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Publié:

2010.04.06 16:32

Mise à jour:

2014.04.21 14:54

mo_bidir_v0_1.mq4 (1.11 KB) afficher

Télécharger au format ZIP, Comment télécharger du code à partir de MetaEditor

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This EA comprises only 20 lines of code, and does all its trading in two lines! if there is a simpler EA out there I would love to see it!

The EA doesn't use any indicators. Instead, it simply and blindly opens two opposing positions at the beginning of the first new bar it comes across. It waits until both positions have closed by hitting their stop-losses or take-profit levels, and then opens the next pair of positions.

After optimisation manually select the best result where the stop-loss is lower than take-profit level, in which case each pair of trades will have one of the following outcomes.

Both positions win (hurrah!)
One wins and one loses (in which case the winner covers the losses of the loser)
Both lose (oh no!)

It is OK to optimise the EA using "Open prices only", because it only trades at the opening of a new bar.

In my experiments, EURGBP 5M provides the best results, although positive results are also available from EURUSD, GBPUSD, EURCHF and probably others.

Please feel free to improve the code to your heart's content!

Symbol		EURGBP (Euro vs Great Britain Pound )
Period		5 Minutes (M5) 2009.10.01 00:00 - 2010.01.31 23:55 (2009.10.01 - 2010.02.01)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		lots=1; stop_loss=76; take_profit=750;

Bars in test	25154	Ticks modelled	3758809	Modelling quality	90.00%
Mismatched charts errors	0

Initial deposit	10000.00
Total net profit	7842.50	Gross profit	27413.50	Gross loss	-19571.00
Profit factor	1.40	Expected payoff	76.89
Absolute drawdown	792.50	Maximal drawdown	3539.00 (23.17%)	Relative drawdown	23.17% (3539.00)

Total trades	102	Short positions (won %)	51 (56.86%)	Long positions (won %)	51 (19.61%)
		Profit trades (% of total)	39 (38.24%)	Loss trades (% of total)	63 (61.76%)
Largest		profit trade	727.00	loss trade	-750.00
Average		profit trade	702.91	loss trade	-310.65
Maximum		consecutive wins (profit in money)	1 (727.00)	consecutive losses (loss in money)	7 (-2543.50)
Maximal		consecutive profit (count of wins)	727.00 (1)	consecutive loss (count of losses)	-2543.50 (7)
Average		consecutive wins	1	consecutive losses	2

#	Time	Type	Order	Size	Price	S / L	T / P	Profit	Balance
1	2009.10.01 00:00	buy	1	1.00	0.91598	0.91522	0.92317
2	2009.10.01 00:00	sell	2	1.00	0.91567	0.92317	0.90848
3	2009.10.01 05:46	s/l	1	1.00	0.91522	0.91522	0.92317	-76.00	9924.00
4	2009.10.01 14:35	t/p	2	1.00	0.90848	0.92317	0.90848	719.00	10643.00
5	2009.10.01 14:40	buy	3	1.00	0.90956	0.90880	0.91675
6	2009.10.01 14:40	sell	4	1.00	0.90925	0.91675	0.90206
7	2009.10.02 10:38	s/l	4	1.00	0.91675	0.91675	0.90206	-749.00	9894.00
8	2009.10.02 10:38	t/p	3	1.00	0.91675	0.90880	0.91675	717.50	10611.50
9	2009.10.02 10:40	buy	5	1.00	0.91717	0.91641	0.92436
10	2009.10.02 10:40	sell	6	1.00	0.91686	0.92436	0.90967
11	2009.10.02 11:10	s/l	5	1.00	0.91641	0.91641	0.92436	-76.00	10535.50
12	2009.10.06 09:22	s/l	6	1.00	0.92436	0.92436	0.90967	-748.00	9787.50
13	2009.10.06 09:25	buy	7	1.00	0.92455	0.92379	0.93174
14	2009.10.06 09:25	sell	8	1.00	0.92424	0.93174	0.91705
15	2009.10.06 09:31	s/l	7	1.00	0.92379	0.92379	0.93174	-76.00	9711.50
16	2009.10.08 13:30	t/p	8	1.00	0.91705	0.93174	0.91705	723.00	10434.50
17	2009.10.08 13:35	buy	9	1.00	0.91703	0.91627	0.92422
18	2009.10.08 13:35	sell	10	1.00	0.91672	0.92422	0.90953
19	2009.10.09 09:30	s/l	10	1.00	0.92422	0.92422	0.90953	-749.00	9685.50
20	2009.10.09 09:41	t/p	9	1.00	0.92422	0.91627	0.92422	717.50	10403.00
21	2009.10.09 09:45	buy	11	1.00	0.92443	0.92367	0.93162
22	2009.10.09 09:45	sell	12	1.00	0.92412	0.93162	0.91693
23	2009.10.09 09:48	s/l	11	1.00	0.92367	0.92367	0.93162	-76.00	10327.00
24	2009.10.12 07:12	s/l	12	1.00	0.93162	0.93162	0.91693	-749.00	9578.00
25	2009.10.12 07:15	buy	13	1.00	0.93174	0.93098	0.93893
26	2009.10.12 07:15	sell	14	1.00	0.93143	0.93893	0.92424
27	2009.10.13 06:35	s/l	14	1.00	0.93893	0.93893	0.92424	-749.00	8829.00
28	2009.10.13 08:25	t/p	13	1.00	0.93893	0.93098	0.93893	717.50	9546.50
29	2009.10.13 08:30	buy	15	1.00	0.93908	0.93832	0.94627
30	2009.10.13 08:30	sell	16	1.00	0.93877	0.94627	0.93158
31	2009.10.13 09:39	s/l	15	1.00	0.93832	0.93832	0.94627	-76.00	9470.50
32	2009.10.14 06:21	t/p	16	1.00	0.93158	0.94627	0.93158	720.00	10190.50
33	2009.10.14 06:25	buy	17	1.00	0.93186	0.93110	0.93905
34	2009.10.14 06:25	sell	18	1.00	0.93155	0.93905	0.92436
35	2009.10.14 08:32	s/l	17	1.00	0.93110	0.93110	0.93905	-76.00	10114.50
36	2009.10.15 07:55	t/p	18	1.00	0.92436	0.93905	0.92436	722.00	10836.50
37	2009.10.15 08:00	buy	19	1.00	0.92423	0.92347	0.93142
38	2009.10.15 08:00	sell	20	1.00	0.92392	0.93142	0.91673
39	2009.10.15 08:04	s/l	19	1.00	0.92347	0.92347	0.93142	-76.00	10760.50
40	2009.10.15 11:05	t/p	20	1.00	0.91673	0.93142	0.91673	719.00	11479.50
41	2009.10.15 11:10	buy	21	1.00	0.91579	0.91503	0.92298
42	2009.10.15 11:10	sell	22	1.00	0.91548	0.92298	0.90829
43	2009.10.15 11:38	s/l	21	1.00	0.91503	0.91503	0.92298	-76.00	11403.50
44	2009.10.20 14:04	t/p	22	1.00	0.90829	0.92298	0.90829	722.00	12125.50
45	2009.10.20 14:05	buy	23	1.00	0.90799	0.90723	0.91518
46	2009.10.20 14:05	sell	24	1.00	0.90768	0.91518	0.90049
47	2009.10.20 14:06	s/l	23	1.00	0.90723	0.90723	0.91518	-76.00	12049.50
48	2009.10.21 11:43	t/p	24	1.00	0.90049	0.91518	0.90049	720.00	12769.50
49	2009.10.21 11:45	buy	25	1.00	0.90029	0.89953	0.90748
50	2009.10.21 11:45	sell	26	1.00	0.89998	0.90748	0.89279
51	2009.10.23 09:30	s/l	26	1.00	0.90748	0.90748	0.89279	-746.00	12023.50
52	2009.10.23 09:30	t/p	25	1.00	0.90748	0.89953	0.90748	713.00	12736.50
53	2009.10.23 09:35	buy	27	1.00	0.91004	0.90928	0.91723
54	2009.10.23 09:35	sell	28	1.00	0.90973	0.91723	0.90254
55	2009.10.23 10:38	s/l	28	1.00	0.91723	0.91723	0.90254	-750.00	11986.50
56	2009.10.23 10:39	t/p	27	1.00	0.91723	0.90928	0.91723	719.00	12705.50
57	2009.10.23 10:40	buy	29	1.00	0.91778	0.91702	0.92497
58	2009.10.23 10:40	sell	30	1.00	0.91747	0.92497	0.91028
59	2009.10.23 10:41	s/l	29	1.00	0.91702	0.91702	0.92497	-76.00	12629.50
60	2009.10.26 17:43	t/p	30	1.00	0.91028	0.92497	0.91028	720.00	13349.50
61	2009.10.26 17:45	buy	31	1.00	0.91028	0.90952	0.91747
62	2009.10.26 17:45	sell	32	1.00	0.90997	0.91747	0.90278
63	2009.10.26 17:47	s/l	31	1.00	0.90952	0.90952	0.91747	-76.00	13273.50
64	2009.10.28 13:51	t/p	32	1.00	0.90278	0.91747	0.90278	721.00	13994.50
65	2009.10.28 13:55	buy	33	1.00	0.90266	0.90190	0.90985
66	2009.10.28 13:55	sell	34	1.00	0.90235	0.90985	0.89516
67	2009.10.28 14:49	s/l	33	1.00	0.90190	0.90190	0.90985	-76.00	13918.50
68	2009.10.29 11:37	t/p	34	1.00	0.89516	0.90985	0.89516	722.00	14640.50
69	2009.10.29 11:40	buy	35	1.00	0.89459	0.89383	0.90178
70	2009.10.29 11:40	sell	36	1.00	0.89428	0.90178	0.88709
71	2009.10.29 11:42	s/l	35	1.00	0.89383	0.89383	0.90178	-76.00	14564.50
72	2009.11.02 08:08	s/l	36	1.00	0.90178	0.90178	0.88709	-748.00	13816.50
73	2009.11.02 08:10	buy	37	1.00	0.90189	0.90113	0.90908
74	2009.11.02 08:10	sell	38	1.00	0.90158	0.90908	0.89439
75	2009.11.02 08:21	s/l	37	1.00	0.90113	0.90113	0.90908	-76.00	13740.50
76	2009.11.03 15:33	t/p	38	1.00	0.89439	0.90908	0.89439	720.00	14460.50
77	2009.11.03 15:35	buy	39	1.00	0.89488	0.89412	0.90207
78	2009.11.03 15:35	sell	40	1.00	0.89457	0.90207	0.88738
79	2009.11.03 16:27	s/l	39	1.00	0.89412	0.89412	0.90207	-76.00	14384.50
80	2009.11.11 10:40	s/l	40	1.00	0.90207	0.90207	0.88738	-742.00	13642.50
81	2009.11.11 10:45	buy	41	1.00	0.90271	0.90195	0.90990
82	2009.11.11 10:45	sell	42	1.00	0.90240	0.90990	0.89521
83	2009.11.11 10:46	s/l	41	1.00	0.90195	0.90195	0.90990	-76.00	13566.50
84	2009.11.12 20:35	t/p	42	1.00	0.89521	0.90990	0.89521	722.00	14288.50
85	2009.11.12 20:40	buy	43	1.00	0.89521	0.89445	0.90240
86	2009.11.12 20:40	sell	44	1.00	0.89490	0.90240	0.88771
87	2009.11.12 21:23	s/l	43	1.00	0.89445	0.89445	0.90240	-76.00	14212.50
88	2009.11.16 17:23	t/p	44	1.00	0.88771	0.90240	0.88771	721.00	14933.50
89	2009.11.16 17:25	buy	45	1.00	0.88814	0.88738	0.89533
90	2009.11.16 17:25	sell	46	1.00	0.88783	0.89533	0.88064
91	2009.11.17 07:42	s/l	45	1.00	0.88738	0.88738	0.89533	-77.50	14856.00
92	2009.11.19 14:20	s/l	46	1.00	0.89533	0.89533	0.88064	-745.00	14111.00
93	2009.11.19 14:25	buy	47	1.00	0.89519	0.89443	0.90238
94	2009.11.19 14:25	sell	48	1.00	0.89488	0.90238	0.88769
95	2009.11.19 14:35	s/l	47	1.00	0.89443	0.89443	0.90238	-76.00	14035.00
96	2009.11.23 01:16	s/l	48	1.00	0.90238	0.90238	0.88769	-748.00	13287.00
97	2009.11.23 01:20	buy	49	1.00	0.90224	0.90148	0.90943
98	2009.11.23 01:20	sell	50	1.00	0.90193	0.90943	0.89474
99	2009.11.23 01:33	s/l	49	1.00	0.90148	0.90148	0.90943	-76.00	13211.00
100	2009.11.26 07:37	s/l	50	1.00	0.90943	0.90943	0.89474	-745.00	12466.00
101	2009.11.26 07:40	buy	51	1.00	0.90938	0.90862	0.91657
102	2009.11.26 07:40	sell	52	1.00	0.90907	0.91657	0.90188
103	2009.11.26 07:42	s/l	51	1.00	0.90862	0.90862	0.91657	-76.00	12390.00
104	2009.12.04 14:00	t/p	52	1.00	0.90188	0.91657	0.90188	727.00	13117.00
105	2009.12.04 14:05	buy	53	1.00	0.90186	0.90110	0.90905
106	2009.12.04 14:05	sell	54	1.00	0.90155	0.90905	0.89436
107	2009.12.04 14:17	s/l	53	1.00	0.90110	0.90110	0.90905	-76.00	13041.00
108	2009.12.08 10:00	s/l	54	1.00	0.90905	0.90905	0.89436	-748.00	12293.00
109	2009.12.08 10:05	buy	55	1.00	0.90896	0.90820	0.91615
110	2009.12.08 10:05	sell	56	1.00	0.90865	0.91615	0.90146
111	2009.12.08 10:35	s/l	55	1.00	0.90820	0.90820	0.91615	-76.00	12217.00
112	2009.12.09 13:03	t/p	56	1.00	0.90146	0.91615	0.90146	720.00	12937.00
113	2009.12.09 13:05	buy	57	1.00	0.90099	0.90023	0.90818
114	2009.12.09 13:05	sell	58	1.00	0.90068	0.90818	0.89349
115	2009.12.09 14:57	s/l	58	1.00	0.90818	0.90818	0.89349	-750.00	12187.00
116	2009.12.09 15:05	t/p	57	1.00	0.90818	0.90023	0.90818	719.00	12906.00
117	2009.12.09 15:10	buy	59	1.00	0.90822	0.90746	0.91541
118	2009.12.09 15:10	sell	60	1.00	0.90791	0.91541	0.90072
119	2009.12.09 16:39	s/l	59	1.00	0.90746	0.90746	0.91541	-76.00	12830.00
120	2009.12.11 15:19	t/p	60	1.00	0.90072	0.91541	0.90072	723.00	13553.00
121	2009.12.11 15:20	buy	61	1.00	0.90067	0.89991	0.90786
122	2009.12.11 15:20	sell	62	1.00	0.90036	0.90786	0.89317
123	2009.12.11 16:09	s/l	61	1.00	0.89991	0.89991	0.90786	-76.00	13477.00
124	2009.12.15 20:54	t/p	62	1.00	0.89317	0.90786	0.89317	721.00	14198.00
125	2009.12.15 20:55	buy	63	1.00	0.89321	0.89245	0.90040
126	2009.12.15 20:55	sell	64	1.00	0.89290	0.90040	0.88571
127	2009.12.16 10:02	s/l	63	1.00	0.89245	0.89245	0.90040	-77.50	14120.50
128	2009.12.17 04:32	t/p	64	1.00	0.88571	0.90040	0.88571	723.00	14843.50
129	2009.12.17 04:35	buy	65	1.00	0.88570	0.88494	0.89289
130	2009.12.17 04:35	sell	66	1.00	0.88539	0.89289	0.87820
131	2009.12.21 12:45	s/l	66	1.00	0.89289	0.89289	0.87820	-748.00	14095.50
132	2009.12.22 10:00	t/p	65	1.00	0.89289	0.88494	0.89289	714.50	14810.00
133	2009.12.22 10:05	buy	67	1.00	0.89387	0.89311	0.90106
134	2009.12.22 10:05	sell	68	1.00	0.89356	0.90106	0.88637
135	2009.12.22 11:12	s/l	67	1.00	0.89311	0.89311	0.90106	-76.00	14734.00
136	2009.12.24 10:30	s/l	68	1.00	0.90106	0.90106	0.88637	-746.00	13988.00
137	2009.12.24 10:35	buy	69	1.00	0.90060	0.89984	0.90779
138	2009.12.24 10:35	sell	70	1.00	0.90029	0.90779	0.89310
139	2009.12.24 10:44	s/l	69	1.00	0.89984	0.89984	0.90779	-76.00	13912.00
140	2009.12.30 15:53	t/p	70	1.00	0.89310	0.90779	0.89310	723.00	14635.00
141	2009.12.30 15:55	buy	71	1.00	0.89346	0.89270	0.90065
142	2009.12.30 15:55	sell	72	1.00	0.89315	0.90065	0.88596
143	2009.12.30 16:15	s/l	71	1.00	0.89270	0.89270	0.90065	-76.00	14559.00
144	2009.12.31 17:15	t/p	72	1.00	0.88596	0.90065	0.88596	722.00	15281.00
145	2009.12.31 17:20	buy	73	1.00	0.88625	0.88549	0.89344
146	2009.12.31 17:20	sell	74	1.00	0.88594	0.89344	0.87875
147	2010.01.04 15:27	s/l	74	1.00	0.89344	0.89344	0.87875	-748.00	14533.00
148	2010.01.04 15:33	t/p	73	1.00	0.89344	0.88549	0.89344	716.00	15249.00
149	2010.01.04 15:35	buy	75	1.00	0.89397	0.89321	0.90116
150	2010.01.04 15:35	sell	76	1.00	0.89366	0.90116	0.88647
151	2010.01.05 10:40	s/l	76	1.00	0.90116	0.90116	0.88647	-749.00	14500.00
152	2010.01.05 10:51	t/p	75	1.00	0.90116	0.89321	0.90116	717.50	15217.50
153	2010.01.05 10:55	buy	77	1.00	0.90101	0.90025	0.90820
154	2010.01.05 10:55	sell	78	1.00	0.90070	0.90820	0.89351
155	2010.01.05 11:27	s/l	77	1.00	0.90025	0.90025	0.90820	-76.00	15141.50
156	2010.01.06 08:28	t/p	78	1.00	0.89351	0.90820	0.89351	720.00	15861.50
157	2010.01.06 08:30	buy	79	1.00	0.89346	0.89270	0.90065
158	2010.01.06 08:30	sell	80	1.00	0.89315	0.90065	0.88596
159	2010.01.06 08:30	s/l	79	1.00	0.89270	0.89270	0.90065	-76.00	15785.50
160	2010.01.06 15:01	s/l	80	1.00	0.90065	0.90065	0.88596	-750.00	15035.50
161	2010.01.06 15:05	buy	81	1.00	0.90012	0.89936	0.90731
162	2010.01.06 15:05	sell	82	1.00	0.89981	0.90731	0.89262
163	2010.01.06 15:30	s/l	81	1.00	0.89936	0.89936	0.90731	-76.00	14959.50
164	2010.01.08 11:06	t/p	82	1.00	0.89262	0.90731	0.89262	723.00	15682.50
165	2010.01.08 11:10	buy	83	1.00	0.89280	0.89204	0.89999
166	2010.01.08 11:10	sell	84	1.00	0.89249	0.89999	0.88530
167	2010.01.08 18:13	s/l	84	1.00	0.89999	0.89999	0.88530	-750.00	14932.50
168	2010.01.08 18:15	t/p	83	1.00	0.89999	0.89204	0.89999	719.00	15651.50
169	2010.01.08 18:20	buy	85	1.00	0.90039	0.89963	0.90758
170	2010.01.08 18:20	sell	86	1.00	0.90008	0.90758	0.89289
171	2010.01.08 18:23	s/l	85	1.00	0.89963	0.89963	0.90758	-76.00	15575.50
172	2010.01.13 08:18	t/p	86	1.00	0.89289	0.90758	0.89289	722.00	16297.50
173	2010.01.13 08:20	buy	87	1.00	0.89292	0.89216	0.90011
174	2010.01.13 08:20	sell	88	1.00	0.89261	0.90011	0.88542
175	2010.01.13 09:32	s/l	87	1.00	0.89216	0.89216	0.90011	-76.00	16221.50
176	2010.01.15 02:20	t/p	88	1.00	0.88542	0.90011	0.88542	723.00	16944.50
177	2010.01.15 02:25	buy	89	1.00	0.88443	0.88367	0.89162
178	2010.01.15 02:25	sell	90	1.00	0.88412	0.89162	0.87693
179	2010.01.15 02:25	s/l	89	1.00	0.88367	0.88367	0.89162	-76.00	16868.50
180	2010.01.19 02:22	t/p	90	1.00	0.87693	0.89162	0.87693	721.00	17589.50
181	2010.01.19 02:25	buy	91	1.00	0.87710	0.87634	0.88429
182	2010.01.19 02:25	sell	92	1.00	0.87679	0.88429	0.86960
183	2010.01.19 07:01	s/l	91	1.00	0.87634	0.87634	0.88429	-76.00	17513.50
184	2010.01.20 11:56	t/p	92	1.00	0.86960	0.88429	0.86960	720.00	18233.50
185	2010.01.20 12:00	buy	93	1.00	0.86950	0.86874	0.87669
186	2010.01.20 12:00	sell	94	1.00	0.86919	0.87669	0.86200
187	2010.01.20 12:04	s/l	93	1.00	0.86874	0.86874	0.87669	-76.00	18157.50
188	2010.01.22 12:31	s/l	94	1.00	0.87669	0.87669	0.86200	-746.00	17411.50
189	2010.01.22 12:35	buy	95	1.00	0.87708	0.87632	0.88427
190	2010.01.22 12:35	sell	96	1.00	0.87677	0.88427	0.86958
191	2010.01.22 12:36	s/l	95	1.00	0.87632	0.87632	0.88427	-76.00	17335.50
192	2010.01.26 04:53	t/p	96	1.00	0.86958	0.88427	0.86958	721.00	18056.50
193	2010.01.26 04:55	buy	97	1.00	0.86959	0.86883	0.87678
194	2010.01.26 04:55	sell	98	1.00	0.86928	0.87678	0.86209
195	2010.01.26 05:16	s/l	97	1.00	0.86883	0.86883	0.87678	-76.00	17980.50
196	2010.01.28 10:24	t/p	98	1.00	0.86209	0.87678	0.86209	723.00	18703.50
197	2010.01.28 10:25	buy	99	1.00	0.86225	0.86149	0.86944
198	2010.01.28 10:25	sell	100	1.00	0.86194	0.86944	0.85475
199	2010.01.28 11:24	s/l	99	1.00	0.86149	0.86149	0.86944	-76.00	18627.50
200	2010.01.31 22:09	s/l	100	1.00	0.86944	0.86944	0.85475	-749.00	17878.50
201	2010.01.31 22:09	buy	101	1.00	0.86953	0.86877	0.87672
202	2010.01.31 22:09	sell	102	1.00	0.86922	0.87672	0.86203
203	2010.01.31 22:44	s/l	101	1.00	0.86877	0.86877	0.87672	-76.00	17802.50
204	2010.01.31 23:59	close at stop	102	1.00	0.86882	0.87672	0.86203	40.00	17842.50

$A measure of fractal self-similarity$ A measure of fractal self-similarity

This indicator measure the dispersion of the fractal dimension of various timeframes around the fractal dimension of a reference timeframe (which is the longer timeframe considered).

Indicator for evaluation of trading strategies

With this system you will be able to evaluate strategies in an objective way, to develop strategies and see immediate trading results after making changes, to test multi-currency strategies, etc. Sample trading indicator is also included.

Three Indians

Detection of a pattern "three Indians" on the basis of the ZigZag.

Simple Adviser EMA WMA RSI

Simple Expert Advisor. In this version RSI and Trailing Stop has been added.

Simplest Hedging EA ever - expert pour MetaTrader 4