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Experts

Burg Extrapolator - MetaTrader 5용 expert

게시자:
Vladimir Karputov
조회수:
4093
평가:
(25)
게시됨:
2017.11.03 12:30
업데이트됨:
2018.02.28 10:22
MQL5 프리랜스 이 코드를 기반으로 한 로봇이나 지표가 필요하신가요? 프리랜스로 주문하세요 프리랜스로 이동

Author of the idea: Vladimir, mq5 code author: barabashkakvn.

The Expert Advisor uses Burg's method for linear prediction. Linear prediction is based on finding future values as linear functions of previous values. Suppose we have the x[0]..x[n-1] price range where the higher index corresponds more recent prices. The prediction of the x[n] future price is calculated as follows:

x[n] = -Sum(a[i]*x[n-i], i=1..p)

here a[i=1..p] are model ratios, and p is the model order. Burg's method finds the a[] ratios by decreasing a mean-square error on the last training n-p bars.


Input Parameters

  • MaxRisk - maximum risk of all simultaneously performed deals.
  • ntmax - maximum number of deals in one direction.
  • MinProfit - minimal predicted profit at which positions will be opened.
  • MaxLoss - maximal predicted loss at which positions will be closed.
  • TakeProfit - Take Profit value.
  • StopLoss - Stop Loss value.
  • TrailingStop - the Trailing Stop function.
  • PastBars - the number of previous bars used to predict future values.
  • ModelOrder - the order of Burg's model as a fraction of the number of past bars (0..1).
  • UseMOM - enables detrend of input data: mom(i)=log[p(i)/p(i-1)].
  • UseROC - enables detrend of input data: roc=100*(p(i)/p(i-1)-1).

Only one of UseMOM and UseROC variables can be true, i.e. UseMOM=true AND UseROC=true is not allowed.

Like most of optimized Expert Advisors, Burg Extrapolator only works well on training bars. The Expert Advisor will steadily lose money without a constant re-optimization.

MetaQuotes Ltd에서 러시아어로 번역함.
원본 코드: https://www.mql5.com/ru/code/19046

Pending orders DOWN Pending orders DOWN

The scripts places multiple pending orders lower than the current price.

Pending orders UP Pending orders UP

The scripts places multiple pending orders higher than the current price.

Carbophos Carbophos

The Expert Advisor sets a grid of pending Sell Limit and Buy Limit orders.

TRIX ARROWS TRIX ARROWS

The Triple Exponential Average (TRIX) indicator + the signal line + arrows at the intersection of the signal and the main lines.