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# Table of Contents
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# Profitable Expert Advisor Repository
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- [Table of Contents](#table-of-contents)
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A comprehensive collection of algorithmic trading strategies for MetaTrader 5, including production-ready Expert Advisors, machine learning models, and backtesting frameworks.
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- [Profitable Expert Advisors (EAs)](#profitable-expert-advisors-eas)
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- [Available EAs](#available-eas)
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## Table of Contents
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- [1. RSI Reversal Asian AUD/USD](#1-rsi-reversal-asian-audusd)
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- [2. RSI MidPoint Hijack XAU/USD](#2-rsi-midpoint-hijack-xauusd)
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- [Repository Structure](#repository-structure)
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- [3. RSI Reversal Asian EUR/USD](#3-rsi-reversal-asian-eurusd)
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- [Frontline Strategies](#frontline-strategies) - Production-ready EAs
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- [4. RSI CrossOver Reversal XAU/USD](#4-rsi-crossover-reversal-xauusd)
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- [AI & Machine Learning](#ai--machine-learning) - ONNX models for price prediction
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- [5. RSI Follow Reverse EMA CrossOver BTC/USD](#5-rsi-follow-reverse-ema-crossover-btcusd)
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- [Back-Pedal Strategies](#back-pedal-strategies) - Alternative implementations
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- [6. DarvasBoxXAUUSD](#6-darvasboxxauusd)
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- [Backtesting](#backtesting) - Python backtesting framework
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- [7. EMASlopeDistanceCocktailXAUUSD](#7-emaslopedistancecocktailxauusd)
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- [Strategy Performance](#strategy-performance)
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- [Strategy Rationale](#strategy-rationale)
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- [Quick Start](#quick-start)
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- [RSI Reversal Strategy](#rsi-reversal-strategy)
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- [Disclaimer](#disclaimer)
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- [RSI MidPoint Hijack Strategy](#rsi-midpoint-hijack-strategy)
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- [RSI CrossOver Reversal Strategy](#rsi-crossover-reversal-strategy)
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## Repository Structure
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- [Darvas Box Strategy](#darvas-box-strategy)
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- [EMA Slope Distance Cocktail Strategy](#ema-slope-distance-cocktail-strategy)
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```
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- [Profitability Factors](#profitability-factors)
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profitable-expert-advisor/
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- [Usage](#usage)
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├── frontline/ # Production-ready trading strategies
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- [Disclaimer](#disclaimer)
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│ ├── MQL5/ # MetaTrader 5 Expert Advisors
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│ └── tradingview/ # TradingView Pine Script strategies
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├── ai/ # ONNX machine learning models
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├── back-pedal/ # Alternative/experimental strategies
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├── backtesting/ # Python backtesting framework
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│ ├── MT5/ # MT5 Python backtesting
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│ └── own/ # Custom backtesting tools
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└── paper/ # Research papers and simulations
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```
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## Frontline Strategies
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**Location**: [`frontline/`](frontline/)
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Production-ready Expert Advisors with comprehensive backtesting and performance reports.
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### Available Strategies
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1. **RSI Scalping Strategies**
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- RSIScalpingXAUUSD (Gold)
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- RSIScalpingBTCUSD (Bitcoin)
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- RSIScalpingMSFT (Microsoft Stock)
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- RSIScalpingTSLA (Tesla Stock)
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2. **Advanced Gold Strategies**
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- RSICrossOverReversalXAUUSD
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- RSIMidPointHijackXAUUSD (Multi-strategy system)
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- EMASlopeDistanceCocktailXAUUSD
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- DarvasBoxXAUUSD
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3. **TradingView Strategies**
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- SSEEMARSICocktail (Pine Script)
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**Performance Reports**: All strategies include detailed HTML reports and PNG charts showing P&L, drawdown, and trade statistics.
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📖 **[View Full Frontline Documentation](frontline/README.md)**
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## AI & Machine Learning
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**Location**: [`ai/`](ai/)
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Complete framework for training and deploying ONNX machine learning models in MetaTrader 5.
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### Features
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- 🧠 LSTM neural networks for price prediction
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- 📊 Technical indicators as features (RSI, EMA, ATR, etc.)
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- 🔄 ONNX export for MQL5 integration
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- 📈 Real-time prediction in Expert Advisors
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### Quick Start
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```bash
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cd ai
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pip install -r requirements.txt
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python train_onnx_model.py --symbol XAUUSD --timeframe H1
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```
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📖 **[View Full AI Documentation](ai/README.md)**
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## Back-Pedal Strategies
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**Location**: [`back-pedal/`](back-pedal/)
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Alternative implementations and experimental strategies for comparison and testing.
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### Available Strategies
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- RSIScalpingEURUSD
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- RSIScalpingXAGUSD (Silver)
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- RSIScalpingAPPL (Apple Stock)
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- RSIReversalAsianAUDUSD
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- RSIReversalAsianEURUSD
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- RSIFollowReverseEMACrossOverBTCUSD
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📖 **[View Back-Pedal Documentation](back-pedal/README.md)**
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## Backtesting
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**Location**: [`backtesting/`](backtesting/)
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### MT5 Python Backtesting
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Complete Python framework for backtesting strategies using MetaTrader 5 historical data.
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- Base strategy class for easy implementation
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- Multiple indicator support (RSI, EMA, SMA, ATR, MACD)
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- Performance analysis and visualization
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- Example strategies included
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📖 **[View Backtesting Documentation](backtesting/MT5/README.md)**
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# Profitable Expert Advisors (EAs)
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## Strategy Performance
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This repository contains a collection of profitable Expert Advisors (EAs) designed for MetaTrader 5. Each EA implements different trading strategies optimized for specific currency pairs and market conditions.
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All strategies include comprehensive performance reports with:
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## Available EAs
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- **Equity Curves**: Account balance over time
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- **Drawdown Analysis**: Maximum drawdown periods
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- **Trade Statistics**: Win rate, profit factor, average win/loss
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- **Monthly Performance**: Month-by-month returns
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- **P&L Charts**: Visual profit and loss distribution
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### Performance Reports Location
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- **Frontline Strategies**: `frontline/MQL5/[StrategyName]/report.png` and `report.html`
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- **Back-Pedal Strategies**: `back-pedal/[StrategyName]/test-balance.png`
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## Quick Start
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### 1. Choose Your Strategy
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- **For Production**: Use strategies from `frontline/MQL5/`
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- **For Experimentation**: Try `back-pedal/` strategies
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- **For ML Trading**: Explore `ai/` ONNX models
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### 2. Install and Deploy
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1. Copy EA file to MT5 `MQL5/Experts/` directory
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2. Compile in MetaEditor (F7)
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3. Review backtest reports (`report.html` and `report.png`)
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4. Test on demo account
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5. Deploy with appropriate risk management
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### 3. Monitor Performance
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- Review HTML reports for detailed statistics
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- Check PNG charts for visual performance
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- Monitor live trading metrics
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- Adjust parameters as needed
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## Legacy EA Documentation
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The following sections document individual EAs from the original collection:
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### 1. RSI Reversal Asian AUD/USD
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### 1. RSI Reversal Asian AUD/USD
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- **Strategy**: RSI-based reversal trading during Asian session
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- **Strategy**: RSI-based reversal trading during Asian session
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@@ -51,9 +177,9 @@ MaxSpread = 1000; // Maximum allowed spread in pips
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MaxDuration = 140; // Maximum trade duration in hours
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MaxDuration = 140; // Maximum trade duration in hours
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```
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```
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="RSIReversalAsianAUDUSD/test-balance.jpg" alt="RSI Reversal Asian AUD/USD Test Balance" width="600"/>
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<img src="back-pedal/RSIReversalAsianAUDUSD/test-balance.png" alt="RSI Reversal Asian AUD/USD Performance" width="600"/>
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</div>
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</div>
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### 2. RSI MidPoint Hijack XAU/USD
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### 2. RSI MidPoint Hijack XAU/USD
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@@ -85,9 +211,9 @@ InpEnableStrategyLock = false; // Enable Strategy Lock
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InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips)
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InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips)
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```
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```
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="RSIMidPointHijackXAUUSD/test-balance.jpg" alt="RSI MidPoint Hijack XAU/USD Test Balance" width="600"/>
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<img src="frontline/MQL5/RSIMidPointHijackXAUUSD/report.png" alt="RSI MidPoint Hijack XAU/USD Performance" width="600"/>
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</div>
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</div>
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### 3. RSI Reversal Asian EUR/USD
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### 3. RSI Reversal Asian EUR/USD
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@@ -113,9 +239,9 @@ MaxDuration = 22; // Maximum trade duration in hours
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RSIExitLevel = 57; // RSI level to exit
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RSIExitLevel = 57; // RSI level to exit
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```
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```
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="RSIReversalAsianEURUSD/test-balance.jpg" alt="RSI Reversal Asian EUR/USD Test Balance" width="600"/>
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<img src="back-pedal/RSIReversalAsianEURUSD/test-balance.jpg" alt="RSI Reversal Asian EUR/USD Performance" width="600"/>
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</div>
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</div>
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### 4. RSI CrossOver Reversal XAU/USD
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### 4. RSI CrossOver Reversal XAU/USD
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@@ -142,9 +268,9 @@ emaDistanceThreshold = 165; // EMA distance threshold
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TrailingStop = 295; // Trailing stop in pips
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TrailingStop = 295; // Trailing stop in pips
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```
|
```
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|
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||||||
**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="RSICrossOverReversalXAUUSD/test-balance.jpg" alt="RSI CrossOver Reversal XAU/USD Test Balance" width="600"/>
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<img src="frontline/MQL5/RSICrossOverReversalXAUUSD/report.png" alt="RSI CrossOver Reversal XAU/USD Performance" width="600"/>
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</div>
|
</div>
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### 5. RSI Follow Reverse EMA CrossOver BTC/USD
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### 5. RSI Follow Reverse EMA CrossOver BTC/USD
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@@ -183,9 +309,9 @@ InpLockProfitThreshold = 1000; // Lock Profit Threshold (pips)
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InpCooldownPeriod = 24; // Cooldown Period in hours
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InpCooldownPeriod = 24; // Cooldown Period in hours
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```
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```
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="RSIFollowReverseEMACrossOverBTCUSD/test-balance.jpg" alt="RSI Follow Reverse EMA CrossOver BTC/USD Test Balance" width="600"/>
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<img src="back-pedal/RSIFollowReverseEMACrossOverBTCUSD/test-balance.jpg" alt="RSI Follow Reverse EMA CrossOver BTC/USD Performance" width="600"/>
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</div>
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</div>
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### 6. DarvasBoxXAUUSD
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### 6. DarvasBoxXAUUSD
|
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@@ -218,9 +344,9 @@ PrimaryTF = PERIOD_H1; // Primary timeframe
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SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation
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SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation
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```
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```
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="DarvasBoxXAUUSD/test-balance.jpg" alt="Darvas Box XAU/USD Test Balance" width="600"/>
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<img src="frontline/MQL5/DarvasBoxXAUUSD/report.png" alt="Darvas Box XAU/USD Performance" width="600"/>
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</div>
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</div>
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### 7. EMASlopeDistanceCocktailXAUUSD
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### 7. EMASlopeDistanceCocktailXAUUSD
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@@ -266,9 +392,9 @@ tradeCooldownMinutes = 19; // Trade debounce period
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- Win Rate: 64.65%
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- Win Rate: 64.65%
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- Total Trades: 2863
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- Total Trades: 2863
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**Test Balance Results:**
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**Performance Report:**
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<div align="center">
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<div align="center">
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<img src="EMASlopeDistanceCocktailXAUUSD/test-balance.jpg" alt="EMA Slope Distance Cocktail XAU/USD Test Balance" width="600"/>
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<img src="frontline/MQL5/EMASlopeDistanceCocktailXAUUSD/report.png" alt="EMA Slope Distance Cocktail XAU/USD Performance" width="600"/>
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</div>
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</div>
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|
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## Strategy Rationale
|
## Strategy Rationale
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||||||
@@ -352,13 +478,27 @@ These EAs are designed to be profitable in the long run due to:
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|
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## Usage
|
## Usage
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||||||
|
|
||||||
|
### For Production Trading
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||||||
|
|
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1. **Review Performance Reports**: Check `report.html` and `report.png` in each strategy folder
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2. **Test on Demo**: Always test on demo account first
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3. **Configure Parameters**: Adjust based on your risk tolerance
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4. **Deploy**: Copy EA to MT5 and attach to chart
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|
5. **Monitor**: Regularly review performance and adjust as needed
|
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|
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### Parameter Configuration
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|
|
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Each EA comes with configurable parameters that can be adjusted based on:
|
Each EA comes with configurable parameters that can be adjusted based on:
|
||||||
- Market conditions
|
- Market conditions
|
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- Risk tolerance
|
- Risk tolerance
|
||||||
- Trading style
|
- Trading style
|
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- Account size
|
- Account size
|
||||||
|
|
||||||
Please refer to the individual EA files for specific parameter descriptions and recommended settings.
|
Please refer to:
|
||||||
|
- Individual EA files for parameter descriptions
|
||||||
|
- `frontline/README.md` for production strategies
|
||||||
|
- `back-pedal/README.md` for alternative implementations
|
||||||
|
- `ai/README.md` for machine learning models
|
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|
|
||||||
## Disclaimer
|
## Disclaimer
|
||||||
|
|
||||||
|
|||||||
@@ -0,0 +1,109 @@
|
|||||||
|
# Back-Pedal Strategies
|
||||||
|
|
||||||
|
This directory contains alternative implementations and experimental trading strategies. These are variations or earlier versions of strategies that may be used for comparison, testing, or as fallback options.
|
||||||
|
|
||||||
|
## Directory Structure
|
||||||
|
|
||||||
|
```
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|
back-pedal/
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||||||
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├── RSIScalpingEURUSD/ # RSI Scalping for EUR/USD
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|
├── RSIScalpingXAGUSD/ # RSI Scalping for Silver (XAG/USD)
|
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|
├── RSIScalpingAPPL/ # RSI Scalping for Apple Stock
|
||||||
|
├── RSIReversalAsianAUDUSD/ # RSI Reversal for AUD/USD (Asian session)
|
||||||
|
├── RSIReversalAsianEURUSD/ # RSI Reversal for EUR/USD (Asian session)
|
||||||
|
└── RSIFollowReverseEMACrossOverBTCUSD/ # Multi-strategy for Bitcoin
|
||||||
|
```
|
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|
|
||||||
|
## Available Strategies
|
||||||
|
|
||||||
|
### 1. RSIScalpingEURUSD
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- **Instrument**: EUR/USD
|
||||||
|
- **Strategy**: RSI-based scalping
|
||||||
|
- **Performance**: See `test-balance.png`
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
### 2. RSIScalpingXAGUSD
|
||||||
|
- **Instrument**: Silver (XAG/USD)
|
||||||
|
- **Strategy**: RSI scalping optimized for silver
|
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|
- **Performance**: See `test-balance.png`
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||||||
|
|
||||||
|
|
||||||
|
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||||||
|
### 3. RSIScalpingAPPL
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|
- **Instrument**: Apple Stock (AAPL)
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|
- **Strategy**: RSI scalping for stock trading
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|
- **Status**: In development
|
||||||
|
|
||||||
|
### 4. RSIReversalAsianAUDUSD
|
||||||
|
- **Instrument**: AUD/USD
|
||||||
|
- **Strategy**: RSI reversal during Asian trading session
|
||||||
|
- **Time Window**: Optimized for Asian session hours
|
||||||
|
- **Performance**: See `test-balance.png`
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
### 5. RSIReversalAsianEURUSD
|
||||||
|
- **Instrument**: EUR/USD
|
||||||
|
- **Strategy**: RSI reversal during Asian trading session
|
||||||
|
- **Time Window**: Optimized for Asian session hours
|
||||||
|
- **Performance**: See `test-balance.jpg`
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
### 6. RSIFollowReverseEMACrossOverBTCUSD
|
||||||
|
- **Instrument**: Bitcoin (BTC/USD)
|
||||||
|
- **Strategy**: Multi-strategy system combining:
|
||||||
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- RSI Follow Strategy
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||||||
|
- RSI Reverse Strategy
|
||||||
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- EMA Cross Strategy
|
||||||
|
- **Performance**: See `test-balance.jpg`
|
||||||
|
|
||||||
|
|
||||||
|
|
||||||
|
## Purpose
|
||||||
|
|
||||||
|
These strategies serve as:
|
||||||
|
- **Alternative Implementations**: Different parameter sets or logic variations
|
||||||
|
- **Testing Ground**: Experimental features and modifications
|
||||||
|
- **Comparison Baseline**: Reference implementations for performance comparison
|
||||||
|
- **Fallback Options**: Backup strategies when primary strategies need adjustment
|
||||||
|
|
||||||
|
## Differences from Frontline
|
||||||
|
|
||||||
|
The strategies in this directory may differ from the `frontline/` versions in:
|
||||||
|
- Parameter optimization
|
||||||
|
- Entry/exit logic variations
|
||||||
|
- Risk management approaches
|
||||||
|
- Time window configurations
|
||||||
|
- Instrument-specific adaptations
|
||||||
|
|
||||||
|
## Usage Notes
|
||||||
|
|
||||||
|
⚠️ **Important**: These are experimental/alternative strategies. Always:
|
||||||
|
1. Test thoroughly on demo accounts
|
||||||
|
2. Compare performance with frontline strategies
|
||||||
|
3. Understand the differences before deployment
|
||||||
|
4. Monitor closely if used in live trading
|
||||||
|
|
||||||
|
## Performance Images
|
||||||
|
|
||||||
|
All strategies include `test-balance.png` or `test-balance.jpg` files showing:
|
||||||
|
- Equity curve over time
|
||||||
|
- Drawdown periods
|
||||||
|
- Trade distribution
|
||||||
|
- Performance metrics
|
||||||
|
|
||||||
|
## Related Directories
|
||||||
|
|
||||||
|
- **`../frontline/`**: Production-ready strategies (recommended for live trading)
|
||||||
|
- **`../ai/`**: Machine learning-based strategies
|
||||||
|
- **`../backtesting/`**: Backtesting frameworks
|
||||||
|
|
||||||
|
## Disclaimer
|
||||||
|
|
||||||
|
These strategies are provided for research and educational purposes. Past performance does not guarantee future results. Always use appropriate risk management and test thoroughly before live trading.
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
**Last Updated**: 2025-01-05
|
||||||
@@ -0,0 +1,268 @@
|
|||||||
|
# Frontline Trading Strategies
|
||||||
|
|
||||||
|
This directory contains production-ready Expert Advisors (EAs) for MetaTrader 5, organized by strategy type and trading instrument.
|
||||||
|
|
||||||
|
## Directory Structure
|
||||||
|
|
||||||
|
```
|
||||||
|
frontline/
|
||||||
|
├── MQL5/ # MetaTrader 5 Expert Advisors
|
||||||
|
│ ├── RSIScalpingXAUUSD/ # RSI Scalping for Gold
|
||||||
|
│ ├── RSIScalpingBTCUSD/ # RSI Scalping for Bitcoin
|
||||||
|
│ ├── RSIScalpingMSFT/ # RSI Scalping for Microsoft
|
||||||
|
│ ├── RSIScalpingTSLA/ # RSI Scalping for Tesla
|
||||||
|
│ ├── RSICrossOverReversalXAUUSD/ # RSI Crossover Reversal for Gold
|
||||||
|
│ ├── RSIMidPointHijackXAUUSD/ # RSI MidPoint Multi-Strategy for Gold
|
||||||
|
│ ├── EMASlopeDistanceCocktailXAUUSD/ # EMA Slope Distance Strategy
|
||||||
|
│ └── DarvasBoxXAUUSD/ # Darvas Box Breakout Strategy
|
||||||
|
└── tradingview/ # TradingView Pine Script strategies
|
||||||
|
└── SSEEMARSICocktail/ # Multi-indicator cocktail strategy
|
||||||
|
```
|
||||||
|
|
||||||
|
## Available Strategies
|
||||||
|
|
||||||
|
### RSI Scalping Strategies
|
||||||
|
|
||||||
|
Fast-paced scalping strategies using RSI (Relative Strength Index) for quick entries and exits.
|
||||||
|
|
||||||
|
#### 1. RSIScalpingXAUUSD
|
||||||
|
- **Instrument**: Gold (XAU/USD)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: RSI-based scalping with dynamic entry/exit
|
||||||
|
- **Key Parameters**:
|
||||||
|
- RSI Period: 14
|
||||||
|
- Overbought: 71
|
||||||
|
- Oversold: 57
|
||||||
|
- Buy Target: 80
|
||||||
|
- Sell Target: 57
|
||||||
|
- Bars to Wait: 4
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
#### 2. RSIScalpingBTCUSD
|
||||||
|
- **Instrument**: Bitcoin (BTC/USD)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: RSI scalping optimized for cryptocurrency volatility
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
#### 3. RSIScalpingMSFT
|
||||||
|
- **Instrument**: Microsoft Stock (MSFT)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: RSI scalping for stock trading
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
#### 4. RSIScalpingTSLA
|
||||||
|
- **Instrument**: Tesla Stock (TSLA)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: RSI scalping for high-volatility stocks
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
### Advanced Gold Strategies
|
||||||
|
|
||||||
|
#### 5. RSICrossOverReversalXAUUSD
|
||||||
|
- **Instrument**: Gold (XAU/USD)
|
||||||
|
- **Timeframe**: M12 (12-minute bars)
|
||||||
|
- **Strategy**: RSI crossover combined with EMA trend confirmation
|
||||||
|
- **Key Features**:
|
||||||
|
- RSI crossover signals (period: 19)
|
||||||
|
- EMA trend confirmation (period: 140)
|
||||||
|
- Trailing stop (295 points)
|
||||||
|
- Time-based trading windows
|
||||||
|
- Day-of-week filtering
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
**Core Parameters:**
|
||||||
|
```mql5
|
||||||
|
rsiPeriod = 19;
|
||||||
|
overboughtLevel = 93;
|
||||||
|
oversoldLevel = 22;
|
||||||
|
emaPeriod = 140;
|
||||||
|
emaSlopeThreshold = 105;
|
||||||
|
emaDistanceThreshold = 165;
|
||||||
|
TrailingStop = 295;
|
||||||
|
```
|
||||||
|
|
||||||
|
#### 6. RSIMidPointHijackXAUUSD
|
||||||
|
- **Instrument**: Gold (XAU/USD)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: Multi-strategy system combining three approaches
|
||||||
|
- **RSI Follow Strategy**: Trend following (23:00-08:00 UTC)
|
||||||
|
- **RSI Reverse Strategy**: Mean reversion (07:00-13:00 UTC)
|
||||||
|
- **EMA Cross Strategy**: Breakout trading (08:00-14:00 UTC)
|
||||||
|
- **Key Features**:
|
||||||
|
- Strategy coordination and locking
|
||||||
|
- Cooldown periods after losses
|
||||||
|
- Independent time windows for each strategy
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
**Core Parameters:**
|
||||||
|
```mql5
|
||||||
|
// RSI Follow
|
||||||
|
InpRSIPeriod = 32;
|
||||||
|
InpRSIOverbought = 78;
|
||||||
|
InpRSIOversold = 46;
|
||||||
|
|
||||||
|
// RSI Reverse
|
||||||
|
InpRSIReversePeriod = 59;
|
||||||
|
InpRSIReverseOverbought = 51;
|
||||||
|
InpRSIReverseOversold = 49;
|
||||||
|
|
||||||
|
// EMA Cross
|
||||||
|
InpEMAPeriod = 120;
|
||||||
|
InpEMADistancePips = 160.0;
|
||||||
|
```
|
||||||
|
|
||||||
|
#### 7. EMASlopeDistanceCocktailXAUUSD
|
||||||
|
- **Instrument**: Gold (XAU/USD)
|
||||||
|
- **Timeframe**: H1
|
||||||
|
- **Strategy**: Advanced EMA-based strategy with slope and distance analysis
|
||||||
|
- **Key Features**:
|
||||||
|
- EMA slope analysis for trend strength
|
||||||
|
- Price distance from EMA for entry signals
|
||||||
|
- Sophisticated scoring system
|
||||||
|
- Dynamic ATR-based stop loss/take profit
|
||||||
|
- Maximum drawdown protection
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
**Performance Metrics:**
|
||||||
|
- Yearly Return: 28%
|
||||||
|
- Profit Factor: 1.222
|
||||||
|
- Recovery Factor: 7.17
|
||||||
|
- Sharpe Ratio: 4.11
|
||||||
|
- Maximum Drawdown: 14.00%
|
||||||
|
- Win Rate: 64.65%
|
||||||
|
- Total Trades: 2,863
|
||||||
|
|
||||||
|
**Core Parameters:**
|
||||||
|
```mql5
|
||||||
|
emaPeriod = 64;
|
||||||
|
slopeThreshold = 82;
|
||||||
|
distanceThreshold = 17.5;
|
||||||
|
atrMultiplier = 7.6;
|
||||||
|
TrailingStop = 335;
|
||||||
|
scoreThreshold = 5200;
|
||||||
|
```
|
||||||
|
|
||||||
|
#### 8. DarvasBoxXAUUSD
|
||||||
|
- **Instrument**: Gold (XAU/USD)
|
||||||
|
- **Timeframe**: H2 (trend), Current (trading)
|
||||||
|
- **Strategy**: Darvas Box breakout strategy
|
||||||
|
- **Key Features**:
|
||||||
|
- Identifies consolidation boxes
|
||||||
|
- Trades breakouts with volume confirmation
|
||||||
|
- Multiple timeframe trend analysis
|
||||||
|
- Dynamic box sizing based on volatility
|
||||||
|
|
||||||
|
**Performance Report:**
|
||||||
|
|
||||||
|
|
||||||
|
**Core Parameters:**
|
||||||
|
```mql5
|
||||||
|
BoxPeriod = 165;
|
||||||
|
BoxDeviation = 25140;
|
||||||
|
VolumeThreshold = 938;
|
||||||
|
StopLoss = 1665;
|
||||||
|
TakeProfit = 3685;
|
||||||
|
MA_Period = 125;
|
||||||
|
```
|
||||||
|
|
||||||
|
## TradingView Strategies
|
||||||
|
|
||||||
|
### SSEEMARSICocktail
|
||||||
|
- **Platform**: TradingView
|
||||||
|
- **Language**: Pine Script
|
||||||
|
- **Strategy**: Multi-indicator cocktail combining:
|
||||||
|
- SSE (Smoothed Stochastic Exponential)
|
||||||
|
- EMA (Exponential Moving Average)
|
||||||
|
- RSI (Relative Strength Index)
|
||||||
|
- **Files**:
|
||||||
|
- `main.pine`: Basic version
|
||||||
|
- `main_enhanced.pine`: Enhanced version with additional features
|
||||||
|
- `README.md`: Detailed documentation
|
||||||
|
|
||||||
|
## Performance Reports
|
||||||
|
|
||||||
|
All strategies include comprehensive HTML backtest reports (`report.html`) and visual performance charts (`report.png`) showing:
|
||||||
|
|
||||||
|
- **Equity Curve**: Account balance over time
|
||||||
|
- **Drawdown Analysis**: Maximum drawdown periods
|
||||||
|
- **Trade Statistics**: Win rate, profit factor, average win/loss
|
||||||
|
- **Monthly Performance**: Month-by-month returns
|
||||||
|
- **Trade Distribution**: Profit/loss distribution
|
||||||
|
|
||||||
|
## Usage
|
||||||
|
|
||||||
|
### Installing EAs
|
||||||
|
|
||||||
|
1. Copy the EA file (`main.mq5`) to your MT5 `MQL5/Experts/` directory
|
||||||
|
2. Compile the EA in MetaEditor (F7)
|
||||||
|
3. Attach to chart and configure parameters
|
||||||
|
4. Enable AutoTrading in MT5
|
||||||
|
|
||||||
|
### Recommended Settings
|
||||||
|
|
||||||
|
- **Account Type**: ECN or similar with tight spreads
|
||||||
|
- **Minimum Balance**: Varies by strategy (see individual EA documentation)
|
||||||
|
- **VPS Recommended**: For 24/7 operation
|
||||||
|
- **Risk Management**: Always use appropriate lot sizes and risk limits
|
||||||
|
|
||||||
|
## Risk Management
|
||||||
|
|
||||||
|
All strategies implement:
|
||||||
|
- ✅ Stop Loss protection
|
||||||
|
- ✅ Take Profit targets
|
||||||
|
- ✅ Position sizing controls
|
||||||
|
- ✅ Spread filtering
|
||||||
|
- ✅ Maximum drawdown limits
|
||||||
|
- ✅ Time-based trading windows
|
||||||
|
|
||||||
|
## Backtesting
|
||||||
|
|
||||||
|
Each strategy has been thoroughly backtested on historical data. Results are available in:
|
||||||
|
- `report.html`: Detailed HTML report with full statistics
|
||||||
|
- `report.png`: Visual performance charts
|
||||||
|
|
||||||
|
**Important**: Past performance does not guarantee future results. Always test on demo accounts before live trading.
|
||||||
|
|
||||||
|
## Related Projects
|
||||||
|
|
||||||
|
- **`../ai/`**: ONNX machine learning models for price prediction
|
||||||
|
- **`../back-pedal/`**: Alternative strategy implementations and testing
|
||||||
|
- **`../backtesting/`**: Python backtesting framework for strategy development
|
||||||
|
|
||||||
|
## Disclaimer
|
||||||
|
|
||||||
|
Trading involves substantial risk of loss. These Expert Advisors are provided for educational and research purposes. Always:
|
||||||
|
|
||||||
|
1. Test thoroughly on demo accounts
|
||||||
|
2. Understand the strategy logic before use
|
||||||
|
3. Use appropriate risk management
|
||||||
|
4. Monitor performance regularly
|
||||||
|
5. Never risk more than you can afford to lose
|
||||||
|
|
||||||
|
Past performance does not guarantee future results. Market conditions change, and strategies may need adjustment over time.
|
||||||
|
|
||||||
|
## Support
|
||||||
|
|
||||||
|
For questions or issues:
|
||||||
|
- Review the individual EA code comments
|
||||||
|
- Check the HTML backtest reports for performance details
|
||||||
|
- Test on demo accounts first
|
||||||
|
- Adjust parameters based on your risk tolerance
|
||||||
|
|
||||||
|
---
|
||||||
|
|
||||||
|
**Last Updated**: 2025-01-05
|
||||||
Reference in New Issue
Block a user