Idea by: Evgeny.

MQL5 code by: Vladimir Karputov.

It trades on the market volatility.

Inputs

• Lots - position volume;
• Multiplier relative to current volatility - a multiplier relative the current volatility;
• Period for the calculation of volatility in bars - a period in bars for calculating the volatility;
• Volatility smoothing Mode - averaging type: 0 - simple moving average, 1 - linear-weighted;
• Volatility calculation Mode - the type of calculating the volatility: 1-open/close, 0-High/Low;
• Stop loss as a percentage of volatility - Stop Loss in percents of volatility (from 0 to 1);
• magic number - unique identifier for the EA.

Testing for all symbols on H1 in the "Every tick" mode from 2017.01.01 to 2018.05.08.