Great project on a trading strategy, also for yourself.... Need RSI + Stoch Backtest and Output Program

MQL4 スクリプト 相談

指定

Hi, I need someone that is great with math and statistics. 

The output will be a MT4 programm with inputs and outputs. 

For any currency pair (my list has 24 pairs):

I) Check over the past 3-5 years whenever RSI > 70 (and RSI > 75 and RSI >80), how many pips did we run higher to the upside, before we got AT LEAST a 0.5x ADR move short. The same for a 1x ADR move short. 
II) Check over the past 3-5 years whenever RSI < 30 (and RSI < 25 and RSI < 20), how many pips did we run lower to the downside, before we got AT LEAST a 0.5x ADR move long. The same for a 1x ADR move long. 

In the end, I want to have a programm in which I can input the
1) currency pair
2) timeframe

3) RSI level

.... and I want to see the following output: 

1) how many instances did I or II (see above) happen?

2) What was the average of ( 3-5 years whenever RSI > 70 (and RSI > 75 and RSI >80), how many pips did we run higher to the upside, before we got AT LEAST a 0.5x ADR move short. The same for a 1x ADR move short. ) or the average of (over the past 3-5 years whenever RSI > 30 (and RSI < 25 and RSI < 20), how many pips did we run lower to the downside, before we got AT LEAST a 0.5x ADR move long. The same for a 1x ADR move long. 

3) Finally (this might be the final step): I want to see level on my chart that calculate the probability of a 1 ADR move to the downside when RSI > 70 and an 1 ADR move to the upside when RSI<30. Same for the probability of a 0,5 ADR move. 

The goal here is to take short positions when RSI > 70 and longs when RSI <30. If it runs against me, I want to know, how long it could run against me, until we get at least a 1 ADR corrections. This way I can keep my average price within the 1 ADR or 0.5 ADR pip range. 


Please only respond if this makes sense to you and you would know how to do this and perhaps have some own ideas to enhance it. 

Thank you. 


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