dominant Strategy

adviser dominant Strategy - medalist of the Automated Trading Championship 2012 trades on trend strategy based on the cluster display Somplex Indicator own design. Trading on one of the currency pairs of the cluster.

The expert is able to work on all time frames and remain profitable. The choice of the working timeframe - at your discretion. Trading robot was created taking into account the trade on a real account, and maximum reliability - there is error handling. In external variables stop loss is presented. Its value can also be optimized.

Trading strategy is based on creating and using the currency of the cluster of the following currency pairs: "EURUSD", "GBPUSD", "EURGBP", "EURJPY", "USDJPY", "GBPJPY".

Cluster of currency franc removed because it was pegged to the euro, during the championship.

For each currency pair, a member of the cluster, its price for opening, closing, maximum, minimum, using two moving averages and the weighting factor of this pair in the cluster creates a unique sine-curve normalized with respect to 0.

As a result, the indicator is constructed resulting curve-sinusoid all currencies cluster, zero crossing is from the bottom up gives a signal to buy, from top to bottom - for sale. This principle uses the Advisor to enter the market. At the same time in the market can is only one position. TURNING system, ie signal at the entry into the market is the output from the previous position. Entering the market made market orders.

For the championship was taken furthest TP and stop loss was out to maximize profit potential. To work on a real account you can put pre-optimizing the value to the story.

Working timeframe can also be optimized, but I spent optimizing the values ​​of the expert parameters at a given time frame initially. Then I changed the time frame and re-optimize.

expert Settings

• StartLot - the size of the initial lot;


• MaxLots - the maximum size of the lot;


• SizeOfDepo - deposit amount to calculate the initial lots;


• TP - size Take Profit (in points);


• SL - the size of Stop Loss (in points);


• MA_Slow - the period of the slow moving average;


• ENUM_TIMEFRAMES MA_Slow_TF - timeframe for the calculation of the slow moving average;


• MA_Fast - a period of rapid moving average;


• ENUM_TIMEFRAMES MA_Fast_TF - timeframe for calculating the fast moving average;


• kUSD - kUSD coefficient currency cluster;


• kGBP - kGBP coefficient currency cluster;


• kJPY - kJPY coefficient currency cluster;


• kEUR - kEUR coefficient currency cluster.

Money Management System

Trading volume depends on the results of previous transactions. To trade fixed lot specify its value in the variable MaxLots with the value of the variable StartLot do to be "0". The recommended value of the initial deposit of 10,000 USD. It can be changed as a result of the optimization parameters.

The time of the championship 3 months. (25% of the period of optimization) optimized adviser on the history of 2 years to reach a 25% forward.

In the course of the championship, it was shown that this advisor, based on my idea of ​​the author, on the currency pair GBPJPY possible to get profit. When tested on the same time slot with the same values ​​of variables external experts, but on the other EURUSD tool, has also been shown profits.

The differences in the results of the test and the auction during the tournament associated with the peculiarities of the strategy tester.

The screenshots provided information about the settings, parameter values ​​of the external variables for a single test, optimization, expert testing results for the period of the championship. At the two extremes screenshots can be found in the respective transactions before the completion of the championship.