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Publicado:

2016.07.01 11:26

Pipso.mq4 (3.25 KB) ver

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extern int start=21;// operation start hour
extern int end=9;// operation end hour (added to start time)
extern int period=36; // period to plot the channel in bars
extern double SLpp=300; // stop loss as a percentage of the channel width

works with a spread of 3-4 points

Warning: Do not attempt to use on real account! :)

Strategy Tester Report

Pipso

MetaQuotes-Demo (Build 220)

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 2006.01.02 00:10 - 2009.02.06 13:20 (2006.01.01 - 2010.01.01)
Model		Every tick (the most accurate mode based on the shortest available time frames)
Parameters		start=21; end=9; period=36; SLpp=300;

Bars in test	222523	Ticks modelled	4418012	Modelling quality	90.00%
Mismatched chart errors	0

Initial deposit	10000.00
Net profit	76680.42	Gross profit	154571.41	Gross loss	-77890.99
Profit factor	1.98	Expected payoff	30.39
Absolute drawdown	306.55	Maximum drawdown	4443.23 (5.18%)	Relative drawdown	5.22% (583.70)

Total trades	2523	Short positions (won %)	1284 (78.35%)	Long positions (won %)	1239 (78.53%)
		Profit trades (% of total)	1979 (78.44%)	Loss Trades (% of total)	544 (21.56%)
Largest		profit trade	933.20	loss trade	-2244.36
Average		profit trade	78.11	loss trade	-143.18
Maximum		consecutive wins (profit in money)	68 (5453.46)	consecutive losses (loss in money)	9 (-131.98)
Maximal		consecutive profit (count of wins)	5453.46 (68)	consecutive loss (count)	-2536.27 (2)
Average		consecutive wins	5	consecutive losses	1

Traducción del ruso realizada por MetaQuotes Ltd
Artículo original: https://www.mql5.com/ru/code/8696

Trading signals function. Based on the values of the CCI indicator.

Volatility, aggressiveness and their normalization

Aggressiveness - the rate of price change. Volatility - the size of the channel

Live limit

When assigned to a hotkey, the script allows to almost instantly open limit orders with the specified risk level (in the deposit currency) and take profit (so-called braces).

Trailing

Trailing stop by balance

Pipso - Asesor Experto para MetaTrader 4