RSI backtest needed + possible EA project after that

MQL5 Diğer Danışmanlık

İş Gereklilikleri


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. 

Yanıtlandı

1
Geliştirici 1
Derecelendirme
(2)
Projeler
4
0%
Arabuluculuk
4
25% / 75%
Süresi dolmuş
1
25%
Serbest
2
Geliştirici 2
Derecelendirme
(42)
Projeler
62
8%
Arabuluculuk
12
58% / 42%
Süresi dolmuş
1
2%
Serbest
3
Geliştirici 3
Derecelendirme
(9)
Projeler
4
0%
Arabuluculuk
11
0% / 82%
Süresi dolmuş
0
Serbest
4
Geliştirici 4
Derecelendirme
(11)
Projeler
16
31%
Arabuluculuk
5
40% / 40%
Süresi dolmuş
4
25%
Serbest
5
Geliştirici 5
Derecelendirme
(372)
Projeler
401
70%
Arabuluculuk
3
100% / 0%
Süresi dolmuş
2
0%
Çalışıyor
6
Geliştirici 6
Derecelendirme
(42)
Projeler
88
14%
Arabuluculuk
30
30% / 57%
Süresi dolmuş
36
41%
Çalışıyor
7
Geliştirici 7
Derecelendirme
(568)
Projeler
641
41%
Arabuluculuk
21
57% / 29%
Süresi dolmuş
47
7%
Çalışıyor
8
Geliştirici 8
Derecelendirme
(66)
Projeler
143
34%
Arabuluculuk
10
10% / 60%
Süresi dolmuş
26
18%
Serbest

Proje bilgisi

Bütçe
100 - 200 USD
KDV (19%): 19 - 38 USD
Toplam: 119 - 238 USD
Geliştirici için
90 - 180 USD
Son teslim tarihi
from 7 to 14 gün