Flexible Grid EA v2

25 September 2018, 11:22
Dmitriy Sheykin
0
2 608

I am glad to present the update of the Flexible Grid EA to version 2. When testing the first version of the EA, it was noticed that the Buy and Sell work well separately on different EA settings. The new version has separate settings for Buy and Sell. Testing for history since 2012 has shown good stability of the EA, during the testing period the maximum drawdown did not exceed 500 $ (for some currency pairs $ 300-400). Testing and optimization was carried out for currency pairs EURUSD, GBPUSD, USDJPY, USDCHF, USDCAD, AUDUSD, NZDUSD. The test results are presented below (fixed lot 0.01):

SymbolPeriodTrades qtyProfitDrawDown
EURUSDH122744051,18317,11
GBPUSDH131945894,82502,80
USDJPYH136924868,34412,76
USDCHFH114064564,22463,30
USDCADH137954217,11369,42
AUDUSDH138893486,34313,49
NZDUSD H122561894,98275,09

All currency pairs together give a maximum drawdown of $ 700-800, i.e. a fairly good variant of diversification is obtained.

The minimum deposit for trading one currency pair is $ 1000, and if you trade all at once, then the deposit must be $ 2000-3000.

Now a little about the specifics of the adviser's work. Opening of positions by the adviser is made at the return crossing of levels RSI. Positions are opened once per hour (if the advisor works on TF H1).

If the position is open in the right direction, then it closes on the trailing stop. If the direction of the market does not coincide with the direction of the position, then the adviser begins to average the positions. When you open the averaging position, you can use a filter (moving average or Bollinger bands). A little more detailed description is on the adviser's page: https://www.mql5.com/en/market/product/31356.

In addition to the analysis of profit and drawdown, an analysis was made of how often the adviser is in this very drawdown (depending on the size). Below is a table that shows the statistics of "drawdowns" (the number of hours and the percentage of the total number of hours):

Min DDMax DDEURUSDGBPUSDUSDCADUSDCHFAUDUSDUSDJPYNZDUSDAll together
0505248(12,68%)4914(11,87%)15136(36,56%)11711(28,29%)16719(40,39%)7001(16,91%)5244(12,67%)24243(58,57%)
50100740(1,79%)325(0,79%)1206(2,91%)1415(3,42%)1463(3,53%)584(1,41%)294(0,71%)4752(11,48%)
100150275(0,66%)171(0,41%)503(1,22%)981(2,37%)587(1,42%)330(0,80%)126(0,30%)2796(6,75%)
150200121(0,29%)96(0,23%)309(0,75%)406(0,98%)318(0,77%)133(0,32%)46(0,11%)1677(4,05%)
20025059(0,14%)49(0,12%)155(0,37%)258(0,62%)156(0,38%)104(0,25%)15(0,04%)971(2,35%)
25030011(0,03%)19(0,05%)52(0,13%)128(0,31%)24(0,06%)45(0,11%)5(0,01%)541(1,31%)
300350
18(0,04%)11(0,03%)63(0,15%)
24(0,06%)
334(0,81%)
350400
6(0,01%)1(0,00%)13(0,03%)
3(0,01%)
158(0,38%)
400450


4(0,01%)


100(0,24%)
450500






41(0,10%)
500550






21(0,05%)
550600






9(0,02%)
600650






4(0,01%)
650700






2(0,00%)
700750






1(0,00%)

Below are graphs of testing on all currency pairs and attached set-files.

EURUSD

EURUSD

GBPUSD

GBPUSD

USDCAD

USDCAD

USDCHF

USDCHF

AUDUSD

USDJPY

USDJPY

NZDUSD

NZDUSD

And all together

All


Share it with friends: