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RSI backtest needed + possible EA project after that

MQL5 その他 相談

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

The output will be a MT4 or MT5 backtest result + programm with inputs and outputs. 

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

I) Check over the past 5-10 years 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 1x ADR move short. The same for a 0.5x ADR and 2.0 ADR move short. 

II) Check over the past 5-10 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 1 ADR move long. The same for a 0.5 and 2x ADR move long. 

In the end, I want to have a programm in which I can input the
1) Currency pair (for example EUR/USD)
2) Timeframe (for example D1, H4 or H1)

3) RSI level (>70, >30 etc) 

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

1) Answer to the scenarios I) and II) explained above. This could be something like a distibution i.e. "In 90% of the cases, EUR/USD ran max. 200 Pips higher when RSI > 70, before it dropped at least 1 ADR, 0.5 ADR, 2 ADR etc"

--> Something like: In 10-20% of  the cases, EUR/USD ran 20 Pips higher before it dropped 1 ADR

--> 30 - 50% of the cases it run X pips higher before it dropped 1 ADR

--> 90% of the cases .....

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. 

I AM NOT BASING MY trading solely on the outcome of this backtest, but it will help in determining my risk and when to take positions / where to take SLs, TPs etc. 



Thank you. 

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100 - 200 USD
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最低 7 最高 14 日