版本 230.720
2023.07.20
New variable in Risk:
* Trailing_Loss (%): Now you can set asymmetric trailing loss in %. This means you can start you trailing with a different parameter than the original stop loss;
* Active Trailing (%): Start trailing only when the price is % higher than position open price.
New optimization metrics:
* +Sharpe +Expected Payoff
* +Sharpe +Expected Payoff +Recovery Factor
Acceptance Criterias ( custom optimization ):
* Minimum count of trades (0 to skip)
* Minimum Net Profit (0 to skip)
* Minimum Payoff (0 to skip)
* Minimum Win Percent (0 skip)
* Max. Equity Drawdown % (0 to skip)
* Skip test if Trailing > Take Profit
* Skip test if Entry Hour > Exit Hour
* Skip test if M1_PERIOD >= MA2_PERIOD
* Skip test if MA2_PERIOD >= MA3_PERIOD
* Skip test if MA2_PERIOD >= MA3_PERIOD
版本 230.705
2023.07.05
New option in Trading session "Close all positions after X hours ( 0 - disable )". With this option you can exit after a certain number of hours in position to prevent outliers in Maximum Adverse Excursion (MAE) and Maximum Favorable Excursion (MFE). This strategy will help us and protect our investments and find reliable trading systems.
New custom optimization metric: +CAGR, +CAGR +R squared and R-squared
版本 230.524
2023.05.30
Adds the indicators into the chart window. Indicator and chart should be generated on the same symbol and time frame.
版本 230.518
2023.05.24
Money Management Types:
- Fixed volume
- Dynamic position size: (Equity * Entry_Amount) / Delta
Bettings options:
- Martingale
- Reverse Martingale
- Anti-Martingale
- Grand Martingale
- D'Alembert
- D'Alembert Reverse
Indicator now has multiple timeframes options as:
- CURRENT = PERIOD_CURRENT,
- M5 = PERIOD_M5,
- M15 = PERIOD_M15,
- M30 = PERIOD_M30,
- H1 = PERIOD_H1,
- H2 = PERIOD_H2,
- H3 = PERIOD_H3,
- H4 = PERIOD_H4,
- H6 = PERIOD_H6,
- H8 = PERIOD_H8,
- H12 = PERIOD_H12,
- D1 = PERIOD_D1
Acceptance Criteria
-Overall Drawdown %
版本 230.407
2023.04.07
Improved optimization metrics. All custom optimization metrics have been updated to find better trading efficiency and lower stagnation, MAE and MFE . Enjoy.
Metrics updated:
+Profit️
+Profit -DD
+Profit +Sharpe
+Profit +Sharpe -DD
+CAGR -DD
+Sharpe
+Expected Payoff
+Efficiency
+R squared (Pearson)
+R squared (Spearman)
