This multi – currency Expert uses 7 pairs of cryptocurrencies for trading . For forecasts, the Expert Advisor uses models trained by the machine learning algorithm in the python language environment.
Signal:
Settings for PhythonMLCrypto
The big plus of this Expert Advisor is that it can use several packages of models trained according to different criteria for each pair separately, now it is possible to choose 3 different packages of models together or separately, in the future these models will be improved and added with the next update of the Adviser.
The Expert Advisor can be easily and quickly optimized over the last period of real trading by simply setting these 3 packages Model1,Model2,Model3 as parameters Active parameters for each cryptocurrency pair, and the optimizer in the strategy tester will select the most favorable combination of these packages and cryptocurrency pairs for the last trading period.
The Models parameter for the Bollinger Bands and Moving Average indicators:
Models1 – a package of models trained for a period of time from 2007 to 2021
Models2 – a package of models trained for a period of time from 2020 to 2022
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Models3 – a package of models trained for a period of time from 2018 to 2020
I use the CryptoAltum broker, where you can trade a large number of cryptocurrencies. If you do not have any cryptocurrencies for your broker from these, you can easily disable them in the adviser settings.
If the Expert Advisor proves itself, I will add new cryptocurrencies when updating in the future.
The default settings are for the BTCUSD H1 currency pair, the other 6 cryptocurrency pairs are disabled by default
- It is desirable to conduct testing from 2020, since the history of all 7 cryptocurrencies is definitely from this period
- Before testing in the strategy tester or installing the Expert on the chart, make sure that all 4 currency pairs were visible and added to the terminal: BTCUSD, ETHUSD, BTCEUR, ETHEUR, DSHUSD, LTCUSD, EOSUSD
- In the strategy tester, set the trading mode “Only opening prices “
- You can also disable the visualization of the strategy tester for quick testing.
- At the end of testing, in the log tab, you can view information on the profitability and maximum drawdown of each pair separately
Description of some Expert Advisor settings
Description of some Expert Advisor settings
- UseSameLotSizeForAllPairs – the ability to select the lot size for each pair separately, by default true, one lot size for all specified by the parameter above
- UseMaxAllTakeProfitProcent – enables the global take profit as a percentage of the current profit specified in the MaxAllTakeProfitProcent parameter, after its execution, all current orders are closed. Test only on all ticks or 1 minute OHLC
- UseMaxStopLossProcent – enables a global stop loss as a percentage of the current profit specified in the MaxAllStopLossProcent parameter, after its execution, all current orders are closed. Test only on all ticks or 1 minute OHLC
- MaxProcentDropDown – automatic alternate closing of positions if the drawdown exceeds the percentage specified in this parameter, if 0 is specified, this feature is disabled by default (for example, MaxProcentDropDown = 30 means if the drawdown exceeds 30%, positions will be gradually closed until the drawdown becomes less than 30%)
- IsDynamicLot – enable automatic lot size formation depending on balance or free margin
- is_koef_for_each – if true, the lot size is formed from the balance for each currency pair separately, if false, then from the total balance or free margin
- koef is a coefficient for the formation of the lot size, the larger the risks are greater
- from – forming the lot size depending on the balance or free margin
- CountOfGrid – the number of pending orders in the grid
- GridDistanseBegin – start of the first pending order in the grid from the current price
- GridDistanseEnd – the end of the last pending order in the grid from the current price
- GridKoefBegin, GridKoefEnd – distribution of coefficients for multiplying the price of a pending order in the grid
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