量化交易系统

MT5-MercatorLite

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An Expert Advisor that works on one or two currency pairs simultaneously for major currencies (EUR, GBP, USD, CAD). For trading, the price movement and the combination of opening signals for several strategies are analyzed.

For position opening signals, indicators based on moving averages with various parameters that change during the work on the market situation are used. The preferred periods of the adviser's work are when there is no strong trend, but the volatility is high enough. The indicators used reveal such periods.

In the Expert Advisor settings, you can select a fixed number of sets of currency pairs. Each set contains a different number of strategies that work with one or two currency pairs. As a rule, the more strategies are used, the smoother the results are obtained when trading. However, in order to maintain the calculated indicators of the expected drawdown with a larger number of strategies, the size of the positions being opened decreases, which requires a larger initial deposit to work.

Examples of work can be viewed on the following signals:

When developing this Expert Advisor, the main goal was to achieve smooth growth with a low drawdown. Therefore, the Expert Advisor does not show exorbitant results in profitability and has quite long (2 months - 1 year) periods when the yield remains near zero during testing. But they are replaced by periods with a more favorable market situation, in which profitability increases.


Parameters

  • curenciesSet: A set of currency pairs and the number of strategies.
  • depoPart: An indicator of the use of the available part of the funds. With a value of 1.0, the expected drawdown during testing was about 10%. When it changes, the drawdown and profitability will change proportionally.
  • fixedBalance: Determines the amount of funds in the account that will participate in trading. The value 0 corresponds to the use of all funds ("auto lot") and with an increase in the account balance, the position sizes will increase. If a specific value is set, for example 10000 ("fixed lot"), then the position sizes will be calculated based on the fact that there are only 10000 on the account.

Recommendations for setting parameters will be published in this blog .


Additional features:

After testing in the strategy tester, the EA saves the transaction history in the format
used to repeat it on any other trading server using Simple History Receiver .

When working, the EA constantly saves information about open positions to a file in the shared folder of terminals.
This file can be used to organize copying transactions to other accounts using the appropriate utility (to be posted later).