Индикаторы: Прогнозирующий индикатор WmiFor 3.0 (ядро DTW) - страница 9

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Stanislav Korotky:
У меня работает вот этот слегка откорректированный вариант.

Оригинальный не работает. Пропатченный работает, спасибо!

 
[Deleted]:

Hello everyone!

Once again, I returned to studying this indicator. After some searching, I came to the conclusion that it behaves best of all on the USD-CAD pair at hours and 15 minutes.

To use it, you need an additional filter, which was "extracted" from a combination of mutual arrangement and several periods of a slightly modified version of the indicator

"http://codebase.mql4.com/ru/8257".

The point is that we managed to find certain areas using this filter, where the probability of forecasting is very high.

I am enclosing the result of testing the Expert Advisor.

A cunning martin is implemented in the EA (its parameters are "tied" to the forecast itself, that is, how, how much and where the robot decides to top up based on the forecast given by the indicator for the first deal), but in reality the "reserve parachute" was opened only several times, provided that the lot "floats" from 10% to 50% of the depot, the result is very good.

The first deal is a forecast, it is not trashed on purpose. The number of transactions completed under TP is very high.

Strategy Tester Report
WmiFor30_EA
AlpariUK-Demo-Pro (Build 432)

Symbol USDCAD (US Dollar vs Canadian Dollar)
Period 15 Minutes (M15) 2011.01.03 00:00 - 2012.08.27 23:45 (2011.01.01 - 2012.08.28)
Model Every tick (most accurate method based on all lowest available timeframes)
Options s11 = "------ Lot size control parameters --------"; Lot_Size = 0.1; MM = true; MMRisk = 0.1; s12 = "------ MM parameters --------"; Trail_SL_TP_percent = 10; Mnogitel = 2; StopLoss_Level = 10; Filtr = 35; MM_exit = 5; magic = 12345; Slipage = 2; s13 = "------ WmiFor Settings --------"; metod = 0; OffsetInBars = 1; PastInBars = 10; VarShiftInBars = 3; ForecastInBars = 3; MaxVarInPercents = 95; MaxAlts = 10;
Bars in history 26737 Ticks simulated 11806490 Modeling quality 90.00%
Chart mismatch errors 0
Initial deposit 5000.00
Net profit 195953.20 Total profit 281234.59 Total loss -85281.40
Profitability 3.30 Expected payoff 511.63
Absolute drawdown 587.11 Maximum drawdown 45487.68 (27.41%) Relative drawdown 81.24% (33157.01)
Total trades 383 Short Positions (Winning%) 322 (84.16%) Long positions (% won) 61 (85.25%)
Profitable trades (% of all) 323 (84.33%) Losing trades (% of all) 60 (15.67%)
The biggest profitable deal 10868.77 unprofitable deal -6893.79
Average profitable deal 870.70 unprofitable deal -1421.36
Maximum amount continuous wins (profit) 25 (2861.57) continuous losses (loss) 3 (-15310.14)
Maximum continuous profit (number of wins) 29703.50 (8) continuous loss (number of losses) -15310.14 (3)
Middle continuous gain 6 continuous losing one

xvitoldas : ok
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