AveragingHL M15 for AN

This " AveragingHL M15 for AN" is a nan-pin type EA dedicated to AUD/NZD, which aims to secure profits in medium- to long-term (daily chart basis) ups and downs within a range of high and low prices. We are currently analyzing the results of the forward test in this article, " Analyzing the Forward Test Results of AveragingHL M15 for AN," so please take a look at it as well.
The AUD/NZD market has been calm for the past few years, and the AUD/NZD market has been moving up and down in a certain price range, and we will trade both buying and selling on the ups and downs within the range of highs and lows for several to a dozen months. As you can see in the weekly chart below, the price has been moving up and down within the range of 0.9995 to 1.1307, shown by the blue line, from around 2015 to the present. We will use this feature.

Entry is made on the break of the most recent high and low at the time of the 15-minute confirmation, avoiding positions when the market is moving in the opposite direction, and holding positions when the market is as advantageous as possible. After the first order, add to the position when it moves in a negative direction (na-pin order), and increase the number of lots as you get closer (deeper) to the edge of the range. By doing so, it is easier to recover the negative average price of the positions held. The back test shows a profit factor of 57.0, a win rate of 97.8%, and a profit of 2.8 million yen after 5 years of operation ( no compounding, spread of 28) with 1000-110000 currencies. If it is in the upper portion as shown in the figure below (displayed in 4-hour time frame), we trade on the sell side, and if it is in the lower portion, we trade on the buy side.

The stop loss line (stop loss line) is set above or below the highest and lowest prices over a dozen months, and as far outside the range as possible. Since we do not take losses easily, the expected win rate and profit factor are quite high. (However, the loss will be larger in case of a break of the highest and lowest prices. 　You need to set the maximum lot size within the range of your contingency plan). (You should set the maximum number of lots in case of a breakout of the lowest price.) 　However, there is no guarantee that it will continue for several years or even a decade or more. 　In Ver. 1.05, we have added support for trending market logic in case the market breaks out of its highs and lows in the future. 　Since the market has been so stable, if it breaks, a big trend is expected to occur. 　I think that would be profitable. 　The backtest from 2007-2015 is also profitable as shown below. 　Please forgive the large negative results at market turns, as it is the nature of the logic.

This EA operates on a 15-minute time frame basis. It operates only when the 15-minute leg is fixed, and makes entry and close decisions using only the data of the 15-minute leg that has already been fixed. Since it judges and enters the market based on the confirmed conditions, the difference between back-testing and actual operation is minimized. Please change only the following parameters as necessary. Compound interest operation mode is also available. In the default settings, the compound operation mode is turned on. Please turn it off if you wish to operate with a fixed lot. Please adjust the ratio of positions to be increased.

parameter	Contents
MagicNumberB	This is the magic number for the first buy order. Each additional order will use this number plus one. Basically, you do not need to change this number, but if you want to use this EA for multiple trades in the same currency, please change it for each of them.
MagicNumberS	This is the magic number for the first sell order. Each additional order uses this number plus one.
Lots	The number of lots for the first order. The default is 1,000 currency (0.01), so please adjust according to your budget. Based on this, when placing additional orders (nan-pinning), the number of orders is multiplied by the depth from the first order and the "nan-pinning factor.
Compound interest operation threshold	To disable compounding (fix the number of lots to the Lots setting), set 0. If you wish to use compounding, enter the base amount. Order Lots = (Effective Margin / this base amount) * Lots" *. to calculate and place an order. The default value is 1,000,000 yen (=1000000). The order is placed at a ratio of 0.1 lots to 1,000,000 yen of effective margin. Example.) The following will be applied according to the increase or decrease of the effective margin. In the case of Lots=0.1, base value = 1000000:. 　　　Valid margin = 1,000,000 yen => Lots ordered = 0.1 　　　Active margin = 500,000 yen => Number of lots ordered = 0.05 　　　Active margin = 100,000 yen => Number of lots ordered = 0.01 　　　Active margin = 2,000,000 yen => Number of lots for order = 0.1 If Lots=0.05, Base Value=100000 　　　Active margin = 100,000 yen => Order lots = 0.05 　　　Active margin = 200,000 yen => Number of lots ordered = 0.1 　　　Valid margin = 1,000,000 yen => Number of lots for order = 0.5 In the case of Lots=0.1, base value=100000 　　　Active margin = 100,000 yen => Number of lots to order = 0.1 　　　Active margin = 500,000 yen => Number of lots to order = 0.5 　　　Valid margin = 1,000,000 yen => Number of lots for order = 1.0 However, if the number of lots is less than 0.01, the number of lots shall be 0.01, and if the number of lots exceeds 20.0, the number of lots shall be 20. Fractions will be rounded off.
Allowable Spread	Specify how far you will allow the spread to widen. If the spread widens beyond this value, the entry will be held back.
trade mode	Set "Automatic," "Buy Only," or "Sell Only. Buy Only" will trade only buy trades, and "Sell Only" will trade only sell trades. Automatic" will trade both buy and sell.
There are both	Sets with/without both sides. Default is Yes.
custom configuration	Enable" enables the following custom settings. If you wish to adjust the parameters yourself, please use this option.
Applicable Quotations	Please select "Automatic", "Range Only", or "Trend Following Only". When "Range Only" is set, no trades are made when a trend is detected, and when "Trend Following Only" is set, no trades are made when a range is detected.
Maximum number of positions	This is the maximum number of positions. However, if the "Maximum Lots" below is exceeded, no position will be held.
Maximum Lots	The maximum total number of lots for each position. If this maximum number of lots is exceeded, no position will be held.
Nampin coefficient	This is the coefficient when placing a "nanpin" order. When placing additional orders (nan-pinning), the number of orders is multiplied by the depth from the initial order and the "nan-pinning factor".
Limit Offset Value	The coefficient for nanpin orders. Limit offset to be set at the time of entry (offset value (pips) from the open value)

# #Both sides available #Fixed operation (without compounding) The following are the results of tests conducted from 01/01/2016 to 2/28/2021 with 1000-110000 currency operations (no compounding, spread 28). Profit Factor 57.0, win rate 97.8%, and profit 2.8 million yen. <2016/01/01 - 2021/2/2/28> ##With compounding operation Using the compound interest operation mode, the simulation result is about 8.1 million yen over 5 years of operation from a margin of 1 million yen. <2016/01/01～2021/2/28 ##With no compounding (equivalent to Ver. 1.02 or earlier) #Fixed operation (no compounding) The following are the results of tests conducted from 01/01/2016 to 2/28/2021 with 1000-100000 currency operations (no compounding, spread 28). Profit Factor of 257.2, win rate of 99.0%, and profit of 1.57 million yen. <2016/01/01 - 2021/2/2/28> #With compounding Using the compound interest operation mode, the simulation result would be about 11 million yen over 5 years of operation from a margin of 1 million yen. <2016/01/01～2021/2/28 !!!!! Caution !!!!! When compounding, if you encounter a losing streak, you will lose all your money at once. Be careful not to raise your threshold too high! #Supplemental: For a slightly smaller amount By setting "Custom Settings" to "Enable" and adjusting the parameters, you can use the EA with a slightly smaller amount of about 300,000 yen. An example of settings and back test results are shown below. Initial cost of 300,000 yen *Fixed operation (no compounding) The result of 1000-38,000 currency operations is a profit factor of 41.3, a win rate of 98.0%, and a profit of about 860,000 yen. *With compound interest operation Using the compounding operation mode, the result will be over 4.2 million yen in a little over 5 years of operation from a margin of 300,000 yen. Other SeSe items on display h ttps://www.gogojungle.co.jp/users/60058 Blog article: " Introducing SeSe's EAs by category" Version Information == Ver1.05 == The back test from 2007 was improved to accumulate profit in case of a trend. 　(Currently, the period of no trend is still likely to continue, but we have improved it so that it can respond to the period when there was a trend before around 2015,6 in case there is a breakout. 　　(Currently, the no-trend period is still likely to continue, but we have made improvements to accommodate periods when there was a trend, in case of a breakout. 　　The results from the current no-trend period (circa 2016 and beyond) have been considered unchanged). ) - Updated backtest results from 2007. == Ver1.04 == Parameter initial value change in the double-indexing mode. 　Revised to allow compound interest operation. == Ver1.03 == Add double-denomination mode. Default is set to "with double-denomination". == Ver1.02 == Setup of settlement logic (setting of stop loss) was changed. Reviewed parameters. == Ver1.01 == Logic and parameters were reviewed. == Ver1.00 == Newly created. ■Other Notes and Cautions When installing the EA, please also install the included library file (OrderLib.ex4). 　Please place it in the following location in the MT4 data folder. 　　. \MQL4\Libraries\OrderLib.ex4 Before using, please display the 4-hour, daily, weekly, and monthly charts of the target currency pair. 　(This is because this EA also uses chart information other than the hourly chart, and thus incorporates such information.) Please note that the EA developer will not compensate for any losses incurred by the user, including those caused by defects. 　(We test our EAs carefully, but if a problem is discovered, we will of course take prompt action to fix the problem.) This product is not a guarantee of profit. There is a possibility that differences may occur between back and forward tests and actual operations.