SobreMA versión 0.0.1.beta

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SobreMA versión 0.0.1.beta
Autor: cassio j. Pagnoncelli, Andrés D.. de Novais (2010.03.08 10:03)
descargado: 4828
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EnvelopeMA version 0.0.1.beta 1
SobreMA.mq4 (8.7 Kb) Vista
Hi folks,

I've been learning and making EAs from 2 meses, este es mi primer razonable y "casi libre de errores" robot. solo son cortos (no hay posiciones largas hasta ahora), when short positions are clearly good a long position version will be cloned and attached to the EA. It was made for 15-minute chart (M15) because there are no many sell stop positions executed to place it on higher periods (M30, H1+) and no lower periods because the spread becomes more significantly. Entry is made by sell stop pending orders placed whenever the Ask price and two moving averages are comprised by the low period envelope bands, this order stands for 1h15min. Exits when three different Parabolic SAR points are under the Ask price and there is a crossover of moving averages (signal moving average crosses fast moving average from down to up).

S/L and T/P are configurable and optional. Obviously there are ways to turn this system a great winner using Martingale strategy but the main idea now is to improve only the sell signals. Después de este, we will attach risk management modules, better exit ways, etc.. I hope you don't mind code is in Portuguese. Some explanations of input parameters are below:

  • AguardaCompletarCandle: Wait for 15-minute chart bar is completed to take a decision (is equivalent to use "Open bar prices only" in tester)
  • TP: Saca provecho (en pips)
  • SL: Detener la pérdida de (en pips)
  • PerEnv: Period of envelope
  • sdEnv: Deviation of envelope
  • PerMM: Period of signal exponential moving average
  • PerMMl: Period of fast (slower than signal) exponential moving average

other input parameters are explained in "parámetro de entrada" box in the tester and it's part of risk management, not about order placing.

I hope you enjoy and whenever someone leave good idea(s) they will be implemented and be made available here.

3 comentarios Para publicar un nuevo comentario, por favor acceso o registro

I'm very thankful for your comments, I'll be adjusting the EA as soon as I have free time and translate to english version.

También, lot size module is not good, some reasons:
1) extreme lot sizes are not well calculated, no minimum margin level relevance;
2) lot size is intended to work only on ABCXYZ pairs, where ABC is account currency and XYZ is another currency;
3) solo 1:100 leverage accounts;
4) no metals for trading while lot sizes calculated are very wrong;

I'm working hard on risk management modules, soon I'll send you a enhanced version of the robot.

Have a nice week,

31.03.2010 09:35 kimble9t

WHRoeder wrote:
   para ( i=0; i<OrdersTotal(); i++ )
      si ( OrderSelect(0, SELECT_BY_POS, MODE_TRADES) && OrderCloseTime() == 0 && Op == OrderType() )
         OrdenCerrar(OrderTicket(),

With MODE_TRADES you only get open orders so OrderCloseTime will always be zero (unnecessary test)

When you close an order higher numbered orders are renumbered, so the above code will close every other open order, not all orders. Always count DOWN when closing and modifying lot sizes (partial close.)

MargemLivre/100000
tam_lote >= 0.01
Preco + Pips*Point

Hard coded numbers means the EA fails on a mini account (get values from MarketInfo)

Pips*Point fails on 5 digit brokers Pips*pips2dbl won't:

//++++ These are adjusted for 5 corredores de dígitos.
double  pips2points,    // deslizamiento  3 pips    3=points    30=points
        pips2dbl;       // Detener la pérdida de 15 pepitas    0.0015      0.00150
int     Digits.pips;    // DobleToStr(dbl/pips2dbl, Digits.pips)
int inicio() {
    si (Digits == 5 || Digits == 3) {   // Adjust for five (5) corredores de dígitos.
                pips2dbl    = Point*10; pips2points = 10;   Digits.pips = 1;
    } demás {    pips2dbl    = Point;    pips2points =  1;   Digits.pips = 0; }

 

Dear sir

No orders are executed in my platform, but only shows the pending orders, don't know the reason why .

In which place the above correction to be replaced in the EA ? gracias

10.03.2010 17:52 robert76

   para ( i=0; i<OrdersTotal(); i++ )
      si ( OrderSelect(0, SELECT_BY_POS, MODE_TRADES) && OrderCloseTime() == 0 && Op == OrderType() )
         OrdenCerrar(OrderTicket(),

With MODE_TRADES you only get open orders so OrderCloseTime will always be zero (unnecessary test)

When you close an order higher numbered orders are renumbered, so the above code will close every other open order, not all orders. Always count DOWN when closing and modifying lot sizes (partial close.)

MargemLivre/100000
tam_lote >= 0.01
Preco + Pips*Point

Hard coded numbers means the EA fails on a mini account (get values from MarketInfo)

Pips*Point fails on 5 digit brokers Pips*pips2dbl won't:

//++++ These are adjusted for 5 corredores de dígitos.
double  pips2points,    // deslizamiento  3 pips    3=points    30=points
        pips2dbl;       // Detener la pérdida de 15 pepitas    0.0015      0.00150
int     Digits.pips;    // DobleToStr(dbl/pips2dbl, Digits.pips)
int inicio() {
    si (Digits == 5 || Digits == 3) {   // Adjust for five (5) corredores de dígitos.
                pips2dbl    = Point*10; pips2points = 10;   Digits.pips = 1;
    } demás {    pips2dbl    = Point;    pips2points =  1;   Digits.pips = 0; }

 

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