The CoreX expert system works with ticks on all types of accounts, both netting and hedging. For the internal algorithm, the elementary unit of analysis is the tick, not the bar. Works with 5-digit quotes. Requotes are critical, and a broker with minimal execution delays is needed. This Expert Advisor is an improved version of the CoreFPS Expert Advisor.
The expert system does not use the history stored in the database to work. For its own needs, it uploads historical data online, creating its own database stored in RAM. When you restart it, it is lost and when you reload it, you need to load it again. The value of your own database is regulated by the CountTick parameter, which indicates how many ticks you need to write to the database to start working. For long-term analysis, the above-described database is used, for short-term analysis and decision-making about entering the market, data from a long-term database designed on the stack is used, that is, the most up-to-date selection of ticks from the stack is operated under the control of information received from the long-term database. To achieve good results in real ticks mode on the tester, it is necessary to perform optimization.
After the specified amount of data is loaded, the immediate work takes place, which consists of two stages. At the first stage, with the frequency set by the parameter ReOptimization, the loaded ticks are analyzed by the specified volume (CountTick). Data analysis is the selection of the best parameters that this expert would have worked with if he had worked at that time, that is, the selection of the best result is carried out using the full search method. Since there are few options, this is a real process. Three internal parameters are used for iteration:
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The internal optimizer, after optimizing according to the specified principle, selects the settings that gave the best result, and goes to the market with them, working until the instruction for a new internal re-optimization (ReOptimization) comes. At the first set of the tick history, the Expert Advisor does not enter the market until the database is filled. During the next cycle of re-optimization, there is no downtime, since the database is updated online and is always up to date.
At the second stage, there is a direct entry into the market using the settings of the internal optimizer and stack data. TP and SL are used to insure the position (and can be adjusted by the expert Advisor), although they may play a basic role in some settings.
- TypeFilling-set the order execution policy.
- Lot – the size of the lot to enter the market.
- Risk-calculate the lot from the deposit.
- SpreadLimit – the maximum allowed spread at which you can still enter the market.
- TP – the desired take profit (adjusted by the expert).
- SL – the desired stop loss (adjusted by the Expert).
- CountSteck – the value of the stack of ticks (maximum 9).
- MinPick – tick pulse of the price (sensitivity of a single tick).
- StepPips – step for a series of pulses (stack depth).
- MaxPips – input for or against the pulse.
- ReOptimization – the period of cyclic optimization.
- CountTick – the number of ticks in the database for which the analysis is performed.
When preparing for the work, it is necessary to perform a preliminary optimization of the expert advisor by parameters:
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