Idea by: Scriptor.
MQL5 code by: Vladimir Karputov.
The EA only operates when a new bar appears: It compares the tick volumes of the first and the second bar. Block for making decisions:
//---
if(array_volume[1]>array_volume[2])
{
ClosePositions(POSITION_TYPE_SELL);
OpenBuy();
}
if(array_volume[1]<array_volume[2])
{
ClosePositions(POSITION_TYPE_BUY);
OpenSell();
}
- If the tick volume of the first bar is LARGER than that of the second bar, then you should CLOSE your Sell positions and open a Buy position;
- If the tick volume of the first bar is SMALLER than that of the second bar, then you should CLOSE your Buy positions and open a Sell position;
Running the EA on H1 for all symbols (since the EA only operates when a new bar appears, it was launched in the "OHLC mode on M1):
Symbol
Pass
Result
Profit
Expected Payoff
Profit Factor
Recovery Factor
Sharpe Ratio
Custom
Equity DD %
Trades
EURGBP
8
4,709.76
1,709.76
1.03
1.06
0.83
0.02
0
67.05
1,666
EURUSD
1
3,445.02
445.02
0.28
1.02
0.23
0.02
0
39.87
1,607
EURJPY
7
2,949.86
-50.14
-0.03
1.00
-0.02
0.02
0
90.27
1,561
USDJPY
5
2,318.50
-681.50
-0.42
0.97
-0.21
0.01
0
75.64
1,606
GBPUSD
2
128.04
-2,871.96
-3.19
0.85
-0.59
-0.05
0
97.46
900
EURCHF
6
102.93
-2,897.07
-5.03
0.44
-0.96
-0.14
0
96.97
576
EURCAD
9
90.06
-2,909.94
-11.50
0.53
-1.00
-0.12
0
97.26
253
USDCHF
0
84.60
-2,915.40
-8.19
0.58
-0.98
-0.16
0
97.58
356
GBPJPY
11
74.40
-2,925.60
-5.98
0.81
-0.88
-0.02
0
97.99
489
AUDJPY
12
70.44
-2,929.56
-4.47
0.76
-0.83
-0.03
0
98.32
656
GBPCHF
10
69.53
-2,930.47
-12.69
0.57
-0.76
-0.18
0
98.30
231
AUDUSD
4
68.15
-2,931.85
-3.06
0.76
-0.83
-0.04
0
98.55
957
USDCAD
3
-88.32
-3,088.32
-4.11
0.77
-0.83
-0.05
0
112.21
751