Article Per Year (5 Year)
p-Index From 2021 - 2026
0.23
P-Index
This Author published in this journals
All Journal Economic: Journal Economic and Business
Sirait, Andreas Martin Raja
Unknown Affiliation
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance

Published : 1 Documents Claim Missing Document
Claim Missing Document
Check
Articles

Found 1 Documents
Search

 1 
Implementation of an Automated Trading System for XAG/USD Using Donchian Channel and Safe-F Risk Management on MetaTrader 5 Sirait, Andreas Martin Raja; Rahman, Haikal; Syah, Dedy Husrizal
Economic: Journal Economic and Business Vol. 4 No. 3 (2025): ECONOMIC: Journal Economic and Business
Publisher : Lembaga Riset Mutiara Akbar (LARISMA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.56495/ejeb.v4i3.1186

Abstract

This study aims to develop and evaluate an Expert Advisor (EA) based on the Donchian Channel indicator combined with the Safe-F Money Management strategy for trading the XAG/USD pair using the MetaTrader 5 platform. The EA is designed to capture breakout opportunities while adaptively managing trade size based on account balance. Testing was conducted using two approaches: backtesting with four years of historical data and real-time testing under actual market conditions. The backtesting results indicate that the H1 time frame scenario yielded more stable performance, with a Sharpe Ratio of 1.26 and low drawdown. In contrast, the real-time testing recorded less optimal outcomes, with profit factors below 1 and net losses in both scenarios. These findings suggest that although the EA performs well in simulations, real-time performance is affected by market volatility and execution factors. Therefore, further optimization and broader testing are recommended to enhance the system’s resilience in dynamic market environments.
Co-Authors Dedy Husrizal Syah, Dedy Husrizal Rahman, Haikal