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Burg Extrapolator - MetaTrader 5용 expert
- 게시자:
- Vladimir Karputov
- 조회수:
- 4072
- 평가:
- 게시됨:
- 2017.11.03 12:30
- 업데이트됨:
- 2018.02.28 10:22
- 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:
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
The scripts places multiple pending orders lower than the current price.
Pending orders UPThe scripts places multiple pending orders higher than the current price.
The Expert Advisor sets a grid of pending Sell Limit and Buy Limit orders.
TRIX ARROWSThe Triple Exponential Average (TRIX) indicator + the signal line + arrows at the intersection of the signal and the main lines.