ANOVA Seeking
- 专家
- Mano Boonsok
- 版本: 1.1
- 更新: 25 十月 2024
- 激活: 5
**Multi-Strategy EA with Advanced Statistical Analysis (ANOVA & R-squared)**
**Core Statistical Framework:**
1. **ANOVA Analysis:**
- One-way ANOVA: For trend direction significance
- Two-way ANOVA: For market variable interactions
- P-value thresholds < 0.15 for trade validation
2. **R-squared Analysis:**
- ATR R² (Strong correlation ≥ 0.75)
- Standard Deviation R² (Moderate: 0.50-0.74)
- EMA R² (Weak: 0.25-0.49)
- Combined R² for overall market state
- Determines sideways vs trending markets
**Trading Strategies:**
**Strategy 1 (Magic: 124577)**
- Primary: ATR H4 with ANOVA validation
- Entry: Simultaneous Buy/Sell Stop orders
- Confirmation: P-value < 0.15 and R² analysis
- Risk: 0.51% per trade
- RRR: 1:1.95
- Advanced SL/TP using ATR
**Strategy 2 (Magic: 124578)**
- Primary: Volume Profile with R² confirmation
- Entry: Buy/Sell Limit orders
- Martingale on profit targets
- Risk: 0.31% per trade
- RRR: 1:2.44
- Max 6 orders limit
**Strategy 3 (Magic: 124579)**
- ATR H4 Martingale with statistical validation
- Counter-trend entries
- Risk: 0.07% per trade
- RRR: 1:3.33
- Max 5 Martingale orders
**Market State Analysis:**
1. **Sideways Market Detection:**
- R² < 0.6 for ATR/SD/EMA
- Combined R² < 0.25
- P-value significance testing
2. **Trend Confirmation:**
- Strong R² correlations (≥ 0.75)
- ANOVA significance levels
- Volume profile support
**Additional Features:**
- Real-time statistical calculations
- Auto Break-Even system
- Order management controls
- Trading pause (03:00-07:00 Bangkok)
- P&L real-time display
**Risk Management Integration:**
- Strategy-specific risk allocation
- Statistical validation for entries
- Multi-layer protection system
- Advanced position sizing
This EA combines robust statistical analysis (ANOVA & R-squared) with practical trading strategies, offering a comprehensive approach to market analysis and trade execution.
