量化交易系统

MT5-PhythonML

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This multicurrency Expert Advisor uses 28 currency pairs. For predictions, the advisor uses models trained by the machine learning algorithm in the Python language environment.

Signal: https://www.mql5.com/en/signals/2045902

Signal: https://www.mql5.com/en/signals/2048262

All Signals: https://www.mql5.com/en/signals/author/11breath11?orderby=gain

The Expert Advisor can work with two time intervals H1 and H2 together or separately parameters in the Use Time Intervals group

The profitability of currency pairs can be viewed in the strategy tester after the test in the "Journal" tab, and disable unprofitable pairs as needed in the adviser settings, or select the most profitable, the Active option. Before the test, set Active = True for all pairs and after the test, turn off the unprofitable pairs Active = False, and you can start trading.

By default, the most profitable 8 pairs out of 28 are selected

The EA was trained from 2007 to 2022, it is necessary to test in the strategy tester from 2022 for Model3 = True, from this period the EA did not know anything about the history during training

The default settings are for the EURUSD H1 currency pair, and use Models3

  • Before testing in the strategy tester or installing the EA on a chart, if you want to speed up the testing process, set the ShowTradePanel advisor setting to false
  • In the strategy tester, set the "Open prices only " trading mode, this will not greatly affect the testing results, but will noticeably speed up the process.
  • Also, for quick testing, you can turn off the visualization of the strategy tester.
  • At the end of testing, in the log tab, you can view information on the profitability and maximum drawdown of each pair separately
Description of some of the EA settings
  • UseSameLotSizeForAllPairs - the ability to select the lot size for each pair separately, true by default, one lot size for all specified by the parameter above
  • UseMaxAllTakeProfitProcent - enables the global take profit as a percentage of the current profit specified in the MaxAllTakeProfitProcent parameter, after its execution all current orders are closed. Test only on all ticks or 1 minute OHLC
  • UseMaxStopLossProcent - turns on the global stop loss as a percentage of the current profit specified in the MaxAllStopLossProcent parameter, after its execution, all current orders are closed. Test only on all ticks or 1 minute OHLC
  • IsDynamicLot - enable automatic formation of the lot size depending on the balance or free margin
  • is_koef_for_each - if true, then the lot size is formed from the balance for each currency pair separately, if false, then from the total balance or free margin
  • koef - coefficient for forming the lot size, the larger, the greater the risks
  • from - formation of the lot size depending on the balance or free margin
  • CountOfGrid - the number of pending orders in the grid
  • GridDistanseBegin - the beginning of the first pending order in the grid from the current price
  • GridDistanseEnd - end of the last pending order in the grid from the current price
  • GridKoefBegin, GridKoefEnd - distribution of coefficients for multiplying the price of a pending order in the grid