Pembangunan Expert Advisor Untuk Melakukan Otomatisasi Trading Pada Pasar Forex Dengan Menggunakan Metode Triple MA Crossover Dan BAHASA Pemrograman MQL5 Pada Platform MetaTrader5

Abstract

Forex (foreign exchange) is the activity of exchanging one currency for another for trading purposes. However, in forex trading, several problems can be faced such as human psychological factors, the trader's lack of experience and the ability to perform technical analysis. From these problems, an expert advisor is needed to help new traders to start their careers in forex. In this final project, the expert advisor was built by implementing the triple MA crossover method for the Metatrader 5 trading platform with the MetaQuotes Language 5 programming language and tested by doing backtesting with price data from January 1, 2019 to December 31, 2020 (2 years). The results obtained during 2 years of backtesting testing shows that expert advisor that was built made 86 transactions of which 75 resulted in profit and 11 transactions resulted in losses which made the expert advisor built to have a win rate of 87.21% and developed the capital of the trading account by 24.8%. In addition, the expert advisor also managed to make transactions that resulted in 24 consecutive profits with a total profit of 289.10 USD and 2 transactions that resulted in consecutive losses with a total loss of 101.28 USD.