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Dematus - expert pour MetaTrader 5
- Publié par:
- Vladimir Karputov
- Vues:
- 4416
- Note:
- Publié:
- 2018.08.23 14:11
- Mise à jour:
- 2018.08.23 14:14
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Author of the idea: Igor
MQL5 code author: barabashkakvn
How it works
If there is a position, and the price moved from the last position open price (stored in the m_last_deal_price_IN internal variable) for the specified Distance, while iDeMarker (DeMarker, DeM) indicator gives the permission, open a position having the volume of Coefficient Lots positions * volume of the last open position (stored in the internal m_lot variable). If there are currently no positions, we expect the permission from the indicator and open with the Lots volume.
Stop loss (the Stop Loss parameter) is 999 points by default so that it is almost never activated :), there is no take profit in the settings. If positions are present, a usual trailing can be applied to them (Trailing Stop and Trailing Step).
Trailing considering available funds is managed by Trailing Equity, Virtual Stop Equity and Trailing Start Equity variables.
Operation periodicity
When the last position is closed, position open price (the m_last_deal_price_IN internal variable) is set to zero, while the m_lot internal variable is reset to Lots. The Reset "last price IN" after deal OUT parameter is set to 'false' by default. If it is set to 'true', the m_last_deal_price_IN internal variable is set to zero AFTER EACH CLOSING.
Test by all symbols, M5, Reset "last price IN" after deal OUT = true, deposit: $10 000.
Symbol | Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades |
---|---|---|---|---|---|---|---|---|---|---|
EURJPY | 16 | 5359.37 | 11591.27 | 19.95 | 2.86 | 2.30 | 0.25 | 0 | 26.20 | 581 |
GBPJPY | 19 | 4646.45 | 13861.37 | 18.63 | 2.49 | 2.46 | 0.19 | 0 | 50.32 | 744 |
EURGBP | 13 | 3471.68 | 4345.42 | 19.84 | 2.69 | 1.18 | 0.24 | 0 | 35.49 | 219 |
GBPUSD | 1 | 3462.21 | 6094.22 | 19.35 | 2.70 | 0.64 | 0.22 | 0 | 93.60 | 315 |
EURCHF | 14 | 3397.28 | 4731.38 | 21.90 | 2.77 | 1.55 | 0.23 | 0 | 26.12 | 216 |
USDJPY | 6 | 3366.41 | 6796.61 | 19.64 | 2.42 | 1.18 | 0.20 | 0 | 49.57 | 346 |
AUDUSD | 5 | 3191.47 | 4478.81 | 15.13 | 2.39 | 2.06 | 0.22 | 0 | 17.13 | 296 |
AUDJPY | 9 | 3158.82 | 6267.01 | 16.45 | 2.44 | 1.81 | 0.19 | 0 | 23.53 | 381 |
CADCHF | 18 | 3152.07 | 4787.55 | 18.20 | 2.31 | 2.64 | 0.21 | 0 | 16.35 | 263 |
AUDCAD | 8 | 3135.81 | 3884.48 | 16.12 | 2.35 | 1.77 | 0.23 | 0 | 20.24 | 241 |
USDCHF | 3 | 2631.55 | 4095.64 | 24.97 | 2.47 | 1.76 | 0.19 | 0 | 20.49 | 164 |
GBPCHF | 15 | 2603.16 | 8667.11 | 18.68 | 2.12 | 2.29 | 0.14 | 0 | 27.43 | 464 |
EURUSD | 0 | 2359.22 | 7547.28 | 15.99 | 2.18 | 1.27 | 0.13 | 0 | 53.51 | 472 |
AUDNZD | 7 | 2357.53 | 5224.43 | 21.07 | 2.27 | 1.15 | 0.15 | 0 | 31.15 | 248 |
EURNZD | 17 | 2346.72 | 2709.60 | 17.48 | 2.48 | 0.34 | 0.18 | 0 | 77.72 | 155 |
EURAUD | 12 | -123.00 | -8886.16 | -132.63 | 0.13 | -0.89 | -0.11 | 0 | 91.20 | 67 |
EURCAD | 2 | -152.69 | -9161.93 | -169.67 | 0.11 | -0.94 | -0.18 | 0 | 92.72 | 54 |
AUDCHF | 11 | -183.87 | -8159.14 | -77.71 | 0.25 | -0.82 | -0.10 | 0 | 84.48 | 105 |
USDCAD | 4 | -306.15 | -7738.18 | -85.98 | 0.22 | -0.85 | -0.14 | 0 | 80.87 | 90 |
CHFJPY | 10 | -329.38 | -9040.32 | -1004.48 | 0.03 | -0.95 | -0.34 | 0 | 93.60 | 9 |
Test by all symbols, M5, Reset "last price IN" after deal OUT = false, deposit: $10 000.
Symbol | Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades |
---|---|---|---|---|---|---|---|---|---|---|
EURCAD | 6 | 3940.94 | 6567.92 | 20.09 | 2.98 | 1.55 | 0.24 | 0 | 36.82 | 327 |
GBPUSD | 2 | 3776.53 | 4118.16 | 36.44 | 6.98 | 0.51 | 0.27 | 0 | 79.28 | 113 |
EURGBP | 12 | 3183.71 | 1832.41 | 16.97 | 2.89 | 1.01 | 0.27 | 0 | 17.73 | 108 |
EURAUD | 14 | 3025.94 | 2353.52 | 18.39 | 2.96 | 0.67 | 0.24 | 0 | 29.85 | 128 |
GBPCHF | 18 | 2999.92 | 5402.31 | 18.96 | 2.65 | 1.45 | 0.19 | 0 | 27.42 | 285 |
EURUSD | 0 | 2807.59 | 4967.36 | 20.53 | 2.92 | 1.91 | 0.19 | 0 | 18.81 | 242 |
GBPJPY | 19 | 2545.40 | 2732.53 | 23.36 | 2.11 | 0.38 | 0.20 | 0 | 72.14 | 117 |
EURNZD | 16 | 2386.11 | 5171.48 | 12.80 | 2.55 | 1.24 | 0.16 | 0 | 33.85 | 404 |
AUDCHF | 11 | 2107.44 | 2625.39 | 23.44 | 2.52 | 0.44 | 0.17 | 0 | 49.82 | 112 |
CHFJPY | 10 | 2040.66 | 3317.82 | 15.29 | 1.89 | 1.07 | 0.15 | 0 | 23.16 | 217 |
AUDNZD | 7 | 1998.33 | 1427.61 | 10.50 | 2.13 | 0.29 | 0.17 | 0 | 44.93 | 136 |
AUDJPY | 9 | 1845.18 | 4669.09 | 18.10 | 2.14 | 0.74 | 0.13 | 0 | 48.68 | 258 |
AUDCAD | 8 | 1595.50 | 2455.04 | 23.16 | 1.90 | 0.57 | 0.13 | 0 | 39.79 | 106 |
AUDUSD | 5 | 1350.90 | 2973.30 | 17.19 | 1.89 | 0.69 | 0.10 | 0 | 37.89 | 173 |
EURJPY | 15 | -51.72 | -9502.56 | -141.83 | 0.16 | -0.91 | -0.10 | 0 | 95.59 | 67 |
EURCHF | 13 | -82.03 | -202.60 | -3.12 | 0.93 | -0.06 | -0.01 | 0 | 30.86 | 65 |
USDJPY | 4 | -170.41 | -1280.91 | -9.02 | 0.73 | -0.31 | -0.02 | 0 | 33.21 | 142 |
USDCAD | 3 | -479.67 | -7688.43 | -213.57 | 0.08 | -0.95 | -0.21 | 0 | 77.84 | 36 |
USDCHF | 1 | -558.02 | -8539.55 | -609.97 | 0.06 | -0.88 | -0.38 | 0 | 94.64 | 14 |
CADCHF | 17 | -641.47 | -8485.56 | -707.13 | 0.09 | -0.94 | -0.42 | 0 | 89.72 | 12 |
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/21639
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