Mts “Hedge” Expert Advisor | MT5 EA下载 - MetaTrader 5资源

Mts “Hedge” Expert Advisor 评测与下载说明

本文整理的是 CMillion Expert Advisor 相关 EA。内容已去除俄文残留和外站推广信息，并按外汇 EA 用户常见关注点重新组织，方便判断是否适合实盘或测试环境。

策略定位

这类 EA 通常用于 MT4 或 MT5 的自动化交易场景。正式使用前应先确认交易品种、周期、点差、滑点、杠杆和经纪商执行条件，避免把单一历史表现直接当成未来收益预期。

测试建议

建议先在模拟账户和小资金账户中分别测试，重点观察最大回撤、连续亏损、持仓时间、新闻行情表现以及参数对不同市场阶段的敏感度。

英文页面要点

The term “hedging” (the term derives from the English word “hedge”, which means “insurance”, “guarantee”) refers to taking equal and opposite futures positions in two different markets to offset effects of price risks. The hedging is aimed at protecting against adverse fluctuations in the prices of stocks, commodities, currencies, interest rates, etc.

The principle behind the strategy.

We understand that prices of financial instruments move almost synchronously, and we hope that it will be forever. However, a habitual way of move of the instruments – let’s call them S1 and S2 – sometimes starts to change. For example, suddenly S2 has lagged behind S1 or even turned down after both of the instruments have been moving upwards. We understand that the given situation is an exception from the rule and these instruments will start to move synchronously at a later point in time. Therefore, we place a sell order for S1 and a buy order for S2 at the point. Whenever these instruments go now – upwards or downwards – they will go synchronously again: if S2 lags behind S1, it will catch up with S1 a bit later or S1 will slow down; and if the trend has reversed, then it seems that S1 has lagged behind S2, while moving down at this time, and it will try to catch up with S2 anyway. We realize that there has been a period, when S1 and S2 have moved nonsynchronously. We have successfully “caught” the period and wait, until the instruments start to move synchronously. We will make profit from it anyway. Of course, there are situations, where the instruments diverge farther and farther apart – that is the fault of some important political and economic events. We should open new orders every time, when these instruments diverge apart at a distance equal to the delta step value. Eventually, we should also wait for profit, since it is almost impossible to change a correlation established over many years!

The Expert Advisor trades the instruments that a capable to offset effects of each other’s price risks, for example, gold and silver or CHFJPY and EURJPY. The main thing is that these counter-instruments must have a common “denominator”. Below are tables of instruments correlated to each other.

We should set necessary instruments in the Expert Advisor settings. The Expert Advisor will determine, what instrument should be sold or bought at the moment, wait for the right price movement to happen and place stakes. It protects your deposit from a drawdown by using counter-orders. Orders are closed by total profit set by an external variable.

The Expert Advisor uses “Hedge” indicator.

The indicator compares two instruments, calculates the value of the delta divergence between them and makes a decision about if it should enter the market or not.

Here is an example how the “HEDGE” Expert Advisor trades:

< Description of variables:

Algorithm of operation:

The indicator calculates a correlation (hereinafter called the “Delta”) between two instruments over a period determined by “ Period_Comparison ” variable (one hour = 0, four hours = 1, day = 2, week = 3, month = 4).

The Expert Advisor will open trades at the moment, when the line of delta slides down after its top has been formed, and the current delta value is higher than “ MinDelta ” value.

The Expert Advisor will close orders, if total profit (in deposit currency) of the orders is higher than “ StopMarga ” value.

If the delta line continues to rise after orders have been opened, then the Expert Advisor will open additional orders (their lot size is multiplied by “K_LOT” coefficient), when the line covers a distance set by “ StepDelta ” once again.

The Expert Advisor is allowed to open such a number of orders of every direction that doesn’t exceed the number set by “ OrderTotal ” variable.

“ LOT2 ”. Lot size of the second instrument will be automatically calculated by the Expert Advisor itself depending on the relation between tick prices of the first and the second instruments. However, if LOT2>0 , then the lot size will be set automatically.

The delta is calculated over a certain period of time (hour, day, week, month). When crossing these time thresholds, the current period will be changed for the next one. At the time the delta value might change sharply, so it is desirable that you don’t trade during this time.

“ TimeStart ” – start of operation time

“ TimeEnd ” – end of operation time

If an order has not been closed yet, and the end of operation time (set in “ TimeEnd ”) has come, then the Expert Advisor will wait for the whole series of orders to be closed (it will open additional averaging orders, if necessary). Thereafter it will wait for the start of operation time to come so that it can continue its operation.

If an order is closed with a requote, then the Expert Advisor will repeat the action for the number of times specified in “ N_Open_orders ” variable. If the order cannot be closed, then it will inform you about it by an alert message.

When trading M1-M5 timeframes, you would better select such conservative instruments as gold – silver. You can also select oil or shares of companies bound by government obligations to each other.

To get a ready-made Expert Advisor or Indicator, you need to pay its cost by one of the methods specified on the Payment web-page and send an e-mail at cmillion@narod.ru , which should contain the name of Expert Advisor or Indicator and a payment option. After doing that, your order will be immediately sent to you.

Price – 500$

EA_Hedge_13.rar 68.0 KiB 1490 Downloads Details Author: cmillion Category: Experts Date: 15.12.2015

风险提示

EA 不能消除市场风险。网格、马丁、剥头皮、套利和高频类策略尤其依赖交易环境，实盘前应单独评估止损逻辑、订单数量限制和异常行情下的资金占用。