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非指标基础 EA 系统,经过改进! (Non-indicator base EA system, revamped!)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:iamgotzaa
发布日期:First Post: Feb 28, 2015 9:53pm | Edited Mar 28, 2015 11:11pm



Hi,

I'm back again. (my previous development on this EA, some attempt on UDINE Rules' EA )

I want to share this with you all.

Here is my system

Signal1

  1. if price is
  2. higher than
  3. highest highs of last 3 bars
  4. but less than highest highs of last 20 bars
  5. sell

  1. if price is
  2. lower than
  3. lowest lows of last 3 bars
  4. but more than lowest lows of last 20 bars
  5. buy

Condition 2

  1. if value from trend() function is less/more than -X and +X value
  2. and
  3. price is less/more than lowest lows/highest highs of last 20 bars
  4. then
  5. consider next condition

Condition 2.1

  1. highest high of last 3 bar (or lowest low of last 3 bar)
  2. subtract by current price (Current price subtract above)
  3. is more than
  4. X value (consider large move)
  5. then send two orders, BUYSTOP and SELLSTOP
  6. at specified offset from current price

Condition 2.2

  1. Close price from last 2 bar
  2. subtract by current price (Current price subtract above)
  3. is less than
  4. X value (consider small move)
  5. then send two orders, BUYSTOP and SELLSTOP
  6. at specified offset from current price

BUYSTOP and SELLSTOP are sent with specific expire time, which is configurable. However default is 90 minutes.

The EA is attached, source code also.
Back test on GBPUSD and setting are shown in the strategy report files.
Usage timeframe is M15 only
Pair, (I think any) not sure for JPY
Not design for commodity
if spread is more than 60 points (6 pips) you may need to adjust the setting.

note:
feb10_revamp_edited.zip --> Fix issue EA stopped, or freeze. show error "array out of range"

2015.03.28
Release version that fix continuous error loop, unable to delete invalid pending order ticket.
Upgrade algorithm to reduce draw down, using partial hedging with higher lot size.
(download here)

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