Automated Trading
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This article is a continuation of the "Creating a trading robot: from A to Z" series started in issue 61 of ForTrader.org. It is assumed that at this stage the reader is already familiar with the trading system that we are transforming into a robot, so in this article we will consider the initial phase of writing the Expert Advisor. This version of the robot will be somewhat simplified in order to facilitate understanding of the source code. Logic modules of a trading robot In order to implement a trading robot, you should first define which logic modules it should be composed of. Detecting Trading Signals Module The purpose of this module is to find a trading instrument for which there is a signal at the moment. The module will determine the signal for each specific...
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Traveling through the Internet I came across a very interesting indicator "Fan v1.0" for MetaTrader4 trading platform. According to the creator of the indicator, it is based on the Fibonacci Fan. If you look at the chart with this indicator (see fig. 1), there are two possible reactions to what you see: "Wow, that's great!" or "How to interpret it?". Let's see how to deal with this beauty. The author of the indicator makes an explanation: - When the color Lime - the fan is open and expanding. - When the color Green, the fan is open and contracted. - In Yellow - the fan is intertwined and expands. - When the color Orange, the fan is intertwined and narrowed. So, empirically...
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Hello, dear readers. It's no secret that many of us trade intraday. And for some, the main timeframe is "hourly". It is for this period that the Forex trading strategy "Method of 4 Indicators" was prepared. The rules of the system are not complicated and will suit both professional traders and beginners. Trading system rules So, put on the chart of the selected currency pair, which can be absolutely any indicator Forex: 1) exponential moving average EMA with a period of 7, select a blue color; 2) exponential moving average EMA with a period of 21, select a red color; 3) ADX indicator (14); 4) MACD indicator (12, 26, 9), better fit MACD-combo. Set the stopLoss for the local...
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In the next issue we will consider a trading strategy based on the ZigZag indicator, which is popular among traders. The tactics uses an unusual feature of this indicator redrawing, that is the factor which in 99% cases makes speculators refuse from the indicator. We will try to turn this disadvantage into an advantage. The rules of the strategy were provided by the member of traders forum andrewx3. So, the system we are considering is based on three indicators: 1. ZigZag_Pointer_alert - the indicator that tracks the depth of the market, its bottoms and tops. It is one of the main indicators of the system. It is by its signals that we are looking for opportunities to enter the market. 1. nonlagzigzag_v2 - indicator, which outlines the current prices High and Low. 2. ...
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Hello, dear readers. In this issue we will look at a simple system based on Bill Williams' famous Alligator indicator. The rules of the system are as follows: 1. A buy order is placed at the opening if the previous bar has closed above all three Alligator lines. Exit a position - closing the bar below the Alligator's teeth line (the red line). 2. Sell order is placed at opening if the previous bar closed below all Alligator lines. Exit the market - the bar closed above the "Alligator's Teeth" line. 3. Stop Loss is fixed and set in the settings of the Expert Advisor. 4. Profit can be set by Trailing Stop, if desired. Testing of the strategy The rules of the strategy are not complicated, most often used by...
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В первом летнем выпуске журнала мы рассмотрим торговую стратегию, основа прибыльности которой лежит в секретах управления капиталом. Скажем так, это будет одна из разновидностей популярных экспертов «По Мартингейлу». Для тех наших читателей, кто не знаком с данным понятием, скажу, что основная цель подобных стратегий не верно оценить характер рынка и получить прибыль на трендовых движениях или откатах и проч., а заработать на математических расчетах. Замечу также, что результаты таких экспертов выглядят просто ошеломляющими. Однако нельзя поддаваться соблазнам — для действительно прибыльной работы с такими МТС нужен депозит, способный выдержать серьезные просадки, ведь фактически мы занимаемся тем, что пережидаем убытки, закрывая…
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Здравствуйте, уважаемые читатели. В этом номере журнала хотелось бы рассмотреть простую систему «Орел или решка». Не трудно догадаться, что в качестве сигнала будет использоваться монетка, точнее ее аналог – генератор псевдослучайных чисел в диапазоне от 0 до 32766. Если выпадает четное число, то считаем, что выпал орел, если нечетное — решка. На «решках» мы будем покупать, на «орлах» – продавать. Правила описываемой системы очень просты, тем не менее, немало трейдеров в самом начале своего пути действуют именно по этому, практически «интуитивному» пути. То, к чему это обычно приводит, знают все, а кто не знает, тот наверняка догадывается. Поэтому давайте не…
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The joint work of four different trading strategies on one account has approached its first significant milestone - six months. During this time the account balance curve has known the joy of ups and the bitterness of drawdowns. The whole range of the online testing may be conditionally divided into three parts, each of which consists of two months. The first two months brought a significant increase in the account - from $17,000 to $19,374. The next two months showed a harsh market day-to-day, which led to the squandering of all the capital earned. And only during the last two there was an improvement of the situation with a gradual movement to the zone of former highs. If we return to the analysis of the last four weeks of trade, then...
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Many trading strategies have rules that do not allow the opening of new trades if there is at least one trade without a set StopLoss level. Also often there are trading systems in which the opening of new transactions is impossible as long as there is at least one open transaction on which a stop order can receive a loss. I.e. while "stops" either are absent, or are in a negative zone on concrete, or on all trades in total. It is not difficult to estimate such a development (profit/loss value, which will be received in case trades are closed using StopLoss prices) in case the number of opened trades is relatively small. In case of large...
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In the 60th issue of ForTrader.org, we take a look at another simple trading system. Surely some people will reproach us that our experiments in the past have not taught us not to turn to unsophisticated trading tactics. To some extent they would be right, but we have chosen this symbol because it uses the Stohastic Oscillator indicator which is extremely popular with many traders. It would seem what else can be done with this symbol - the market has accepted or rejected everything possible, but this time we will not just determine the upward and downward movement on the chart.
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Often, during trading, the trader (especially a beginner) cannot properly control his actions, which leads to disastrous results. To avoid such situations, speculators use various money management rules. However, even an accurate plan for the risks, the number of simultaneously opened transactions, the amount of allowable loss, etc. does not give any guarantees, because the cherished "Sell" and "Buy" buttons are still available. In such a situation, the program scripts can help, they allow not to open unnecessary deals, not to allow critical losses and not to act rashly. As a rule, in this context, we are talking about full-fledged trading robots that trade and monitor their work themselves. By the way, this is...
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Очень важное умение человека — способность сохранить баланс в каждом жизненном аспекте, соблюдение некоторой золотой середины. Любое дело, на которое было потрачено ровно столько сил и времени, сколько требовалось для достижения результата, приносит неизмеримо большее удовлетворение, в сравнении с полной растратой всего физического и морального духа при тех же итогах. Очевидной золотой серединой применительно к биржевой торговле можно назвать третий день рабочей недели – среду. Антагонистами в этом случае выступают понедельник и пятница. Осуществление торговой деятельности в начале понедельника можно назвать авантюрой в плане продуманности, но зато никакие движения пропущены не будут. Заключение сделок в пятницу сродни бегам в надежде…
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The online testing portfolio of experts is approaching its first significant date - six months. At this point, we are celebrating another milestone of five months. The last three months were not as enchanting for the aggregate system of Expert Advisors as the first two. This situation clearly fits into the framework of the theory about the difference between markets of different years. We mean that the nature of the market in 2009, from which the testing took two months, is different from the nature of the market in 2010, in which three full months have already fallen to the trading. To some extent, the change in the market character has caused such inarticulate trading at the beginning of the year. Let's see how the situation will change in the second quarter. And now let's move on to the analysis...
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In this issue we will explore a trading strategy based on a moving average and a time range. The strategy is told by a forum member with a nickname anatolyp, in his words, he uses this tactic every day in manual mode, but since the main part of trading falls at night, it does not always get the full profit. Let's see if we can automate it and confirm the expectations of the author. Basic rules of the trading strategy 1. Signal to buy: we open buy Monday through Friday from 00:30 to 1:15 if the price is below the 21-period moving average. Set the Oder 5 points below the current price. 2. Sell signal: open Monday through Friday at 00:30 and 1:15 if the price is below the 21-period moving average.
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The classic successful method of trading on speculative markets is considered to be trend trading. In the pre-computer era, when it was very difficult to collect a large amount of information on fast-moving periods, the trend direction was determined using daily and even weekly charts. Conservative traders still believe that the true trend is the trend developing on the "high" timeframes, and it is impossible to unequivocally challenge this statement. But time goes by its own way and the emergence of methods of fast data processing has affected the nature of market movements. Today the fixation of the daily trend says exactly nothing. We can catch a very edge of the movement and that in the best case. Basically, this tactic will condemn us to...
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The fourth month of testing for most of the strategies in the Expert portfolio marked the beginning of the recovery. Three of the four strategies have made a net profit. And only one strategy is still in the pit of drawdown, approaching the declared maximum loss. As a result, the cumulative profit registered by three experts could barely cover the losses incurred by one expert. The value of the total balance has increased by only $3 up to $17 690.13 as compared with the previous month. However, the trading account currently has four open deals with the total profit of $100.99. That is, there is a trend to improve the situation. As usual, let's analyze the trade of each Expert Advisor in...
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In this issue we will explore the strategy proposed by forum member Iho de Puta. The tactic is based on the price range of the daily candlesticks and the assumption that we have wide movements on Fridays due to the frequent market news releases on that day. The strategy is an improved version of One Night Standing by Joe Krutsinger. It applies price analysis and search for breakout levels based on the 9-day range, as well as moving averages to determine the global trend. In addition, the strategy involves placing orders exclusively on Fridays and according to fairly simple rules that can easily be used even manually. The basic rules of the strategy...
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As one of the amazing abilities of man we can distinguish the ability to see the inner beauty of another person behind the external unsightliness or even ugliness. In such cases, we speak of "beauty of the soul. This ability is inherent not in all people, but nevertheless it finds its manifestation in life everywhere. I think many people know the feeling that makes them take home a scruffy, unsightly kitten, which passersby drove away from the doorway all day long, and it still clung to people, blindly continuing to believe in their kindness. Such persistence in the preservation of good feelings in adverse circumstances draws attention, attracts the eye and forces a reciprocal step. The Ugly Duckling Strange as it may seem, such...
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The third month of testing the Expert Advisor portfolio brought the drawdown I advertised for so long. Moreover, the drawdown affected all strategies simultaneously. As if someone up there switched the market mode... But let's not look for the culprits in this situation. This is just the way the situation has developed, especially since this was originally planned with the initial deposit of $17 000. In addition, if you look at the current value of the balance, we see the figure $ 17 687.62. That is, trading is still profitable, though with lower efficiency. Following the tradition of previous monthly reviews, let us look at the results of each strategy separately. This will help us to understand which strategy...
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In the 57th issue we will continue to implement the Expert Advisor on a Bollinger's envelope breakout, which was kindly offered to us by the forum member with the nickname Godlike. I will briefly remind you of the tactics and the previous experiment. So, we had the following trading rules (see Fig. 1): 1. Buy 1 - a breakout and closing of the candle above the upper line of the Bollinger envelope on the hour chart. At the same time, the price must be above the middle line on the daily chart. 2. Buy 2 - when the price breaks through the envelope downwards and comes back to the channel. 3. Sale 1 - breaking and closing of the candle below the bottom line of the Bollinger envelope on the hourly chart...
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