Class-driven Averaging Subroutine - position averaging function, opening positions against the trend

MQL5 Experts

Tâche terminée

Temps d'exécution 43 jours
Commentaires de l'employé
Great customer. Clear instructions. Thanks. Look forward to more jobs in the future.

Spécifications

Develop a class-driven sub-routine that can be implemented in a variety of existing Expert Advisor with minimum complications of integration. It should implement a good OOP concept for reusability and derive sub-mechanisms.

This sub-routine will work on algorithms running on MT5 terminal; we may need to develop an expert advisor opening a long or short position for test. This subroutine purpose is to implement a strategy of averaging down.

This is that we open:

BUY 1 LOT EURUSD at 1.19209

This sub-routine will open automatically

BUY 1.3 LOT EURUSD at 1.19172 with a comment "Level_1"

Resulting on an average price in EURUSD of 1.19195 at 2.30 LOT, so this sub will draw a BLUE line at this average level. RED if SELL position.

Attention: For different LOT of positions, the average price is calculated using a mathematical formula.

Finally, will open automatically if the price continue against:

BUY 1.69 LOT EURUSD at 1.19078 with a comment "Level_2"

This next average level as is not open yet so will draw a line in "Bisque" color with the parameters of the averager sub-routine in this case the LOT factor increases to a 30% or 1.3X and the amount of PIPs in the following format:  1.30X/1.69N/94p indicating the average %, resulting lot size and pips in distance.

If this average level is triggered then the average price of the EURUSD position is 1.19145 at 3.99 LOT.

The PIPs difference between 1.19209 and 1.19172 and the next 1.19145 is provided as a parameter for the sub-routine.

The averager sub-routine will have a maximum amount of positions to open. And a FLOOR parameter that sets the minimum distance, this distance can be set in price or points. If in the example below we set a price floor of 1.19130 the next level provided can not be 1.19145 and will be floored at 1.19130. If we set a points floor of 70 pips the next level can not be 67 pips as provided and will be floored at 70 pips.

The subroutine will increase distance in the same way to increase volume, this is that an increment can be set of a 10% or 1.1X added to the distance provided.

If the instrument maximun volume is 50, and the next average down is 56. We will fraction the order in 50 (the max.) and another position at the same price level at 6, with the same comment. If the broker have a maxium limit of positions and can not open, we will pop-up a message alterting with the limitation of opening new positions. 

Finally, the sub-routine will use a time delay to evaluate if a different distance in pips is supplied.

Inputs:

AveragerFunc(
             bool AverageUSE=true,
             int Distance=1,
             ENUM MinDistType=1, //1-Price, 2-Points
             double MinDistVal=0,
             bool UseCalcDelay=true,
             ENUM CalcDelay=1M, //1M,2M,5M,15M,1H,1D,1W, TF defaults in example
             DistanceFactor=1.1, //points + 10% in this case
             LotsFactor=1.3, //volume + 30% in this case
             MaxOrders=10, //maximum of averaging positions
             string s="Averager " //default comment for opening positions and concatenate
             )

Output of the subroutine will be:
LOTs BUY:        2.3             //actual volume size
LONG Avg:       1.19195       //actual average
LONG N Avg:    1.19145       //next average

The average calculation have to take into account any commission and swap charges in any given period. So if this positions stays for more than a day and a swap is charged, have to be reflected in the resulting average price every day.

Attached an image of the horizontal lines.

Répondu

1
Développeur 1
Évaluation
(27)
Projets
43
7%
Arbitrage
18
6% / 78%
En retard
26
60%
Gratuit
2
Développeur 2
Évaluation
(169)
Projets
204
30%
Arbitrage
25
40% / 44%
En retard
12
6%
Gratuit
Commandes similaires
I am looking for an experienced Sierra Chart ACSIL (C++) developer to create a custom indicator that measures the average Prior Day High-Low range over a configurable number of trading days (default: 7 days) using a 23-hour trading session
I have a technical specification ready for a custom alert indicator in NinjaTrader 8 (NinjaScript / C#). Important clarification: it is NOT an automatic trading bot, it is solely a visual indicator (arrows/lines on the chart) and sound alerts (notifications) based on EMA crossovers and range breakouts (ORB 15m) on lower timeframes for futures (MES). I already have the exact rules written out unambiguously
Custom MT5 EA for buy stop and sell stop breakout strategy.’ ‘Requirements, develop a custom Expert Advisor for MetaTrader 5 that places buy-stop and sell-stop pending orders based on defined breakout rules.’ ‘All important values adjustable via inputs.’ ‘Includes stop loss, take profit, trailing stop, and configurable risk management.’ ‘One trade at a time, works on demo before live.’ Provide source code and
I have an automated trading strategy in NinjaTrader 8 (C# / NinjaScript) that is currently under development. Before diving into technical details, I’d like to ask a quick question from someone who's interested. Do you work on existing / in-progress codebases to debug, refactor, or add new features, or do you strictly build projects from scratch? NOTE : Only professional Developer should apply for this project
السلام عليكم ورحمة الله وبركاته، ​أبحث عن مبرمج MQL5 خبير ومتمكن جداً لتطوير روبوت تداول (Expert Advisor) محترف لمنصة MetaTrader 5 يعمل باستراتيجية هيدج محددة بصفقة واحدة فقط في كل اتجاه (1 Buy & 1 Sell Max) مع إدارة مخاطر صارمة. ​المواصفات والاستراتيجية المطلوبة: ​1. آلية الهيدج المحدود (Single Position Hedging Limit): ​الحد الأقصى للصفقات: يُسمح للروبوت بفتح صفقة شراء واحدة (1 Buy) وصفقة بيع واحدة (1 Sell) فقط كحد
Looking for A verifiable, disciplined XAUUSD analyst with controlled drawdown, consistent stop-loss use, clear communication and the capacity to service a live community. To send daily London and New York signals exclusively in my channel on Telegram
SENIOR MQL5 / QUANTITATIVE DEVELOPER REQUIRED — PROFESSIONAL AI-ASSISTED MT5 TRADING SYSTEM Project Overview I am seeking a highly experienced MQL5 developer, quantitative trading-system engineer or small specialist team to design and build a professional, fully auditable MetaTrader 5 trading system. This is not a request for a basic indicator conversion, copied Expert Advisor, martingale robot, grid-recovery system
Hello, I'm working since few months on a project which is running. But there are entry Chase Problem between Paper and Live order Can you help investigate that. I know that entry execution differences between Paper and Live trading are fairly common and can be caused by factors such as order type, execution timing, slippage, market data differences, or broker/API behavior. I‘m stuggling bc paper made full profit and
Platform MetaTrader 5 (MT5) MQL5 Source Code Required Compatible with Exness MT5 both standard and cent accounts/ICMarket accounts Works on EUR/USD only (initial version) ⸻ Objective Develop a fully automated AI Expert Advisor based on ICT Smart Money Concepts (SMC). The EA must only execute high-probability trades that satisfy all required conditions before opening a position. The EA must avoid overtrading and
السلاموني | ​أبحث عن مبرمج MQL5 قوي تداول تداول (EA) لمنصة MetaTrader 5 يعمل بإستراتيجية Hedging with Trailing Stop. المواصفات المطلوبة: ​العمل: يعمل الروبوت على مدار اليوم ويقوم بتشغيله بشكل مستمر. ​التحويط (التحوط): عند فتح الصفقة، يقوم جهات مختصة بمحور رئيسي مختلف ويبعد النظر عن نطاق محدد. ​ملاحقة التليفون المباشر (Trailing Stop): ترك التداولات الرابحة مع، ولا يتم إغلاقها إلا عند انعكاس السعر المحدد (Trailing

Informations sur le projet

Budget
150+ USD
Délais
de 1 à 10 jour(s)