Trend following strategies are very popular and easy-to-use, especially for beginners. However, current markets have become more dynamic, while trend movements are less distinct (in terms of both range and duration). By not using the possibility of trading in flat or sideways markets, we lose potential profits. Trend following trading rules are simple: identify the signs of a trend and try to capitalize on it. Trading in flat periods differs much from that. During sideways movement, the price is ...
Contents General theoryProbabilistic EA modelApplying the theory Profit robustness against random scatterProfit robustness against drawdownProfit distribution robustness against price nonstationarityConclusionAttached files more...
ATR Trend Envelopes - indicator for MetaTrader 5 The reason why the ATR is used is the following - the % change works OK for middle term timeframes. But for short timeframes and long timeframes it tends to be either too slow or too fast. Here is a comparison of this indicator (upper) and the "classical" version (lower) on daily timeframe. It is obvious ...
Having compiled the indicator, we will only need upload to the terminal chart the statistics of the selected signal and attach our indicator to one of the charts. Now we can study and analyze trades. Table of Contents Introduction1. Setting the goals for our future work2. Collecting trades statistics2.1. Class for keeping information on the order2.2. Collecting information from the charts2.3. Creating the timeseries of the balance and funds on each symbol ...
This paper is aimed at testing the hypothesis of whether the signal performance and reliability can be enhanced without sacrificing the preset risk levels, if some filters are used. more...
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