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- Published by:
- Vladimir Karputov
- Views:
- 3183
- Rating:
- Published:
- 2018.01.22 09:56
- Updated:
- 2018.06.27 12:30
-
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Author of the idea: Vladimir, mq5 code author: barabashkakvn.
The Expert Advisor generates a signal to open a position if the price has crossed iMA (Moving Average, MA) and (what's more important) the specified number of minutes has passed since the opening of the bar.
All Sell positions are closed before opening a Buy position, and all Buy positions are closed before opening Sell.
Results of tests in the "Every Tick" mode for multiple symbols:
| Symbol | Pass | Result | Profit | Expected Payoff | Profit Factor | Recovery Factor | Sharpe Ratio | Custom | Equity DD % | Trades |
|---|---|---|---|---|---|---|---|---|---|---|
| USDJPY | 1 | 127383,44 | 3789,75 | 18,76 | 1,26 | 0,76 | 0,10 | 0 | 82,80 | 202 |
| EURUSD | 7 | 67028,45 | 2663,10 | 11,84 | 1,16 | 0,48 | 0,08 | 0 | 84,70 | 225 |
| AUDCAD | 5 | 19623,87 | 1016,30 | 4,89 | 1,09 | 0,43 | 0,06 | 0 | 71,95 | 208 |
| EURAUD | 3 | -178181,47 | -2038,52 | -185,32 | 0,28 | -0,65 | -0,30 | 0 | 88,24 | 11 |
| USDCAD | 6 | -11734,63 | -2724,33 | -42,57 | 0,75 | -0,67 | -0,01 | 0 | 94,32 | 64 |
| CADJPY | 4 | -26012,44 | -2775,03 | -115,63 | 0,42 | -0,86 | -0,17 | 0 | 94,41 | 24 |
| AUDNZD | 2 | -8300,29 | -2791,89 | -39,88 | 0,49 | -0,78 | -0,16 | 0 | 94,50 | 70 |
| GBPUSD | 0 | 1,7977E+308 | -3287,60 | -30,16 | 0,81 | -0,42 | -0,04 | 0 | 104,17 | 109 |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/19512
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