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Ti è piaciuto lo script? Provalo nel Terminale MetaTrader 5
Visualizzazioni:
9728
Valutazioni:
(3)
Pubblicato:
2008.07.03 08:21
Aggiornato:
2014.04.21 14:52
Freelance MQL5 Hai bisogno di un robot o indicatore basato su questo codice? Ordinalo su Freelance Vai a Freelance

The EA was developed to test the strategy described at http://www.kroufr.ru/content/view/2989/124/ on order, I lay it out here, because it still remains unclaimed, the enters are organized under the strategy and exits - by the TakeProfit. During the development, I've added the autolot by Bookkeeper described on the forum.

Here are the results of the forward test, the optimization was performed for the period from the beginning of the year till 01,05,2008.

Strategy Tester Report
Momo_Trades_V3
Ukrsotsbank-MT4 (Build 216)

Symbol EURJPY (Euro vs Japanese Yen)
Period 1 Hour (H1) 2008.05.01 00:00 - 2008.07.01 23:59 (2008.05.01 - 2008.07.02)
Model By open price (only for EAs with explicit control of bar opening )
Parameters Lots=0.1; Risk=1; Sl=95; Tp=125; bu=12; magic=78977; PriseShift=4; AutoLot=true; CloseEndDay=false; BU=true; MaPeriod=24; MaShift=1; Fast=44; Slow=57; Signal=5; MacdShift=3;

Bars in test
2048 Ticks modelled 3094 Modelling quality
n/a
Mismatched charts errors 0




Initial deposit 10000.00



Total net profit 1702.92 Gross profit
4289.34 Gross loss -2586.42
Profit factor
1.66 Expected payoff
106.43

Absolute drawdown 929.85 Maximal drawdown 2261.95 (19.82%) Relative drawdown 19.82% (2261.95)

Total trades
16 Short positions (won %) 5 (80.00%) Long positions (won %) 11 (45.45%)

Profit trades (% of total) 9 (56.25%) Loss trades (% of total) 7 (43.75%)
Largest profit trade 1532.59 loss trade -1307.55
Average profit trade 476.59 loss trade -369.49
Maximum consecutive wins (profit in money) 4 (1842.01) consecutive losses (profit in money) 2 (-1540.57)
Maximal consecutive profit (count of wins) 1842.01 (4) consecutive loss (count of losses) -1540.57 (2)
Average consecutive wins 2 consecutive losses 2

Time Type Order Volume Price S / L T / P Profit Balance
1 2008.05.05 10:00 buy 1 1.30 162.89 161.90 164.14
2 2008.05.06 00:00 swap close 1 1.30 162.65 161.90 164.14 -294.33 9705.67
3 2008.05.06 00:00 swap open 2 1.30 162.6382 161.90 164.14
4 2008.05.07 00:00 swap close 2 1.30 162.66 161.90 164.14 26.74 9732.41
5 2008.05.07 00:00 swap open 3 1.30 162.6482 161.90 164.14
6 2008.05.07 11:00 modify 3 1.30 162.6482 162.77 164.14
7 2008.05.07 12:00 s/l 3 1.30 162.77 162.77 164.14 149.37 9881.78
8 2008.05.08 03:00 sell 4 1.30 160.79 161.78 159.54
9 2008.05.08 04:00 modify 4 1.30 160.79 160.67 159.54
10 2008.05.08 09:00 t/p 4 1.30 159.54 160.67 159.54 1532.59 11414.37
11 2008.05.13 09:00 buy 5 1.40 161.25 160.26 162.50
12 2008.05.13 11:00 s/l 5 1.40 160.26 160.26 162.50 -1307.55 10106.82
13 2008.05.20 21:00 buy 6 1.30 162.40 161.41 163.65
14 2008.05.21 00:00 swap close 6 1.30 162.21 161.41 163.65 -233.02 9873.80
15 2008.05.21 00:00 swap open 7 1.30 162.1982 161.41 163.65
16 2008.05.21 11:00 modify 7 1.30 162.1982 162.32 163.65
17 2008.05.22 00:00 swap close 7 1.30 162.68 162.32 163.65 590.89 10464.69
18 2008.05.22 00:00 swap open 8 1.30 162.6446 162.32 163.65
19 2008.05.22 03:00 s/l 8 1.30 162.32 162.32 163.65 -398.09 10066.60
20 2008.06.02 20:00 sell 9 1.30 162.17 163.16 160.92
21 2008.06.03 00:00 swap close 9 1.30 162.24 163.16 160.92 -85.83 9980.77
22 2008.06.03 00:00 swap open 10 1.30 162.2205 163.16 160.92
23 2008.06.03 07:00 modify 10 1.30 162.2205 162.10 160.92
24 2008.06.03 08:00 s/l 10 1.30 162.10 162.10 160.92 147.74 10128.51
25 2008.06.05 22:00 buy 11 1.30 165.26 164.27 166.51
26 2008.06.06 00:00 swap close 11 1.30 165.06 164.27 166.51 -245.28 9883.23
27 2008.06.06 00:00 swap open 12 1.30 165.0482 164.27 166.51
28 2008.06.06 03:00 modify 12 1.30 165.0482 165.17 166.51
29 2008.06.09 00:00 swap close 12 1.30 165.03 165.17 166.51 -22.32 9860.91
30 2008.06.09 00:00 swap open 13 1.30 165.0182 165.17 166.51
31 2008.06.09 01:00 s/l 13 1.30 165.17 165.17 166.51 186.17 10047.08
32 2008.06.24 13:00 buy 14 1.30 168.00 167.01 169.25
33 2008.06.24 19:00 modify 14 1.30 168.00 168.12 169.25
34 2008.06.24 20:00 s/l 14 1.30 168.12 168.12 169.25 147.17 10194.25
35 2008.06.27 21:00 sell 15 1.30 167.59 168.58 166.34
36 2008.06.30 00:00 swap close 15 1.30 167.55 168.58 166.34 49.04 10243.29
37 2008.06.30 00:00 swap open 16 1.30 167.5305 168.58 166.34
38 2008.06.30 08:00 modify 16 1.30 167.5305 167.41 166.34
39 2008.06.30 10:00 t/p 16 1.30 166.34 167.41 166.34 1459.63 11702.92

Tradotto dal russo da MetaQuotes Ltd.
Codice originale https://www.mql5.com/ru/code/8239

at PR+SQ-e at PR+SQ-e

The script draws on the chart the curve of the Polynomial regression with the channel of the mean square deviation.

Clock Clock

Displays the time of last quote coming for the current symbol in the HH:MM:SS format.

TimeOut TimeOut

The indicator displays the time between sending a quote by the broker and receiving it by you.

The amplitude of price movement statistics The amplitude of price movement statistics

The amplitude of price movement statistics in a text file. Quickly and comfortably.