Unisciti alla nostra fan page
MACD Stochastic - sistema esperto per MetaTrader 5
- Pubblicati da::
- Vladimir Karputov
- Visualizzazioni:
- 18481
- Valutazioni:
- Pubblicato:
- 2017.11.03 12:39
- Aggiornato:
- 2018.02.28 14:02
- Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance
The author of the idea: Firmin, the mq5 code author: barabashkakvn.
The Expert Advisor uses two indicators, including iMACD (Moving Average Convergence/Divergence, MACD) and iStochastic (Stochastic Oscillator). No more than one position per bar can be opened. It uses three time intervals to determine entries.
Input Parameters
- MACD: period for Fast average calculation - fast moving average period.
- MACD: period for Slow average calculation - slow moving average period.
- MACD: period for their difference averaging - the period for averaging the difference.
- Use Stochastic - enable/disable the use of Stochastic.
- Bars to check Stochastic - the number of bars for calculating the Stochastic signal.
- STO: K-period (number of bars for calculations) - K period (number of bars for calculations).
- STO: D-period (period of first smoothing) - D period (period for the primary smoothing).
- STO: final smoothing - final smoothing.
- STO: type of smoothing - type of smoothing.
- STO: stochastic calculation method - Stochastic calculation method.
- Lots - the volume of position to open.
- Stop Loss (in pips) - Stop Loss value.
- Take Profit (in pips) - Take Profit value.
- Trailing Stop (in pips) - trailing value.
- Trailing Step (in pips) - trailing step value.
- Max positions - the maximum number of positions.
- No Loss stop (in pips) - the minimum breakeven level.
- When set "No Loss stop" (in pips) - minimum distance from the price to set breakeven.
- Start period #1 (only hours and minutes are valid) - beginning of period #1.
- End period #1 (only hours and minutes are valid) - end of period #1.
- Start period #2 (only hours and minutes are valid) - beginning of period #2.
- End period #2 (only hours and minutes are valid) - end of period #2.
- Start period #3 (only hours and minutes are valid) - beginning of period #3.
- End period #3 (only hours and minutes are valid) - end of period #3.
Testing results on all pairs from 2017.03.06 to 2017.10.08:
Symbol | Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades |
---|---|---|---|---|---|---|---|---|---|---|
GBPJPY | 19 | 11120,25 | 1120,25 | 28,01 | 1,86 | 2,96 | 0,31 | 0 | 3,70 | 40 |
EURAUD | 13 | 11070,28 | 1070,28 | 22,30 | 1,84 | 2,29 | 0,31 | 0 | 4,64 | 48 |
CHFJPY | 11 | 10819,40 | 819,40 | 16,39 | 1,44 | 1,11 | 0,18 | 0 | 7,19 | 50 |
GBPCHF | 18 | 10661,42 | 661,42 | 21,34 | 1,54 | 1,39 | 0,22 | 0 | 4,60 | 31 |
EURJPY | 15 | 10602,62 | 602,62 | 13,70 | 1,35 | 1,28 | 0,14 | 0 | 4,61 | 44 |
NZDUSD | 0 | 10540,46 | 540,46 | 16,89 | 1,39 | 1,03 | 0,17 | 0 | 5,01 | 32 |
GBPUSD | 2 | 10537,58 | 537,58 | 12,22 | 1,27 | 0,66 | 0,13 | 0 | 7,62 | 44 |
AUDUSD | 6 | 10316,09 | 316,09 | 7,53 | 1,16 | 0,57 | 0,08 | 0 | 5,11 | 42 |
AUDNZD | 7 | 10315,69 | 315,69 | 7,52 | 1,24 | 1,24 | 0,11 | 0 | 2,51 | 42 |
AUDCAD | 8 | 10047,39 | 47,39 | 1,16 | 1,03 | 0,08 | 0,02 | 0 | 5,92 | 41 |
EURCHF | 14 | 10040,68 | 40,68 | 1,45 | 1,03 | 0,08 | 0,02 | 0 | 4,97 | 28 |
AUDCHF | 9 | 10028,50 | 28,50 | 0,75 | 1,00 | 0,04 | 0,12 | 0 | 6,72 | 38 |
EURNZD | 16 | 9935,54 | -64,46 | -1,43 | 0,96 | -0,07 | -0,02 | 0 | 9,14 | 45 |
AUDJPY | 10 | 9927,16 | -72,84 | -1,92 | 0,96 | -0,08 | -0,02 | 0 | 8,44 | 38 |
USDCHF | 3 | 9901,90 | -98,10 | -3,16 | 0,94 | -0,23 | -0,02 | 0 | 4,19 | 31 |
USDCAD | 5 | 9752,49 | -247,51 | -6,69 | 0,84 | -0,39 | -0,08 | 0 | 6,20 | 37 |
EURCAD | 17 | 9635,41 | -364,59 | -8,89 | 0,79 | -0,42 | -0,11 | 0 | 8,49 | 41 |
EURUSD | 1 | 9573,66 | -426,34 | -13,32 | 0,77 | -0,47 | -0,12 | 0 | 8,88 | 32 |
CADCHF | 20 | 9006,63 | -993,37 | -25,47 | 0,60 | -0,62 | -0,24 | 0 | 15,84 | 39 |
USDJPY | 4 | 8729,71 | -1270,29 | -25,41 | 0,54 | -0,80 | -0,29 | 0 | 15,85 | 50 |
EURGBP | 12 | 7996,09 | -2003,91 | -50,10 | 0,44 | -0,88 | -0,43 | 0 | 22,26 | 40 |
Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/19233
The Expert Advisor checks the direction in which the price has been moving for the last 10 seconds, and opens a position in accordance with the movement. The EA sets Stop Loss and Take Profit.
e-Skoch pending ordersWorks with pending stop orders (Buy Stop and Sell Stop). Monitors spread %.
The indicator of support and resistance lines calculated based on the iFractals (Fractals) indicator values.
CDictionaryAn implementation of the dictionary (associative array) data structure in MQL5, based on CArrayObj and CList.