量化交易系统

MT5-DYJ Hedging

  • 型号:
Main Image

The DYJ Hedging is based on the following idea: crossing of two Moving Average lines (Fast and slow ) is used as a signal for opening positions.

The DYJ Hedging searches for position opening conditions only on a new bar (performs operations at the moment of new bar emergence), while Total Profit is controlled on every tick. When a condition for opening a position is found (a check is performed for the Base symbol on which the EA is running), the EA opens two positions at once: on the Base symbol and on the Hedge symbol .

An example of launch on the EURJPY symbol, while the Hedge symbol is USDJPY:

Note: MT5 backtesting cannot simulate all currency signal markets!


Input Parameters

  • InpMagic = 14549924       --  magic number
  • InpBasePairs    = GBPUSD,EURUSD,USDJPY,USDCHF,XAUUSD,XAGUSD,USDCAD -- Comma-separated list of hedge symbols .
  • InpHedgePairs = USDJPY,EURJPY,USDCHF,EURCHF  --  Comma-separated list of hedge symbols . not used if empty;
  • InpPercentRisk = 0 -- Risk (%) [0=False]
  • InpLots  = 0.1                 --  Lots
  • InpTotalProfit = 50         --  Profit target for closing all positions
  • InpTotalLoss = 1000        --  Loss target for closing all positions
  • InpEquityDelta  = 1.1     --  Equity target multiple for closing all positions
  • InpBaseMaxOrders = 1    --  Base Pairs Counts
  • InpMaxOrders = 1           --  Max Orders
  • InpMaxSpread  = 20        -- Max Spread
  • InpPipStep  = 300 -- Order step
  • InpTakeProfit = 0.0         -- TakeProfit
  • InpStopLoss   = 0.0         -- StopLoss
  • InpTrailingStop = 0         -- Trailing Stop (in pips)
  • InpTrailingStep = 0;        -- Trailing Step (in pips)
  • InpIncreasedProfit  = 10  --  Increased Profit($) for GrowthRat
  • InpDistanceDivisor  = 3              // Pending Distance fraction. Do not use pending if it is 0.