366 lines
13 KiB
Markdown
366 lines
13 KiB
Markdown
# Table of Contents
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- [Table of Contents](#table-of-contents)
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- [Profitable Expert Advisors (EAs)](#profitable-expert-advisors-eas)
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- [Available EAs](#available-eas)
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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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- [3. RSI Reversal Asian EUR/USD](#3-rsi-reversal-asian-eurusd)
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- [4. RSI CrossOver Reversal XAU/USD](#4-rsi-crossover-reversal-xauusd)
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- [5. RSI Follow Reverse EMA CrossOver BTC/USD](#5-rsi-follow-reverse-ema-crossover-btcusd)
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- [6. DarvasBoxXAUUSD](#6-darvasboxxauusd)
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- [7. EMASlopeDistanceCocktailXAUUSD](#7-emaslopedistancecocktailxauusd)
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- [Strategy Rationale](#strategy-rationale)
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- [RSI Reversal Strategy](#rsi-reversal-strategy)
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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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- [Darvas Box Strategy](#darvas-box-strategy)
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- [EMA Slope Distance Cocktail Strategy](#ema-slope-distance-cocktail-strategy)
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- [Profitability Factors](#profitability-factors)
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- [Usage](#usage)
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- [Disclaimer](#disclaimer)
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# Profitable Expert Advisors (EAs)
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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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## Available EAs
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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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- **Key Features**:
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- Uses RSI (Relative Strength Index) for entry and exit signals
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- Specifically optimized for AUD/USD pair during Asian session (00:00-08:00 UTC)
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- Implements strict risk management with configurable stop loss and take profit
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- Includes spread monitoring to avoid trading during high spread conditions
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- Features a visual panel showing real-time trading metrics
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**Core Parameters:**
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```mql5
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// RSI Settings
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RSIPeriod = 28; // RSI period
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OverboughtLevel = 64; // Overbought level
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OversoldLevel = 13; // Oversold level
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// Risk Management
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TakeProfitPips = 175; // Take profit in pips
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StopLossPips = 5; // Stop loss in pips
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MaxLotSize = 0.1; // Maximum lot size
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MaxSpread = 1000; // Maximum allowed spread in pips
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MaxDuration = 140; // Maximum trade duration in hours
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```
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**Test Balance Results:**
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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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</div>
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### 2. RSI MidPoint Hijack XAU/USD
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- **Strategy**: Multi-strategy approach combining RSI and EMA crossovers
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- **Key Features**:
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- Implements three distinct strategies:
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1. RSI Follow Strategy
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2. RSI Reverse Strategy
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3. EMA Cross Strategy
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- Optimized for Gold (XAU/USD) trading
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- Includes strategy locking mechanism to protect profits
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- Features cooldown periods after losses
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- Time-based trading windows for each strategy
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**Core Parameters:**
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```mql5
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// RSI Follow Strategy
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InpRSIPeriod = 87; // RSI Period
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InpRSIOverbought = 72; // RSI Overbought Level
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InpRSIOversold = 50; // RSI Oversold Level
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// RSI Reverse Strategy
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InpRSIReversePeriod = 59; // RSI Period
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InpRSIReverseOverbought = 51; // RSI Overbought Level
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InpRSIReverseOversold = 49; // RSI Oversold Level
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// Strategy Management
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InpEnableStrategyLock = false; // Enable Strategy Lock
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InpLockProfitThreshold = 0.0; // Lock Profit Threshold (pips)
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```
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**Test Balance Results:**
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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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</div>
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### 3. RSI Reversal Asian EUR/USD
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- **Strategy**: Similar to AUD/USD version but optimized for EUR/USD
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- **Key Features**:
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- RSI-based reversal strategy during Asian session
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- Customized parameters for EUR/USD pair
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- Risk management features
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- Session-based trading
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**Core Parameters:**
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```mql5
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// RSI Settings
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RSIPeriod = 14; // RSI period
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OverboughtLevel = 78; // Overbought level
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OversoldLevel = 20; // Oversold level
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// Risk Management
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TakeProfitPips = 635; // Take profit in pips
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StopLossPips = 290; // Stop loss in pips
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MaxLotSize = 0.1; // Maximum lot size
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MaxDuration = 22; // Maximum trade duration in hours
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RSIExitLevel = 57; // RSI level to exit
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```
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**Test Balance Results:**
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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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</div>
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### 4. RSI CrossOver Reversal XAU/USD
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- **Strategy**: RSI crossover strategy for Gold trading
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- **Key Features**:
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- Uses RSI crossovers for entry and exit signals
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- Optimized for Gold market conditions
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- Includes multiple timeframe analysis
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- Risk management features
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**Core Parameters:**
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```mql5
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// RSI Settings
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rsiPeriod = 19; // RSI period
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overboughtLevel = 93; // Overbought level
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oversoldLevel = 22; // Oversold level
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// EMA Settings
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emaPeriod = 140; // EMA period
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emaSlopeThreshold = 105; // EMA slope threshold
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emaDistanceThreshold = 165; // EMA distance threshold
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// Risk Management
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TrailingStop = 295; // Trailing stop in pips
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```
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**Test Balance Results:**
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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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</div>
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### 5. RSI Follow Reverse EMA CrossOver BTC/USD
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- **Strategy**: Multi-strategy approach combining RSI Follow, RSI Reverse, and EMA crossovers
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- **Key Features**:
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- Implements three distinct strategies:
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1. RSI Follow Strategy
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2. RSI Reverse Strategy
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3. EMA Cross Strategy
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- Optimized for Bitcoin (BTC/USD) trading
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- Includes strategy locking mechanism to protect profits
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- Features cooldown periods after losses
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- Time-based trading windows for each strategy
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- Adaptive position sizing based on volatility
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**Core Parameters:**
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```mql5
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// RSI Follow Strategy
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InpRSIPeriod = 14; // RSI Period
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InpRSIOverbought = 70; // RSI Overbought Level
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InpRSIOversold = 30; // RSI Oversold Level
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// RSI Reverse Strategy
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InpRSIReversePeriod = 14; // RSI Period
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InpRSIReverseOverbought = 80; // RSI Overbought Level
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InpRSIReverseOversold = 20; // RSI Oversold Level
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// EMA Settings
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InpEMAPeriod = 200; // EMA Period
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InpEMASlopeThreshold = 0.1; // EMA Slope Threshold
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InpEMADistanceThreshold = 100; // EMA Distance Threshold
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// Strategy Management
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InpEnableStrategyLock = true; // Enable Strategy Lock
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InpLockProfitThreshold = 1000; // Lock Profit Threshold (pips)
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InpCooldownPeriod = 24; // Cooldown Period in hours
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```
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**Test Balance Results:**
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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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</div>
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### 6. DarvasBoxXAUUSD
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- **Strategy**: Darvas Box breakout strategy for Gold trading
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- **Key Features**:
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- Implements the classic Darvas Box theory for trend identification
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- Specifically optimized for Gold (XAU/USD) trading
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- Features dynamic box size adjustment based on volatility
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- Includes multiple timeframe analysis
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- Implements strict risk management with configurable stop loss and take profit
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- Features a visual panel showing real-time box levels and trading metrics
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**Core Parameters:**
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```mql5
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// Box Settings
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BoxPeriod = 20; // Box formation period
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MinBoxSize = 50; // Minimum box size in pips
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MaxBoxSize = 200; // Maximum box size in pips
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VolatilityFactor = 1.5; // Volatility adjustment factor
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// Risk Management
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TakeProfitPips = 300; // Take profit in pips
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StopLossPips = 150; // Stop loss in pips
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MaxLotSize = 0.1; // Maximum lot size
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MaxSpread = 1000; // Maximum allowed spread in pips
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MaxDuration = 48; // Maximum trade duration in hours
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// Timeframe Settings
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PrimaryTF = PERIOD_H1; // Primary timeframe
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SecondaryTF = PERIOD_H4; // Secondary timeframe for confirmation
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```
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**Test Balance Results:**
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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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</div>
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### 7. EMASlopeDistanceCocktailXAUUSD
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- **Strategy**: Advanced EMA-based strategy combining slope and distance analysis
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- **Key Features**:
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- Uses EMA slope and price distance for entry signals
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- Implements a sophisticated scoring system
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- Dynamic stop loss and take profit based on ATR
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- Trailing stop functionality
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- Cooldown periods to prevent over-trading
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- Maximum drawdown protection
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- Time-based position management
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**Core Parameters:**
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```mql5
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// EMA Settings
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emaPeriod = 64; // EMA period
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emaTimeFrame = PERIOD_H1; // EMA Timeframe
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slopeThreshold = 82; // EMA slope threshold
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distanceThreshold = 17.5; // Distance threshold
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// Risk Management
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atrMultiplier = 7.6; // ATR multiplier for SL/TP
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TrailingStop = 335; // Trailing stop in points
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max_drawdown = 0.1; // Maximum drawdown percentage
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minimumLotSize = 0.03; // Minimum lot size
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maxTimeInPosition = 2; // Maximum time in position (hours)
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// Strategy Control
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scoreThreshold = 5200; // Score threshold for trade entry
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maxScore = 7900; // Maximum score value
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cooldownMinutes = 18; // Cooldown period
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tradeCooldownMinutes = 19; // Trade debounce period
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```
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**Performance Metrics:**
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- Yearly return: 28%
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- Profit Factor: 1.222
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- Recovery Factor: 7.17
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- Expected Payoff: 1.3
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- Sharpe Ratio: 4.11
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- Maximum Drawdown: 14.00%
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- Win Rate: 64.65%
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- Total Trades: 2863
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**Test Balance Results:**
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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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</div>
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## Strategy Rationale
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### RSI Reversal Strategy
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The RSI Reversal strategy is based on the principle that markets tend to revert to their mean after reaching extreme conditions. The strategy:
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- Enters trades when RSI reaches overbought/oversold levels
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- Uses Asian session timing to capitalize on specific market conditions
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- Implements strict risk management to protect capital
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- Takes advantage of mean reversion tendencies in currency pairs
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### RSI MidPoint Hijack Strategy
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This advanced strategy combines multiple approaches:
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- RSI Follow: Capitalizes on strong trends
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- RSI Reverse: Takes advantage of market reversals
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- EMA Cross: Provides additional confirmation signals
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- Strategy locking: Protects profits during favorable conditions
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- Cooldown periods: Prevents over-trading after losses
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### RSI CrossOver Reversal Strategy
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This strategy focuses on RSI crossover signals:
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- Uses RSI crossovers as primary entry signals
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- Combines with EMA for trend confirmation
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- Implements multiple timeframe analysis
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- Optimized for Gold market volatility
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- Features dynamic stop loss and take profit levels
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### Darvas Box Strategy
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The Darvas Box strategy is based on Nicolas Darvas' box theory:
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- Identifies consolidation periods as "boxes"
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- Trades breakouts from these boxes
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- Uses dynamic box sizing based on volatility
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- Implements multiple timeframe confirmation
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- Features strict risk management rules
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### EMA Slope Distance Cocktail Strategy
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This sophisticated strategy combines multiple technical elements:
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- EMA Slope Analysis:
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- Monitors the rate of change in EMA
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- Uses slope thresholds for trend confirmation
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- Implements slope-based scoring system
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- Distance Analysis:
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- Measures price distance from EMA
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- Uses distance thresholds for entry signals
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- Implements mean reversion principles
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- Advanced Risk Management:
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- Dynamic ATR-based stop losses
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- Trailing stop functionality
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- Maximum drawdown protection
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- Time-based position management
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- Scoring System:
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- Combines multiple factors into a single score
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- Uses thresholds for trade entry/exit
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- Implements cooldown periods
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- Features maximum score clamping
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## Profitability Factors
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These EAs are designed to be profitable in the long run due to:
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1. **Risk Management**
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- Strict stop loss implementation
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- Take profit targets
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- Spread monitoring
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- Position sizing control
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2. **Market Timing**
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- Session-based trading
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- Time-specific entry and exit rules
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- Avoidance of high volatility periods
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3. **Strategy Diversification**
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- Multiple entry and exit conditions
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- Different timeframes
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- Various technical indicators
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4. **Adaptive Features**
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- Strategy locking during profitable periods
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- Cooldown periods after losses
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- Spread-based trade filtering
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## Usage
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Each EA comes with configurable parameters that can be adjusted based on:
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- Market conditions
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- Risk tolerance
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- Trading style
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- Account size
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Please refer to the individual EA files for specific parameter descriptions and recommended settings.
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## Disclaimer
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Trading involves substantial risk of loss. These EAs are provided for educational purposes only. Always test thoroughly on a demo account before using with real money. Past performance does not guarantee future results.
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