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- Published:
- 2008.07.03 08:21
- Updated:
- 2014.04.21 14:52
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The EA was developed to test the strategy described at http://www.kroufr.ru/content/view/2989/124/ on order, I lay it out here, because it still remains unclaimed, the enters are organized under the strategy and exits - by the TakeProfit. During the development, I've added the autolot by Bookkeeper described on the forum.
Here are the results of the forward test, the optimization was performed for the period from the beginning of the year till 01,05,2008.
Symbol | EURJPY (Euro vs Japanese Yen) | ||||
Period | 1 Hour (H1) 2008.05.01 00:00 - 2008.07.01 23:59 (2008.05.01 - 2008.07.02) | ||||
Model | By open price (only for EAs with explicit control of bar opening ) | ||||
Parameters | Lots=0.1; Risk=1; Sl=95; Tp=125; bu=12; magic=78977; PriseShift=4; AutoLot=true; CloseEndDay=false; BU=true; MaPeriod=24; MaShift=1; Fast=44; Slow=57; Signal=5; MacdShift=3; | ||||
Bars in test |
2048 | Ticks modelled | 3094 | Modelling quality |
n/a |
Mismatched charts errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Total net profit | 1702.92 | Gross profit |
4289.34 | Gross loss | -2586.42 |
Profit factor |
1.66 | Expected payoff |
106.43 | ||
Absolute drawdown | 929.85 | Maximal drawdown | 2261.95 (19.82%) | Relative drawdown | 19.82% (2261.95) |
Total trades |
16 | Short positions (won %) | 5 (80.00%) | Long positions (won %) | 11 (45.45%) |
Profit trades (% of total) | 9 (56.25%) | Loss trades (% of total) | 7 (43.75%) | ||
Largest | profit trade | 1532.59 | loss trade | -1307.55 | |
Average | profit trade | 476.59 | loss trade | -369.49 | |
Maximum | consecutive wins (profit in money) | 4 (1842.01) | consecutive losses (profit in money) | 2 (-1540.57) | |
Maximal | consecutive profit (count of wins) | 1842.01 (4) | consecutive loss (count of losses) | -1540.57 (2) | |
Average | consecutive wins | 2 | consecutive losses | 2 |
![](https://c.mql5.com/18/18/MOMO_2.gif)
№ | Time | Type | Order | Volume | Price | S / L | T / P | Profit | Balance |
1 | 2008.05.05 10:00 | buy | 1 | 1.30 | 162.89 | 161.90 | 164.14 | ||
2 | 2008.05.06 00:00 | swap close | 1 | 1.30 | 162.65 | 161.90 | 164.14 | -294.33 | 9705.67 |
3 | 2008.05.06 00:00 | swap open | 2 | 1.30 | 162.6382 | 161.90 | 164.14 | ||
4 | 2008.05.07 00:00 | swap close | 2 | 1.30 | 162.66 | 161.90 | 164.14 | 26.74 | 9732.41 |
5 | 2008.05.07 00:00 | swap open | 3 | 1.30 | 162.6482 | 161.90 | 164.14 | ||
6 | 2008.05.07 11:00 | modify | 3 | 1.30 | 162.6482 | 162.77 | 164.14 | ||
7 | 2008.05.07 12:00 | s/l | 3 | 1.30 | 162.77 | 162.77 | 164.14 | 149.37 | 9881.78 |
8 | 2008.05.08 03:00 | sell | 4 | 1.30 | 160.79 | 161.78 | 159.54 | ||
9 | 2008.05.08 04:00 | modify | 4 | 1.30 | 160.79 | 160.67 | 159.54 | ||
10 | 2008.05.08 09:00 | t/p | 4 | 1.30 | 159.54 | 160.67 | 159.54 | 1532.59 | 11414.37 |
11 | 2008.05.13 09:00 | buy | 5 | 1.40 | 161.25 | 160.26 | 162.50 | ||
12 | 2008.05.13 11:00 | s/l | 5 | 1.40 | 160.26 | 160.26 | 162.50 | -1307.55 | 10106.82 |
13 | 2008.05.20 21:00 | buy | 6 | 1.30 | 162.40 | 161.41 | 163.65 | ||
14 | 2008.05.21 00:00 | swap close | 6 | 1.30 | 162.21 | 161.41 | 163.65 | -233.02 | 9873.80 |
15 | 2008.05.21 00:00 | swap open | 7 | 1.30 | 162.1982 | 161.41 | 163.65 | ||
16 | 2008.05.21 11:00 | modify | 7 | 1.30 | 162.1982 | 162.32 | 163.65 | ||
17 | 2008.05.22 00:00 | swap close | 7 | 1.30 | 162.68 | 162.32 | 163.65 | 590.89 | 10464.69 |
18 | 2008.05.22 00:00 | swap open | 8 | 1.30 | 162.6446 | 162.32 | 163.65 | ||
19 | 2008.05.22 03:00 | s/l | 8 | 1.30 | 162.32 | 162.32 | 163.65 | -398.09 | 10066.60 |
20 | 2008.06.02 20:00 | sell | 9 | 1.30 | 162.17 | 163.16 | 160.92 | ||
21 | 2008.06.03 00:00 | swap close | 9 | 1.30 | 162.24 | 163.16 | 160.92 | -85.83 | 9980.77 |
22 | 2008.06.03 00:00 | swap open | 10 | 1.30 | 162.2205 | 163.16 | 160.92 | ||
23 | 2008.06.03 07:00 | modify | 10 | 1.30 | 162.2205 | 162.10 | 160.92 | ||
24 | 2008.06.03 08:00 | s/l | 10 | 1.30 | 162.10 | 162.10 | 160.92 | 147.74 | 10128.51 |
25 | 2008.06.05 22:00 | buy | 11 | 1.30 | 165.26 | 164.27 | 166.51 | ||
26 | 2008.06.06 00:00 | swap close | 11 | 1.30 | 165.06 | 164.27 | 166.51 | -245.28 | 9883.23 |
27 | 2008.06.06 00:00 | swap open | 12 | 1.30 | 165.0482 | 164.27 | 166.51 | ||
28 | 2008.06.06 03:00 | modify | 12 | 1.30 | 165.0482 | 165.17 | 166.51 | ||
29 | 2008.06.09 00:00 | swap close | 12 | 1.30 | 165.03 | 165.17 | 166.51 | -22.32 | 9860.91 |
30 | 2008.06.09 00:00 | swap open | 13 | 1.30 | 165.0182 | 165.17 | 166.51 | ||
31 | 2008.06.09 01:00 | s/l | 13 | 1.30 | 165.17 | 165.17 | 166.51 | 186.17 | 10047.08 |
32 | 2008.06.24 13:00 | buy | 14 | 1.30 | 168.00 | 167.01 | 169.25 | ||
33 | 2008.06.24 19:00 | modify | 14 | 1.30 | 168.00 | 168.12 | 169.25 | ||
34 | 2008.06.24 20:00 | s/l | 14 | 1.30 | 168.12 | 168.12 | 169.25 | 147.17 | 10194.25 |
35 | 2008.06.27 21:00 | sell | 15 | 1.30 | 167.59 | 168.58 | 166.34 | ||
36 | 2008.06.30 00:00 | swap close | 15 | 1.30 | 167.55 | 168.58 | 166.34 | 49.04 | 10243.29 |
37 | 2008.06.30 00:00 | swap open | 16 | 1.30 | 167.5305 | 168.58 | 166.34 | ||
38 | 2008.06.30 08:00 | modify | 16 | 1.30 | 167.5305 | 167.41 | 166.34 | ||
39 | 2008.06.30 10:00 | t/p | 16 | 1.30 | 166.34 | 167.41 | 166.34 | 1459.63 | 11702.92 |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/8239
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