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frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization.set
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; saved on 2026.02.07
; Genetic Algorithm Optimization Parameters for RSIScalpingNVDA
; Recommended ranges for profitable parameter discovery
;
; Format: Parameter=Start||Step||Min||Max||Optimize(Y/N)
;
; NOTE: Current values show RSI_Overbought=19 and RSI_Oversold=50 which are unusual.
; This config uses STANDARD RSI ranges (60-85 overbought, 15-40 oversold).
; If your current values are intentional, use the alternative ranges in OPTIMIZATION_GUIDE.md
;
; === PHASE 1: CORE RSI PARAMETERS (Primary Optimization) ===
RSI_Period=14||1||7||21||Y
RSI_Overbought=70.0||2.0||60.0||85.0||Y
RSI_Oversold=30.0||2.0||15.0||40.0||Y
RSI_Target_Buy=75.0||2.0||65.0||90.0||Y
RSI_Target_Sell=25.0||2.0||10.0||35.0||Y
; === PHASE 2: RISK MANAGEMENT (Secondary Optimization) ===
BarsToWait=2||1||1||8||Y
TimeFrame=16387||0||16385||16390||Y
; === PHASE 3: POSITION SIZING (Optimize with caution) ===
LotSize=50.0||5.0||10.0||100.0||Y
; === FIXED PARAMETERS (Do Not Optimize) ===
RSI_Applied_Price=1||0||1||1||N
MagicNumber=12345||0||12345||12345||N
Slippage=3||0||3||3||N
frontline/MQL5/RSIScalpingNVDA/NVDA_Genetic_Optimization_Alternative.set
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; saved on 2026.02.07
; Alternative Genetic Algorithm Optimization - Respects Current Unusual RSI Values
; Use this if RSI_Overbought=19 and RSI_Oversold=50 are intentional
;
; Format: Parameter=Start||Step||Min||Max||Optimize(Y/N)
;
; === PHASE 1: CORE RSI PARAMETERS ===
RSI_Period=14||1||7||21||Y
RSI_Overbought=19.0||1.0||15.0||30.0||Y
RSI_Oversold=50.0||2.0||40.0||60.0||Y
RSI_Target_Buy=71.0||2.0||65.0||80.0||Y
RSI_Target_Sell=70.0||2.0||60.0||75.0||Y
; === PHASE 2: RISK MANAGEMENT ===
BarsToWait=1||1||1||8||Y
TimeFrame=16387||0||16385||16390||Y
; === PHASE 3: POSITION SIZING ===
LotSize=50.0||5.0||10.0||100.0||Y
; === FIXED PARAMETERS ===
RSI_Applied_Price=1||0||1||1||N
MagicNumber=12345||0||12345||12345||N
Slippage=3||0||3||3||N
frontline/MQL5/RSIScalpingNVDA/OPTIMIZATION_GUIDE.md
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# Genetic Algorithm Optimization Guide for RSIScalpingNVDA
## Recommended Optimization Strategy
### Phase 1: Core RSI Parameters (Primary Focus)
These parameters directly control entry/exit signals and should be optimized first.
#### **RSI_Period** (Y - Optimize)
- **Current**: 14
- **Recommended Range**: 7-21
- **Step**: 1
- **Rationale**: Standard RSI periods. Shorter = more sensitive, longer = smoother signals
#### **RSI_Overbought** (Y - Optimize)
- **Current**: 19.0 (unusually low - verify if this is correct)
- **Standard Range**: 60.0-85.0
- **Step**: 2.0
- **Alternative Range** (if current is intentional): 15.0-30.0
- **Rationale**: Level where RSI indicates overbought condition for sell entries
#### **RSI_Oversold** (Y - Optimize)
- **Current**: 50.0 (unusually high - verify if this is correct)
- **Standard Range**: 15.0-40.0
- **Step**: 2.0
- **Alternative Range** (if current is intentional): 40.0-60.0
- **Rationale**: Level where RSI indicates oversold condition for buy entries
#### **RSI_Target_Buy** (Y - Optimize)
- **Current**: 71.0
- **Recommended Range**: 65.0-90.0
- **Step**: 2.0
- **Rationale**: Exit target for long positions. Must be > RSI_Oversold
#### **RSI_Target_Sell** (Y - Optimize)
- **Current**: 70.0
- **Recommended Range**: 10.0-35.0
- **Step**: 2.0
- **Rationale**: Exit target for short positions. Must be < RSI_Overbought
### Phase 2: Risk Management Parameters
#### **BarsToWait** (Y - Optimize)
- **Current**: 1
- **Recommended Range**: 1-8
- **Step**: 1
- **Rationale**: Bars to wait before closing when RSI goes against position. Higher = more patience
#### **TimeFrame** (Y - Optimize)
- **Current**: 16387 (M5)
- **Recommended**: Test M1, M5, M15, H1
- **Values**:
- M1 = 16385
- M5 = 16387
- M15 = 16388
- H1 = 16390
- **Rationale**: Different timeframes can significantly affect scalping performance
### Phase 3: Position Sizing (Optimize with Caution)
#### **LotSize** (Y - Optimize with Fixed Risk)
- **Current**: 50.0
- **Recommended Range**: 10.0-100.0
- **Step**: 5.0
- **Note**: Consider using fixed risk % instead of fixed lot size
- **Rationale**: Position sizing affects profitability but also risk
### Fixed Parameters (Do NOT Optimize)
#### **RSI_Applied_Price** (N)
- **Value**: 1 (PRICE_CLOSE)
- **Rationale**: Standard choice, changing may not improve results significantly
#### **MagicNumber** (N)
- **Value**: 12345
- **Rationale**: Identifier only, no impact on performance
#### **Slippage** (N)
- **Value**: 3
- **Rationale**: Broker-specific, should match your actual slippage
## Genetic Algorithm Settings
### Recommended GA Settings:
- **Optimization Criterion**: Balance (or Custom: Profit Factor * Total Net Profit)
- **Population Size**: 50-100
- **Mutation Probability**: 0.1-0.2
- **Crossover Probability**: 0.7-0.9
- **Optimization Passes**: 3-5
- **Forward Testing**: Always use out-of-sample data
### Optimization Phases:
1. **Broad Search** (First Pass):
- Optimize: RSI_Period, RSI_Overbought, RSI_Oversold, RSI_Target_Buy, RSI_Target_Sell
- Fix: BarsToWait=1, TimeFrame=M5, LotSize=50
2. **Refinement** (Second Pass):
- Use best results from Phase 1
- Optimize: BarsToWait, TimeFrame
- Narrow ranges around Phase 1 winners
3. **Fine-Tuning** (Third Pass):
- Optimize: LotSize (if needed)
- Very narrow ranges around Phase 2 winners
## Important Notes
⚠️ **Current Parameter Anomaly**:
- RSI_Overbought=19 and RSI_Oversold=50 are unusual
- Standard RSI ranges: Overbought 70-80, Oversold 20-30
- **Verify** if these are intentional or if there's a scaling issue
✅ **Validation Checklist**:
- Ensure RSI_Target_Buy > RSI_Oversold
- Ensure RSI_Target_Sell < RSI_Overbought
- Test on sufficient historical data (at least 6-12 months)
- Use forward testing on unseen data
- Check for overfitting (too many parameters optimized)
## Example .set File Structure
```
RSI_Period=14||1||7||21||Y
RSI_Overbought=70.0||2.0||60.0||85.0||Y
RSI_Oversold=30.0||2.0||15.0||40.0||Y
RSI_Target_Buy=75.0||2.0||65.0||90.0||Y
RSI_Target_Sell=25.0||2.0||10.0||35.0||Y
BarsToWait=2||1||1||8||Y
TimeFrame=16387||0||16385||16390||Y
LotSize=50.0||5.0||10.0||100.0||Y
RSI_Applied_Price=1||0||1||1||N
MagicNumber=12345||0||12345||12345||N
Slippage=3||0||3||3||N
```
frontline/MQL5/RSIScalpingNVDA/main.mq5
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//+------------------------------------------------------------------+
//| RSIScalping.mq5 |
//| Copyright 2025, MetaQuotes Ltd. |
//| https://www.mql5.com |
//+------------------------------------------------------------------+
#property copyright "Copyright 2025, MetaQuotes Ltd."
#property link "https://www.mql5.com"
#property version "1.00"
#include <Trade\Trade.mqh>
//--- Input parameters
input ENUM_TIMEFRAMES TimeFrame = PERIOD_M15; // Timeframe for Analysis
input int RSI_Period = 8; // RSI Period
input ENUM_APPLIED_PRICE RSI_Applied_Price = PRICE_CLOSE; // RSI Applied Price
input double RSI_Overbought = 36; // RSI Overbought Level
input double RSI_Oversold = 38; // RSI Oversold Level
input double RSI_Target_Buy = 90; // RSI Target for Buy Exit
input double RSI_Target_Sell = 70; // RSI Target for Sell Exit
input int BarsToWait = 5; // Bars to wait when RSI goes against position
input double LotSize = 50; // Lot Size
input int MagicNumber = 12345; // Magic Number
input int Slippage = 3; // Slippage in points
//--- Global variables
CTrade trade;
int rsi_handle;
double rsi_buffer[];
double rsi_prev, rsi_current, rsi_two_bars_ago;
bool position_open = false;
int position_ticket = 0;
ENUM_POSITION_TYPE current_position_type = POSITION_TYPE_BUY;
datetime last_bar_time = 0;
bool rsi_against_position = false;
int bars_against_count = 0;
//+------------------------------------------------------------------+
//| Expert initialization function |
//+------------------------------------------------------------------+
int OnInit()
{
// Initialize RSI indicator
rsi_handle = iRSI(_Symbol, TimeFrame, RSI_Period, RSI_Applied_Price);
if(rsi_handle == INVALID_HANDLE)
{
return(INIT_FAILED);
}
// Initialize trade object
trade.SetExpertMagicNumber(MagicNumber);
trade.SetDeviationInPoints(Slippage);
trade.SetTypeFilling(ORDER_FILLING_FOK);
// Allocate arrays
ArraySetAsSeries(rsi_buffer, true);
return(INIT_SUCCEEDED);
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit(const int reason)
{
if(rsi_handle != INVALID_HANDLE)
IndicatorRelease(rsi_handle);
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void OnTick()
{
// Check if we have enough bars
if(Bars(_Symbol, TimeFrame) < RSI_Period + 2)
{
return;
}
// Check if this is a new bar
datetime current_bar_time = iTime(_Symbol, TimeFrame, 0);
if(current_bar_time == last_bar_time)
{
return; // Still the same bar, don't process
}
last_bar_time = current_bar_time;
// Update RSI values
if(!UpdateRSI())
{
return;
}
// Check for existing position
CheckExistingPosition();
// Check for new entry signals
if(!position_open)
{
CheckEntrySignals();
}
}
//+------------------------------------------------------------------+
//| Update RSI values |
//+------------------------------------------------------------------+
bool UpdateRSI()
{
if(CopyBuffer(rsi_handle, 0, 0, 3, rsi_buffer) < 3)
{
return false;
}
rsi_current = rsi_buffer[0]; // Current bar
rsi_prev = rsi_buffer[1]; // Previous bar
rsi_two_bars_ago = rsi_buffer[2]; // Two bars ago
return true;
}
//+------------------------------------------------------------------+
//| Check existing position for exit conditions |
//+------------------------------------------------------------------+
void CheckExistingPosition()
{
if(!position_open)
{
return;
}
// Check if position still exists
if(!PositionSelectByTicket(position_ticket))
{
position_open = false;
position_ticket = 0;
rsi_against_position = false;
bars_against_count = 0;
return;
}
// Exit conditions based on RSI target
if(current_position_type == POSITION_TYPE_BUY)
{
// Check if RSI is against the position (below oversold)
if(rsi_current < RSI_Oversold)
{
if(!rsi_against_position)
{
rsi_against_position = true;
bars_against_count = 1;
}
else
{
bars_against_count++;
}
// Close position if RSI has been against for Y bars
if(bars_against_count >= BarsToWait)
{
ClosePosition();
return;
}
}
else
{
// RSI is no longer against the position, reset counter
if(rsi_against_position)
{
rsi_against_position = false;
bars_against_count = 0;
}
// Exit long position when RSI reaches buy target
if(rsi_current >= RSI_Target_Buy)
{
ClosePosition();
}
}
}
else if(current_position_type == POSITION_TYPE_SELL)
{
// Check if RSI is against the position (above overbought)
if(rsi_current > RSI_Overbought)
{
if(!rsi_against_position)
{
rsi_against_position = true;
bars_against_count = 1;
}
else
{
bars_against_count++;
}
// Close position if RSI has been against for Y bars
if(bars_against_count >= BarsToWait)
{
ClosePosition();
return;
}
}
else
{
// RSI is no longer against the position, reset counter
if(rsi_against_position)
{
rsi_against_position = false;
bars_against_count = 0;
}
// Exit short position when RSI reaches sell target
if(rsi_current <= RSI_Target_Sell)
{
ClosePosition();
}
}
}
}
//+------------------------------------------------------------------+
//| Check for entry signals |
//+------------------------------------------------------------------+
void CheckEntrySignals()
{
// Buy signal: RSI crosses from oversold to above oversold (checking the actual crossover)
if(rsi_two_bars_ago <= RSI_Oversold && rsi_prev > RSI_Oversold)
{
OpenBuyPosition();
}
// Sell signal: RSI crosses from overbought to below overbought (checking the actual crossover)
if(rsi_two_bars_ago >= RSI_Overbought && rsi_prev < RSI_Overbought)
{
OpenSellPosition();
}
}
//+------------------------------------------------------------------+
//| Open buy position |
//+------------------------------------------------------------------+
void OpenBuyPosition()
{
double ask = SymbolInfoDouble(_Symbol, SYMBOL_ASK);
if(trade.Buy(LotSize, _Symbol, ask, 0, 0, "RSI Scalping Buy"))
{
position_ticket = trade.ResultOrder();
position_open = true;
current_position_type = POSITION_TYPE_BUY;
}
}
//+------------------------------------------------------------------+
//| Open sell position |
//+------------------------------------------------------------------+
void OpenSellPosition()
{
double bid = SymbolInfoDouble(_Symbol, SYMBOL_BID);
if(trade.Sell(LotSize, _Symbol, bid, 0, 0, "RSI Scalping Sell"))
{
position_ticket = trade.ResultOrder();
position_open = true;
current_position_type = POSITION_TYPE_SELL;
}
}
//+------------------------------------------------------------------+
//| Close current position |
//+------------------------------------------------------------------+
void ClosePosition()
{
if(trade.PositionClose(position_ticket))
{
position_open = false;
position_ticket = 0;
rsi_against_position = false;
bars_against_count = 0;
}
}