Experts: Divergence Trader

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Divergence Trader:

Expert Advisor Divergence Trader.

Author: Collector

 
За какой период?
 

amazing

 

If I'm reading the code right, this isn't really a divergence trade as-is. BUT YOU CAN'T ARGUE WITH RESULTS!!

I took this and did some optimization. I'm working with a smaller account and a broker that does 5-digit pricing, but I'm getting 2.38 profit factor. I'm going to do a walk-forward test on my demo account, but this is really impressive!


Strategy Tester Report
Divergence Trader
InterbankFX-Demo Accounts (Build 223)

SymbolEURUSDm (Euro vs US Dollar)
Period5 Minutes (M5) 2009.04.17 00:00 - 2009.04.23 23:55 (2009.04.17 - 2009.04.24)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersLots=0.1; Slippage=2; Fast_Period=7; Fast_Price=1; Slow_Period=88; Slow_Price=1; DVBuySell=0.0011; DVStayOut=0.0079; ProfitMade=510; LossLimit=690; TrailStop=410; PLBreakEven=970; StartHour=0; StopHour=24; BasketProfit=75; BasketLoss=9999; FileData=false;

Bars in test1809Ticks modelled81509Modelling quality90.00%
Mismatched charts errors0




Initial deposit250.00



Total net profit918.17Gross profit1583.82Gross loss-665.65
Profit factor2.38Expected payoff1.11

Absolute drawdown18.95Maximal drawdown300.70 (23.74%)Relative drawdown37.08% (137.06)

Total trades827Short positions (won %)450 (84.44%)Long positions (won %)377 (79.58%)

Profit trades (% of total)680 (82.22%)Loss trades (% of total)147 (17.78%)
Largestprofit trade5.17loss trade-6.97
Averageprofit trade2.33loss trade-4.53
Maximumconsecutive wins (profit in money)163 (298.45)consecutive losses (loss in money)49 (-82.43)
Maximalconsecutive profit (count of wins)298.45 (163)consecutive loss (count of losses)-97.24 (14)
Averageconsecutive wins30consecutive losses6



 

attention!!! this e/a is being sold as a clickbank product under the title of pipsleader, the only difference is a recommendation to run it on a 1 hour frame, run divergance trader and pipsleader on a 5 minute frame and the results are identical, even the parameter box is the same. I hope they haven`t ripped you off too badly, you deserve all their clickbank profits for your work.

 
bagoomba:

If I'm reading the code right, this isn't really a divergence trade as-is. BUT YOU CAN'T ARGUE WITH RESULTS!!

I took this and did some optimization. I'm working with a smaller account and a broker that does 5-digit pricing, but I'm getting 2.38 profit factor. I'm going to do a walk-forward test on my demo account, but this is really impressive!


Strategy Tester Report


bagoomba, is it possible to run this on a $2800 mini acct with 1:200 leverage on a 5 min chart?

Thank you for your help. Is it possible to email me? If so, sanyhuis@hotmail.com

 
bagoomba:

If I'm reading the code right, this isn't really a divergence trade as-is. BUT YOU CAN'T ARGUE WITH RESULTS!!

I took this and did some optimization. I'm working with a smaller account and a broker that does 5-digit pricing, but I'm getting 2.38 profit factor. I'm going to do a walk-forward test on my demo account, but this is really impressive!

Strategy Tester Report

How did you run this optimization...with what settings?
 

This robot is very interesting...but I have a doubt about then function divergence().
What's meaning in the function

maF1 = iMA(Symbol(), 0, F_Period, 0, MODE_SMA, F_Price, mypos);
maS1 = iMA(Symbol(), 0, S_Period, 0, MODE_SMA, S_Price, mypos);
dv1 = (maF1 - maS1);

maF2 = iMA(Symbol(), 0, F_Period, 0, MODE_SMA, F_Price, mypos + 1);
maS2 = iMA(Symbol(), 0, S_Period, 0, MODE_SMA, S_Price, mypos + 1);
dv2 = ((maF1 - maS1) - (maF2 - maS2));
//----
return(dv1 - dv2);

this function always returns (maF2 - maS2). in fact dv1-dv2=(maF1 - maS1)-((maF1 - maS1) - (maF2 - maS2))=(maF2 - maS2)
If isn't an error, why calculate maF1 and maS1? In this way maF1 and maS1 never play a role in trading strategy.
..or I'm wrong?

Thanks

 
Carabobo:

This robot is very interesting...but I have a doubt about then function divergence().
What's meaning in the function

maF1 = iMA(Symbol(), 0, F_Period, 0, MODE_SMA, F_Price, mypos);
maS1 = iMA(Symbol(), 0, S_Period, 0, MODE_SMA, S_Price, mypos);
dv1 = (maF1 - maS1);

maF2 = iMA(Symbol(), 0, F_Period, 0, MODE_SMA, F_Price, mypos + 1);
maS2 = iMA(Symbol(), 0, S_Period, 0, MODE_SMA, S_Price, mypos + 1);
dv2 = ((maF1 - maS1) - (maF2 - maS2));
//----
return(dv1 - dv2);

this function always returns (maF2 - maS2). in fact dv1-dv2=(maF1 - maS1)-((maF1 - maS1) - (maF2 - maS2))=(maF2 - maS2)
If isn't an error, why calculate maF1 and maS1? In this way maF1 and maS1 never play a role in trading strategy.
..or I'm wrong?

Thanks

I think that's a mistake. the author maybe want to get a indicator like AO - REF(AO,1)
REF(indicator,N) means the indicdator in N days before
I test this EA in some markets in different frames,short always win,but long bring big loss
but the result is so exciting
maybe because it has a good exit module
 

Be very careful about this EA and test it on a demo account. In 2 days test on demo I had a big loss. EA only opened long positions!!!! Balance of account droped to half in only two day but interestingly strategy tester reports a tremendous raise in the same period!!!!!!!! I don't understand how he could trick strategy tester.

 
CyrusTheGreat:

Be very careful about this EA and test it on a demo account. In 2 days test on demo I had a big loss. EA only opened long positions!!!! Balance of account droped to half in only two day but interestingly strategy tester reports a tremendous raise in the same period!!!!!!!! I don't understand how he could trick strategy tester.


Any updates on this strategy? I am trying it right now on demo mode and it gives tremendeous results on Shorts. 260 pips so far today on 0.1 lots settings. it opens up to 12 transactions at once. I didnt study the code yet. i know that it is a good day for going short but still..
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