Automatic optimization cross-entry system

The basic logic is to determine entry/exit by MA crosses, but by selecting the optimal long-term and short-term legs based on the most recent trend, the EA responds to market movements with sensitivity. In addition, since no entry is made in the case of a range market where no appropriate long-term or short-term leg exists, drawdowns in a range market, which are often seen in trend-following EAs, are kept to an absolute minimum. In back tests, profits were confirmed on the 30-minute and 1-hour time frames of the dollar-yen, the 30-minute time frame of the pound dollar, and the 4-hour time frame of the Aussie New Zealand, etc. at the default setting values. The backtest and forward test are for 30 minutes of dollar-yen. If the market is rough up and down, it would be better to adjust the optimization range by shortening AdjustCheckMargin. Explanation of setting parameters (values are default settings)**. Lots = 0.1: The number of lots to enter. CompoundMode = true: Compound interest mode can be selected for yen-denominated or dollar-denominated accounts (if true, it will take precedence over Lots) LossRatio = 5: Valid only when Compound Mode is ON. Selects what percentage of assets can be lost at a single stop loss MaxPos = 4: Maximum number of positions to hold. MagicNo = 3456: The magic number to set TankiMAMin = 5: The moving average of the shortest leg (minimum value) TankiMAMax = 21: The moving average of the shortest leg (maximum value) TankiAdjStep = 2: the step value to determine the appropriate short leg ChokiMAMin = 20: the moving average of the long leg (minimum value) ChokiMAMax = 75: the moving average of the long leg (maximum value) ChokiAdjStep = 5: the step value to determine the appropriate long leg AdjustInterval = 48: once this leg is determined, the parameters will be adjusted AdjustCheckMargin = 240: This is the number of past legs for parameter adjustment. If too small, entry opportunities will be reduced. If too large, there is a high possibility that a leg that does not match the trend will be selected. MarketOpenAdjust = true: Select whether or not to initialize at market open on Monday. Difference_from_EET = 0: If you use the above initialization process, enter the time difference from EET. For other vendors, please ask in the community and we will answer your question) OKPips = 0: This parameter is used for parameter optimization. Setting this value too high will increase the accuracy of range filtering, but setting it too high will result in lost entry opportunities. OKTrades = 2: This parameter is used for parameter optimization. Setting this value too high will increase the accuracy of parameter optimization, but setting it too high will result in lost entry opportunities. sl_pips = 100: This is the stop loss value (specified in Pips) tp_pips = 300: This is the take profit value (specified in Pips) trailingpips = 100: If this many pips of unrealized profit are generated after entry, trailing will occur. Slippage = 1: This is the number of pips allowed for slippage. ----- Version History ----- Changes in the 1/23 version (rev3) Added compound interest mode. However, it is effective "only for yen-denominated accounts", so please set it to false if you do not have a yen-denominated account. Also, it does not work well depending on the combination of the vendor and the currency pair. (The setting of "false" is the same as before the upgrade.) For reference: Compound Interest Mode is available for the following currency pairs at Alpari Japan. 　XXX/JPY, XXX/USD, XXX/EUR, XXX/GBP, XXX/AUD, XXX/NZD, XXX/CHF 　(XXX is any currency) Note: For currency pairs other than those listed above, the value set in Lots will be applied as is. 　　　　In some cases, the currency pairs listed above may not be applicable depending on the vendor. 　　　　In such cases, the entry itself will not be executed, so please change the settings. Multiple positions can now be held. The default is to hold up to 4 positions. 　(The number of positions can be increased or decreased by changing MaxPos (1 setting is equivalent to the number before the upgrade). Changes in the 2/6 version (rev4) The following bugs have been fixed. There was a bug in the infinite retry process when a close order slipped, and in some cases, the system kept trying to close an order that had already been closed. This issue has been corrected. Please note that new positions will no longer be opened when this issue occurs. At least, you can continue to use this version as long as the problem does not occur. If this event occurs, please restart the EA or MT4 to recover from the problem. Changes in the 2/8 version (rev5) The EA will not enter when the EA is launched, but will enter only when the new leg is confirmed. Optimized MA pairs are now displayed in the upper left corner of the window. Changes in the 12/02 version (rev6) Added a flag to initialize the adjust counter when the market opens on Monday. 　By setting it to true, the results will be the same as in future forward tests in FX-ON. 　* One mistake in the program has been corrected. 　(Entry timing tends to increase slightly) Supplementation of rev6 corrections We received a comment from one of our customers that the backtest results were not consistent. Therefore, we have added a process to initialize the time until the parameter optimization process during a specific time period (Monday market open time) to prevent the results from fluctuating. This will stabilize the backtest results and make it easier to adjust parameters (the existing process is also available and can be selected by a flag). Below is a side-by-side of the backtest from 1/1/2013~ and the backtested data from 1/1/2014~ with the same parameters. For clarity, the third image combines the two. You can see that the data are generally the same. Transaction graph from 1/1/2013~11/30/2014 (without compounding) Transaction graph from 1/1/2014~11/30/2014 (without compounding) Synthesis of the above two graphs Changes in the 12/23 version (rev7) Fixed an error in the variable names. The name of the variable was incorrect, so it was corrected. 　Fixed to match the time of Alpari/Oanda etc. 　No internal logic modification (it was programmed as EET in the first place...) Changes in the rev8 version Fixed a problem with repeated adjust processing at market open. Rev9 version changes Fixed a problem with the display of comments when placing an order. Rev10 version update Added fail-safe processing for partial payment. Changes in rev11 version update The range of the compound interest mode has been expanded. Support for OANDA JAPAN's currency pair name change. Added support for dollar-denominated accounts. ---------------------------------