diff --git a/EMASlopeDistanceCocktailXAUUSD/main.mq5 b/EMASlopeDistanceCocktailXAUUSD/main.mq5 new file mode 100644 index 0000000..e69de29 diff --git a/EMASlopeDistanceCocktailXAUUSD/test-balance.jpg b/EMASlopeDistanceCocktailXAUUSD/test-balance.jpg new file mode 100644 index 0000000..69cd846 Binary files /dev/null and b/EMASlopeDistanceCocktailXAUUSD/test-balance.jpg differ diff --git a/README.md b/README.md index 1a8d2c9..079d7ef 100644 --- a/README.md +++ b/README.md @@ -9,9 +9,13 @@ - [4. RSI CrossOver Reversal XAU/USD](#4-rsi-crossover-reversal-xauusd) - [5. RSI Follow Reverse EMA CrossOver BTC/USD](#5-rsi-follow-reverse-ema-crossover-btcusd) - [6. DarvasBoxXAUUSD](#6-darvasboxxauusd) + - [7. EMASlopeDistanceCocktailXAUUSD](#7-emaslopedistancecocktailxauusd) - [Strategy Rationale](#strategy-rationale) - [RSI Reversal Strategy](#rsi-reversal-strategy) - [RSI MidPoint Hijack Strategy](#rsi-midpoint-hijack-strategy) + - [RSI CrossOver Reversal Strategy](#rsi-crossover-reversal-strategy) + - [Darvas Box Strategy](#darvas-box-strategy) + - [EMA Slope Distance Cocktail Strategy](#ema-slope-distance-cocktail-strategy) - [Profitability Factors](#profitability-factors) - [Usage](#usage) - [Disclaimer](#disclaimer) @@ -219,6 +223,54 @@ SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation Darvas Box XAU/USD Test Balance +### 7. EMASlopeDistanceCocktailXAUUSD +- **Strategy**: Advanced EMA-based strategy combining slope and distance analysis +- **Key Features**: + - Uses EMA slope and price distance for entry signals + - Implements a sophisticated scoring system + - Dynamic stop loss and take profit based on ATR + - Trailing stop functionality + - Cooldown periods to prevent over-trading + - Maximum drawdown protection + - Time-based position management + +**Core Parameters:** +```mql5 +// EMA Settings +emaPeriod = 64; // EMA period +emaTimeFrame = PERIOD_H1; // EMA Timeframe +slopeThreshold = 82; // EMA slope threshold +distanceThreshold = 17.5; // Distance threshold + +// Risk Management +atrMultiplier = 7.6; // ATR multiplier for SL/TP +TrailingStop = 335; // Trailing stop in points +max_drawdown = 0.1; // Maximum drawdown percentage +minimumLotSize = 0.03; // Minimum lot size +maxTimeInPosition = 2; // Maximum time in position (hours) + +// Strategy Control +scoreThreshold = 5200; // Score threshold for trade entry +maxScore = 7900; // Maximum score value +cooldownMinutes = 18; // Cooldown period +tradeCooldownMinutes = 19; // Trade debounce period +``` + +**Performance Metrics:** +- Yearly return: 28% +- Profit Factor: 1.222 +- Recovery Factor: 7.17 +- Expected Payoff: 1.3 +- Sharpe Ratio: 4.11 +- Maximum Drawdown: 14.00% +- Win Rate: 64.65% +- Total Trades: 2863 + +**Test Balance Results:** +
+ EMA Slope Distance Cocktail XAU/USD Test Balance +
+ ## Strategy Rationale ### RSI Reversal Strategy @@ -236,6 +288,43 @@ This advanced strategy combines multiple approaches: - Strategy locking: Protects profits during favorable conditions - Cooldown periods: Prevents over-trading after losses +### RSI CrossOver Reversal Strategy +This strategy focuses on RSI crossover signals: +- Uses RSI crossovers as primary entry signals +- Combines with EMA for trend confirmation +- Implements multiple timeframe analysis +- Optimized for Gold market volatility +- Features dynamic stop loss and take profit levels + +### Darvas Box Strategy +The Darvas Box strategy is based on Nicolas Darvas' box theory: +- Identifies consolidation periods as "boxes" +- Trades breakouts from these boxes +- Uses dynamic box sizing based on volatility +- Implements multiple timeframe confirmation +- Features strict risk management rules + +### EMA Slope Distance Cocktail Strategy +This sophisticated strategy combines multiple technical elements: +- EMA Slope Analysis: + - Monitors the rate of change in EMA + - Uses slope thresholds for trend confirmation + - Implements slope-based scoring system +- Distance Analysis: + - Measures price distance from EMA + - Uses distance thresholds for entry signals + - Implements mean reversion principles +- Advanced Risk Management: + - Dynamic ATR-based stop losses + - Trailing stop functionality + - Maximum drawdown protection + - Time-based position management +- Scoring System: + - Combines multiple factors into a single score + - Uses thresholds for trade entry/exit + - Implements cooldown periods + - Features maximum score clamping + ## Profitability Factors These EAs are designed to be profitable in the long run due to: