Trading robot · MT5

PDSF Mean Reversion

by L-M-Digital

This MetaTrader 5 expert advisor is an educational prototype developed for a digital signal processing course at the University of Brasília.

GitHub stars1
Forks0
Last update4 years ago5 May 2022
LicenceNone stated

Overview

PDSF Mean Reversion utilizes a mean-reversion strategy based on the Volume Weighted Average Price (VWAP), entering trades when price deviates from the indicator by a specific distance. The robot supports market, limit, and stop orders, with risk managed through fixed lot sizing and point-based stop loss and take profit levels. It includes day trading filters to restrict operations to specific hours and implements a daily maximum profit and loss protector. The README is minimal, as the code is provided for academic study.

Details

Author

L-M-Digital on GitHub

Type

Trading robot

Platform

MetaTrader 5 (MQL5)

Strategy

Mean reversion

Markets

Any symbol

Timeframes

M15-H1

Risk profile

No grid, martingale or hedging logic was found in its code or README. That says nothing about how it performs: backtest it first.

Input parameters

Read from SinaisF2.mq5. Defaults are the author's; change them in the EA's Inputs tab.

NameTypeDefaultDescription
Name0stringUniversidade de Brasília - Campus UnB Gama - Engenharias
Name1stringAula 07: Processamento Digital de Sinais Financeiros - UnB
Name2stringAutor: Professor Marcelino Andrade ([email protected])
MagicNumberulong1111Magic Number:
FixedVolumedouble1Volume Operacional;
Periodovwapint12Periodo da Media VWAP;
Distanciavwapdouble700Distância da Media VWAP;
Tipo_de_OperacaoOperacaoComprado_VendidoNatureza da Operação;
Tipo_de_OrdemOrdemMercadoNatureza da Ordem (ATIVIDADES 01 E 02):
DistanciaPENdouble0Distancia da Ordem Pendente (ATIVIDADES 01 E 02);
DuracaoPENint0Duraçao da Ordem Pendente (ATIVIDADES 01 E 02);
Tipo_de_ProfitStopGainCom_StopGainAEstratégia de Lucro:
Show all 28 inputs
NameTypeDefaultDescription
TakeProfitint1000Distancia StopGain [pts];
Tipo_de_StopStopStopLoss_MediaEstratégia de Proteção:
TakeLossint800Distancia StopLoss [pts];
MA_Chart_TimeframeENUM_MA_TIMEFRAMEM15Tempo Gráfico:
Tipo_de_ModosModoDayTradeModos Operacionais (ATIVIDADE 03);
horaIniciohorash09Hora Inicial para Abrir Posiçoes;
minutoIniciominutosm15Minuto Inicial para Abrir Posiçoes;
horaFimhorash10Hora Final para Abrir Posicoes;
minutoFimminutosm30Minuto Final para Abrir Posicoes
horaTermhorash11Hora de Fechamento DayTrade;
minutoTermminutosm00Minuto de Fechamento DayTrade;
Tipo_de_FillfillRETURNModos de Preenchimento;
Fun_OnTesteravaliarFun_01Funções de Avaliação (ATIVIDADE 04);
InpAutoColorsbooltrueAuto Colors
title_ea_optionsstring=== EA Options ===EA Options
Lucro_dia_Maximodouble500Lucro e prejuizo diario maximo

How to install it

  1. 1Download the sourceUse "Download source (.zip)" above, or clone L-M-Digital/Repositorio-PDSF from GitHub, and unzip it.
  2. 2Open the data folderIn MetaTrader choose File, then Open Data Folder, and go to MQL5/Experts.
  3. 3Copy the filesCopy the .mq5 file into Experts, and any .mqh files into the Include folder the code expects.
  4. 4Compile in MetaEditorOpen the file in MetaEditor and press Compile. Fix any missing includes the compiler reports.
  5. 5Test before you tradeRun it in the Strategy Tester, then attach it to a demo chart and allow algorithmic trading.
Third-party code. ForexR did not write, test or endorse this EA, and the summary above was generated automatically from its README and code. ForexR lists only repositories with readable source code and never hosts files. Read the code, backtest it and use a demo account first; automated trading can lose money quickly.

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