Free

Trading Strategies

Here you will find some automated trading strategies that are discussed in the strategy development and/or blog sections.

For each strategy, links are included to the pages that discuss its purpose and development.

Freebies will be incrementally added as I create more content. Be sure to check back regularly!

Trading Strategies

The following MT4 algorithms are provided in .ex4 format.

Click on the bold headings to download them.

Paste these .ex4 files into your MQL4 > Experts directory in your MT4 Data Folder. The Data Folder can be accessed via File > Open Data Folder.

This algorithm was incrementally developed using MT4. Entries are determined using the Commodity Channel Index and a high-pass volatility filter. A catastrophic stop loss and time stop are used for exits.

Its performance from Jan 2015 – Dec 2019 is shown in the Tick Backtesting article.

StrategyQuant custom indicators are required for this algorithm.

This strategy was automatically generated using genetic evolution. Robustness tests include backtesting on 5 additional markets and walk-forward optimization.

The strategy logic is described here.

Its walk-forward performance using tick data, from Aug 2003 – Jun 2020, is shown in the Tick Backtesting article.

StrategyQuant custom indicators are required for this algorithm.

Performance comparisons were done on these two indicators, with the Bollinger Bands proving to be more profitable for trend trading.

For both strategies, long entries are triggered when price closes above the upper band. Longs are exited when price closes below the middle moving average. Vice versa for shorts.

StrategyQuant custom indicators are required for this algorithm.

This strategy was programmed using AlgoWizard, and subsequently optimized in MT4.

A buy stop order is placed whenever the faster moving average crosses above the slower moving average. Entries are restricted to the London and New York hours. ATR-based stop losses and profit targets are used for trade management.  

StrategyQuant custom indicators are required for this algorithm.

We tested the Bollinger Bands’ two inbuilt trailing stops – the middle moving average and the standard deviation band. The standard deviation band was the clear winner.

This strategy uses the lower/upper standard deviation band as a trailing stop for long/short trades. A trailing stop activation level (in pips) is included.

This countertrend strategy is ideal for trading short-term reversals in noisy, range-bound markets.

Buy limit orders are placed when price closes below the lower Bollinger Band, and a reversal candlestick pattern has just occurred. Opposite for shorts.

The Quantitative Qualitative Estimation (QQE) and Triple Exponential Moving Average (TEMA) indicators were used to generate high-momentum trend following entries. The addition of the momentum-based QQE was found to significantly improve the reliability of the moving average entries.

StrategyQuant custom indicators are required for this strategy.

The Kaufman Efficiency Ratio was added to a Bollinger Band trend strategy to screen out impulsive price moves that often signal the beginning of a long trend. 

StrategyQuant custom indicators are required for this strategy.

This algorithm counts the number of bars where the ADX indicator closed above a certain threshold. It can help determine the best markets and timeframes for your trend following strategy. 

This trend strategy uses a long-term CCI to detect trends and a short-term CCI to detect pullbacks.

This trend strategy uses the Awesome Oscillator to select high momentum entries. Trades are only entered in the direction of a long-term simple moving average. 

The Kaufman Adaptive Moving Average (KAMA) was used together with a short-term CCI to enter trending markets on a pullback.

StrategyQuant custom indicators required. 

Strong Tenkan-Kijun crossovers are used to generate trend following entries. Perfect for part-time retail traders.

Trend following strategy using the Supertrend and a long-term exponential moving average.

You can download the Supertrend indicator here.

This strategy fades overbought/oversold markets by using bars that are completely outside the Bollinger Bands.

This strategy trades in the direction of the longer-term trend but uses the Laguerre RSI to detect short-term pullbacks.

You can get the Laguerre RSI in the StrategyQuant custom indicators pack.

This strategy uses inside bars to help you capture breakouts in the direction of the long-term trend.

This strategy uses MACD hidden divergence to predict trend continuations.

StrategyQuant custom indicators required.

This breakout strategy uses StrategyQuant’s support & resistance ranking indicator (SR%) to detect increases in buying/selling pressure. 

You can download the SR% indicator here. 

This algorithm records live market spreads to help you determine a more realistic backtest spread.

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Hey there, Wayne here! I’m on a mission to develop robust algorithmic trading strategies for the forex markets. Trading Tact is where I share my trading methods and insights.

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Have a Question?

Want to develop a portfolio of automated trading strategies?

Supercharge your strategy development with StrategyQuant

Access 14-day FREE trial here!

Get up to USD 300 discount!

Strategies need improvement?

Use QuantAnalyzer’s powerful analysis tools

Try the FREE version here!

Get 20% Discount here!

FXVM Forex VPS

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Hey there, Wayne here! I’m on a mission to develop robust algorithmic trading strategies for the forex markets. Trading Tact is where I share my trading methods and insights.

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