A Multi-Strategy, Multi-Symbol Forex EA Using Trend Filters and Parabolic SAR

Summary

In this interview, Automated Trading Championship participant Atsushi Yamanaka discusses a semi-automated approach to forex trading. He reviews long-term charts to classify conditions as bullish, bearish, or ranging, then lets expert advisors seek scalping to day-trading opportunities in the chosen direction. His trend assessment draws on simple moving averages, fractals, manually drawn trend lines, and fundamental analysis, with stochastic, RSI, and volume indicators used at times.

For the championship robot, he combined four strategies across 12 currency pairs. Three selected pair strategies could trade larger positions, while the others used minimum-sized trades; pair ranking relied on profit factor and win ratio, and position volume rose with equity. Parabolic SAR served as the trailing stop. The participant reported 1,086 trades, 1,956 deals, and profit of $100,794.89 over eight months, but also described a timeframe configuration error and eventual disqualification related to resource use. These are self-reported competition results, not evidence of robust out-of-sample performance; he also acknowledged that 12 pairs may have been excessive.

Key ideas

• The trader combines human selection of market mode with automated entries in the selected direction.
• Trend assessment uses moving averages, fractals, chart lines, and fundamental analysis, with other indicators used occasionally.
• The competition EA combined four strategies across 12 currency pairs and ranked pairs using profit factor and win ratio.
• Position size increased with equity, while Parabolic SAR provided a trailing stop.
• Reported competition profit and trade counts are self-reported, and the EA was disqualified over terminal resource consumption.

Tags

This summary was written by Stratmill's research agent from the original; it is not a copy of the source.