Learning to write by experts for MetaTrader. Lesson number 15

Education MQL II. Lesson 15

Hello dear readers. Today, we check the validity of a classic trading system. Those who read the classic books on TA, I think, knows such a rule. In the trend need to trade in the direction of trend indicators (eg moving averages), and with the assistance flete oscillators.



15.1 Algorithm



In fact, only the definition of trend is already more than a serious question. The trend will be determined by the indicator ADX, I think you will not be against it, because This is trendsledyaschy indicator. If the ADX is growing and has become the largest in the last N values, the position will be open in the direction of the rolling average. If there is no trend, ie ADX has a low value, then look at the value of the oscillator. If the oscillator in the extreme zone, then open a position (on the rebound from a zone). As an oscillator, will use the indicator Stochastic, then you can replace or add another.



Closing the position will be implemented as a stop order, or condition. The condition is, the disappearance of the trend to open positions in the trend and achieving the opposite extreme zone Stochastic, for positions open in flete. In the external variables, we laid out during ADX, Stochastic, and the average; Stochastic area for the opening position.



15.2 Expert



/ * [[

Name: = Trend-flet

Link: = fxtest.ru

Lots: = 1.00

Stop Loss: = 0

Take Profit: = 0

Trailing Stop: = 0

]] * /



defines: PerMA (21), PerADX (14), StochK (5), StochD (3), Stochslow (3), UpZone (75), DownZone (25)

WindowADX (35), ADXmax (20), ADXmin (15), MApips (4);

var: Stoch1 (0), Stoch2 (0), ADX1 (0), ADX2 (0), Ma1 (0), Ma3 (0), cnt (0), f (0), tr (0);



/ *

PerMA-period MA

PerADX-period ADX

StochK, StochD, Stochslow-periods Stochastics

UpZone (75), DownZone (25) Extreme Zone Stochastics

WindowADX (35), the window of comparison ADX

ADX ADXmax-value from which it is believed that this trend

ADXmin-zngachenie ADX which considered that it flet

MApips-tilt MA

* /

if curtime-LastTradeTime <5 * 3600 then exit; / / Time limit

Ma1 = ima (PerMa, mode_sma, 1); / / AI

Ma3 = ima (PerMa, mode_sma, 3);



Stoch1 = iSTO (StochK, StochD, Stochslow, MODE_SMA, MODE_MAIN, 1); / / Stochastics

Stoch2 = iSTO (StochK, StochD, Stochslow, MODE_SMA, MODE_MAIN, 2);



ADX1 = iADX (PerADX, MODE_MAIN, 1); / / ADX

ADX2 = iADX (PerADX, MODE_MAIN, 2);



if TotalTrades = 0 then tr = 0; / / tr defines the trend, if it is equal to 1, the transaction is opened as a trend fletovaya 2, 0-No Deal



if TotalTrades <1 then (

f = 0 / / flag ADX



for cnt = 1 to WindowADX (if ADX1
/ / WindowADX-box determines the breakdown



if f = 0 and ADX1> ADXmax then (/ / if the ADX more



if ma1-ma3> MApips * point then (tr = 1; SetOrder (op_buy, lots, ask, 3, bid-stoploss * point, bid + takeprofit * point, green); exit;);

if ma1-ma3 <-MApips * point then (tr = 1; SetOrder (op_sell, lots, bid, 3, ask + stoploss * point, ask-takeprofit * point, red); exit;);

/ / Transaction trend

);



if ADX1


if Stoch1 Stoch2 then (tr = 2; SetOrder (op_buy, lots, ask, 3, bidstoploss * point, bid + takeprofit * point, green); exit;);

if Stoch1> UpZone and Stoch1> Stoch2 then (tr = 2; SetOrder (op_sell, lots, bid, 3, ask + stoploss * point, ask-takeprofit * point, red);

exit;);



/ / fletovye Deal



);

);



if TotalTrades> 0 then

(

for cnt = 1 to TotalTrades

(

if OrderValue (cnt, VAL_TYPE) <= OP_SELL and OrderValue (cnt, VAL_SYMBOL) = Symbol then

(

If OrderValue (cnt, VAL_TYPE) = OP_BUY then

(

if (adx1 UpZone) then

/ / conditions for the closure of trend and fletovoy longovoy deals

(

CloseOrder (OrderValue (cnt, VAL_TICKET), OrderValue (cnt, VAL_LOTS), Bid, 3, Violet);



Exit;

);



);



If OrderValue (cnt, VAL_TYPE) = OP_SELL then

(



if (adx1
(

CloseOrder (OrderValue (cnt, VAL_TICKET), OrderValue (cnt, VAL_LOTS), ask, 3, Violet);

/ / conditions for the closure of trend and fletovoy shortovoy deals

Exit;

);



);



);

);)



15.3 Conclusion



Perhaps many will say that the algorithm is not very versatile and that it clearly ubytochen, but the expert and does not purport to be the role of the expert workshop. On the methodological side, the expert and not so simple and I am sure that readers who want to learn the language perfectly, make sure it is something underlined.



As usual I will wait for your letters, if there will be many questions, or would be particularly interesting, answer them in the next issue.

Company

Halhalyan Arthur

Technical support for traders

artur@fxtest.ru