ScalpBot

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anyone can try to improve this ScalpBot

another version using stochastic

Files:
scalpbot.mq4  3 kb
scalpbot_stochastic.mq4  4 kb
 
the indicator
Files:
rangerea.mq4  3 kb
 

Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom.

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ScalpBot
MetaQuotes-Demo (Build 218)

Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 5 Minutes (M5) 2008.02.27 19:35 - 2008.09.15 21:05 (2008.01.01 - 2008.09.16)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Scalp=20; StopLoss=75;
Bars in test 40359 Ticks modelled 1523087 Modelling quality 69.58%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 18886.37 Gross profit 18995.41 Gross loss -109.04
Profit factor 174.21 Expected payoff 572.31
Absolute drawdown 6067.70 Maximal drawdown 15362.42 (56.98%) Relative drawdown 63.39% (6807.70)
Total trades 33 Short positions (won %) 24 (95.83%) Long positions (won %) 9 (100.00%)
Profit trades (% of total) 32 (96.97%) Loss trades (% of total) 1 (3.03%)
Largest profit trade 1000.00 loss trade -109.04
Average profit trade 593.61 loss trade -109.04
Maximum consecutive wins (profit in money) 29 (16253.97) consecutive losses (loss in money) 1 (-109.04)
Maximal consecutive profit (count of wins) 16253.97 (29) consecutive loss (count of losses) -109.04 (1)
Average consecutive wins 16 consecutive losses 1

# Time Type Order Size Price S / L T / P Profit Balance
1 2008.02.28 08:23 buy 1 1.80 1.9795 0.0000 1.9815
2 2008.02.28 09:48 t/p 1 1.80 1.9815 0.0000 1.9815 360.00 10360.00
3 2008.02.28 12:37 buy 2 1.90 1.9797 0.0000 1.9817
4 2008.02.28 13:08 t/p 2 1.90 1.9817 0.0000 1.9817 380.00 10740.00
5 2008.03.24 20:05 sell 3 1.90 1.9846 0.0000 1.9826
6 2008.03.31 13:31 t/p 3 1.90 1.9826 0.0000 1.9826 132.62 10872.62
7 2008.04.02 22:13 sell 4 2.00 1.9888 0.0000 1.9868
8 2008.04.03 01:03 t/p 4 2.00 1.9868 0.0000 1.9868 288.40 11161.02
9 2008.04.03 05:09 sell 5 2.00 1.9862 0.0000 1.9842
10 2008.04.03 09:30 t/p 5 2.00 1.9842 0.0000 1.9842 400.00 11561.02
11 2008.04.03 19:21 sell 6 2.10 1.9959 0.0000 1.9939
12 2008.04.03 20:20 t/p 6 2.10 1.9939 0.0000 1.9939 420.00 11981.02
13 2008.04.03 22:20 sell 7 2.20 1.9949 0.0000 1.9929
14 2008.04.04 14:56 t/p 7 2.20 1.9929 0.0000 1.9929 399.08 12380.10
15 2008.04.04 16:03 sell 8 2.20 1.9966 0.0000 1.9946
16 2008.04.04 16:37 t/p 8 2.20 1.9946 0.0000 1.9946 440.00 12820.10
17 2008.04.04 19:00 sell 9 2.30 1.9933 0.0000 1.9913
18 2008.04.04 21:00 t/p 9 2.30 1.9913 0.0000 1.9913 460.00 13280.10
19 2008.04.04 22:00 sell 10 2.40 1.9928 0.0000 1.9908
20 2008.04.07 02:58 t/p 10 2.40 1.9908 0.0000 1.9908 435.36 13715.46
21 2008.04.08 02:12 sell 11 2.50 1.9918 0.0000 1.9898
22 2008.04.08 02:52 t/p 11 2.50 1.9898 0.0000 1.9898 500.00 14215.46
23 2008.04.29 10:00 buy 12 2.60 1.9849 0.0000 1.9869
24 2008.04.30 20:26 t/p 12 2.60 1.9869 0.0000 1.9869 552.50 14767.96
25 2008.05.02 01:27 buy 13 2.70 1.9775 0.0000 1.9795
26 2008.05.02 09:21 t/p 13 2.70 1.9795 0.0000 1.9795 540.00 15307.96
27 2008.05.02 18:00 buy 14 2.80 1.9757 0.0000 1.9777
28 2008.05.05 08:21 t/p 14 2.80 1.9777 0.0000 1.9777 595.00 15902.96
29 2008.05.28 06:01 buy 15 2.90 1.9751 0.0000 1.9771
30 2008.05.28 08:00 t/p 15 2.90 1.9771 0.0000 1.9771 580.00 16482.96
31 2008.05.29 10:14 buy 16 3.00 1.9707 0.0000 1.9727
32 2008.05.29 11:07 t/p 16 3.00 1.9727 0.0000 1.9727 600.00 17082.96
33 2008.05.29 15:06 buy 17 3.10 1.9761 0.0000 1.9781
34 2008.05.30 07:23 t/p 17 3.10 1.9781 0.0000 1.9781 658.75 17741.71
35 2008.06.05 23:06 sell 18 3.20 1.9588 0.0000 1.9568
36 2008.06.06 07:00 t/p 18 3.20 1.9568 0.0000 1.9568 580.48 18322.19
37 2008.06.06 15:00 sell 19 3.30 1.9610 0.0000 1.9590
38 2008.06.06 15:18 t/p 19 3.30 1.9590 0.0000 1.9590 660.00 18982.19
39 2008.06.06 15:18 sell 20 3.40 1.9587 0.0000 1.9567
40 2008.06.10 11:43 t/p 20 3.40 1.9567 0.0000 1.9567 553.52 19535.71
41 2008.06.11 16:00 sell 21 3.50 1.9638 0.0000 1.9618
42 2008.06.12 02:46 t/p 21 3.50 1.9618 0.0000 1.9618 504.70 20040.41
43 2008.06.24 00:50 buy 22 3.60 1.9646 0.0000 1.9666
44 2008.06.24 07:33 t/p 22 3.60 1.9666 0.0000 1.9666 720.00 20760.41
45 2008.07.09 22:11 sell 23 3.70 1.9821 0.0000 1.9801
46 2008.07.10 07:16 t/p 23 3.70 1.9801 0.0000 1.9801 533.54 21293.95
47 2008.07.10 08:03 sell 24 3.80 1.9801 0.0000 1.9781
48 2008.07.10 09:12 t/p 24 3.80 1.9781 0.0000 1.9781 760.00 22053.95
49 2008.07.11 02:06 sell 25 4.00 1.9781 0.0000 1.9761
50 2008.07.11 07:50 t/p 25 4.00 1.9761 0.0000 1.9761 800.00 22853.95
51 2008.07.11 09:20 sell 26 4.10 1.9788 0.0000 1.9768
52 2008.07.11 09:50 t/p 26 4.10 1.9768 0.0000 1.9768 820.00 23673.95
53 2008.07.11 22:26 sell 27 4.30 1.9882 0.0000 1.9862
54 2008.07.14 01:57 t/p 27 4.30 1.9862 0.0000 1.9862 780.02 24453.97
55 2008.07.14 04:38 sell 28 4.40 1.9849 0.0000 1.9829
56 2008.07.14 08:20 t/p 28 4.40 1.9829 0.0000 1.9829 880.00 25333.97
57 2008.07.14 09:01 sell 29 4.60 1.9844 0.0000 1.9824
58 2008.07.14 10:32 t/p 29 4.60 1.9824 0.0000 1.9824 920.00 26253.97
59 2008.07.14 11:03 sell 30 4.70 1.9851 0.0000 1.9831
60 2008.07.24 14:53 t/p 30 4.70 1.9831 0.0000 1.9831 -109.04 26144.93
61 2008.07.25 22:52 sell 31 4.70 1.9917 0.0000 1.9897
62 2008.07.28 00:20 t/p 31 4.70 1.9897 0.0000 1.9897 852.58 26997.51
63 2008.07.28 17:00 sell 32 4.90 1.9913 0.0000 1.9893
64 2008.07.29 12:22 t/p 32 4.90 1.9893 0.0000 1.9893 888.86 27886.37
65 2008.07.31 15:00 sell 33 5.00 1.9876 0.0000 1.9856
66 2008.07.31 16:18 t/p 33 5.00 1.9856 0.0000 1.9856 1000.00 28886.37
 
Kengen:

Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom.


can email me the source code at dyrws at yahoo dot com
 

I have some questions, wonder if anyone can clarify:


How does one related modelling quality of a EA vs its results when running live ?

Does it mean that 90% modelling quality means u will likely get the same result when running live?


Often than not, i get discouraged when the results is a big difference while running on different platforms.

It means that you are spending precious time to fine tune the codings, yet when u run it on live server, it is going in a different direction.

 

belgarion

1) You must back-test & optimise on the data of the account you are going to live-trade on, do not 'Download History' or use demo data to prepare for a live account, even of same broker

2) If you are running an EA that opens trades during a bar, there will be significant differences to the back testing as 'every tick mode' does not contain every tick,

see 'Strategy Tester: Modes of Modeling during Testing'

3) If your EA opens on first tick of a bar and you have the actual history data of the account you live trade on then back-test & optimise results are extremely virtually identical to the live trades you would have got

I back-test every EA every month to see same trades as made live

FWIW

-BB-

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