64 -0.02 0.98 -0.06 0.00 0 2.36 189
GBPJPY 19 -16.28 -10.41 -0.03 0.97 -0.08 -0.01 0 4.08 308
GBPUSD 1 -54.34 -22.53 -0.09 0.92 -0.15 -0.02 0 5.16 241
EURNZD 16 -66.62 -16.25 -0.07 0.91 -0.26 -0.02 0 2.09 241
USDCHF 2 -104.34 -26.89 -0.14 0.86 -0.27 -0.04 0 3.29 186
EURAUD 14 -116.65 -31.03 -0.13 0.84 -0.33 -0.04 0 3.09 242
AUDCHF 10 -149.68 -37.55 -0.21 0.82 -0.34 -0.05 0 3.62 181
AUDNZD 7 -221.88 -36.76 -0.21 0.74 -0.61 -0.07 0 2.00 174

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/21616

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