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Specifiche
I am looking for a developer to put a sophisticated quantitative trading system into code.
I will not only require the working expert advisor but also the source code for possible adjustments of variables in the future.
Included concepts:
Calculation bar close
Positions are only opened within a certain time frame daily (01 15 to 19 00 local machine time)
Open positions are closed at a certain time before midnight (21 45 local machine time)
Automated position size calculation, customizable setting of risk per trade.
The EA is supposed to work with two entry conditions, one set for long and one set for short trades.
Long Trades require the following variables:
High of the most recent candle to be higher than Upper Bollinger Band (2 80) by a multiple of the current ATR. The high of the second-and third-last candle not to fulfill this condition.
Additionally, the Low of the most recent candle is not more than a certain ATR multiple above the Tenkan (Ichimoku 8 24 38).
The High of the most recent candle to be not more than a certain ATR multiple above the EMA 20.
ADX (ADX 65) to be below a certain value.
Short Trades require the following variables:
The Open of the most recent candle (the one that the EA is calculated on bar close, not the new opening one) to be a certain ATR multiple below the Span A (Ichimoku 6 17 27). The Open of the second-and third-last candle does not fulfill this condition.
The Open of the most recent candle is not to be more than a certain ATR multiple below the middle band (Bollinger Bands 2 60).
The ADX (ADX 8) is to be below a certain value.
The Span A to be above Span B (Ichimoku 18 55 80 each) by maximum a certain ATR multiple.
The difference between RSI and Avg (RSI 14, 3) is below a certain value.
Trade Management depends on the position, but in general, only a fixed take profit and a fixed stop loss are in use. They depend on a certain ATR-multiple distance.
I know that is not an easy system but it mainly requires the developer to do the stretch of creating the variables which are based on distances between High / Open / Low / Close and indicator values.