量化交易系统

MT4-Ilan Dynamic Deluxe MT4

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Ilan Dynamic Deluxe is a intraday trading expert.



The well-known Ilan Dynamic served as the basis for creating a trading robot. The logic of entry along the trend and on pullbacks has been changed.

Transactions are opened and closed within a day, without transferring positions to the next day.


Timeframe: M5 - H1;

Currency pairs: any;

Model: At opening prices!


Works with Market Execution!


Main advantages:

1. Works in different phases of the market (Trend, Flat), uses the full power of the CCI indicator;

2. Calculates the levels of Trailing Start and Trailing Stop based on the time frame of the working ATR .

3. It takes into account the average move of the daily ATR .

4. It has a safety stop loss level, which = the percentage of loss from the maximum Equity achieved, at which all existing positions are exited.

5. It has a built-in Money Management and Custom optimization parameter, which allows you to cut off the negative results of the settings with a probability of more than 70% and increase the passability of the Forward test.

6. Additional settings: time filter, maximum spread filter, etc.


Options:

extern string menucomment00    = "= Strategy options: Trend/Flat =";
extern bool   trend_enabled = true;  // Trend: optimizations and trading
extern bool   flat_enabled  = true;  // Flat: optimizations and trading
extern string menucomment01    = "= Order options: Lot/ММ/Trail/Pipstep =";
extern double lots                          = 0.01;        // Size of lots
extern int    type_lot_exponent             = 0;           // Type of lot_exponent: 0-geometric, 1-arithmetic
extern double lot_exponent                  = 1.0;         // How much to multiply the lot (1..2)
extern bool   MM                            = false;       // On/Off. Моney Managment
extern double risk                          = 1;           // ММ = 0.01 - (1% percent)
extern int    balans                        = 1000;        // lots = AccountBalance*risk/reinvestment balance
extern double sl_k_atr_tral_stop            = 1;           // Multiplier ATR (0.5 .. 10) for Trailing Stop
extern double tp_k_atr_tral_start           = 3;           // Multiplier ATR (0.5 .. 10) for Trailing Start
extern double total_equity_risk             = 15.0;        // Total Equity Risk (percent) = (5 .. 20)
extern double total_drawdown                = 15.0;        // Maximal Drawdown (percent) of the balance (5..20)
extern int    max_trades                    = 2;           // Maximum number of open orders (0 - one orders .. 15)
extern bool   dynamic_pips                  = true;        // On/Off. Dynamic Pipstep
extern int    default_pips                  = 12;          // Minimal Pipstep (10..50)
extern int    glubina                       = 36;          // Count bars for pipstep calculate (10..50)
extern int    del                           = 3;           // Multiplier value of Dynamic Pipstep (1..3)
extern string menucomment02    = "= Indicators options: ATR/CCI =";
extern double dayli_delta_atr               = 0.05;        // Multiplier delta ATR (trend - flat) (0.05 .. 1)
extern double dayli_atr_percent             = 80;          // Passed % daily ATR (50 .. 100)
extern int    tf_cci                        =  0;          // TF_cci:0 -current TF,1 - M5,2 - M15,3 - M30,4 - Н1(0..4)
extern int    cci_buy_level                 =  100;        // CCI Buy Level  (100 .. 200)
extern int    cci_sell_level                = -100;        // CCI Sell Level (-100 ..-200)
extern string menucomment03    = "= Additional options: Spread/Time work/Magic number orders/Log file=";
extern double max_spread                    = 30;          // Maximum allowable spread 
extern int    start_hour                    = 6;           // Trading start hours (5 .. 9)
extern int    start_min                     = 0;           // Minutes to start trading
extern int    end_hour                      = 22;          // Trading end hours  (20 .. 23)
extern int    end_min                       = 0;           // Trade end minutes
extern int    magic_number                  = 11111;        // ID/Magic number of orders
extern bool   debug                         = false;        // On/Off. Print comments in log
extern string menucomment04    = "= Tester optimization options=";
extern int    min_trades                        = 100;         // Maximal count of orders (100..300)
extern int    max_num_of_seq_sl                 = 5;           // Maximum series of losing trades (3..8)
extern int    tester_min_percent_profit_trades  = 50;          // Minimal % profit trades in history (50..66)

Optimization recommendations:

1. At the beginning, the strategy is optimized: trading 1-lot (0.1 or 0.01), without refill orders (max_trades=0)

2. Optimize refill orders (pipstep and max_trades = (2..5))

3. Optimize MM (lots, lot_exponent, etc.);

4. The number of transactions from 100 or more;

5. The calculation of the Custom parameters: recovery factor, Sharpe ratio,TEF and SQN.The result must to be a positive number.


IMPORTANT! Contact me immediately after the purchase to get the current preset for the EURUSD/GBPUSD/USDJPY M5 .

I trade with EXNESS broker!