Experts: Moving Average

[MetaQuotes]

Moving Average:

The Expert Adviser Moving Average uses for trade signal generation one moving average.

Author: MetaQuotes Software Corp.

[[Deleted]]

excellent idea about money management

[[Deleted]]

hi !
let me try it !

[[Deleted]]

Umm, a modeling quality of 25% is a bit too low.

[[Deleted]]

What are the stoploss/trailing stops? I can't find them anywhwere. Or does this close by % loss alone?

I tested it w/ 400.00, and got stopped on one with -$3.10...which is nowhere near the 2% loss the thing is set at???

[Russell]

if(losses>1) lot=NormalizeDouble(lot-lot*losses/DecreaseFactor,1);

Function is incorrect i.m.o.

if(losses>1 && DecreaseFactor > losses) lot=NormalizeDouble(lot-lot*(losses/DecreaseFactor),1);

should work better.

[[Deleted]]

My test results:

Strategy Tester Report

Moving Average

FXDD-MT4 Live Server (Build 220)

Simbolo		EURUSD (Euro vs. United States Dollar)
Periodo		1 Ora (H1) 2007.07.02 01:00 - 2009.01.05 23:00 (2007.07.01 - 2009.01.06)
Modello		Ogni tick (il metodo precissimo sulla base di tutti gli intervalli di tempo minimi)
Parametri		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Barre sotto esame	10284	Ticks adoperati per il modello	3949236	Qualita' del modello	90.00%
Errori di grafici	16
Deposito iniziale	5000.00
Profitto totale netto	1306.60	Profitto lordo	6988.01	Perdita lorda	-5681.41
Fattore di profitto (profit factor)	1.23	Ricompensa attesa	3.19
Drawdown assoluto	259.11	Drawdown massimo	637.92 (9.26%)	Drawdown relativo	9.26% (637.92)
Operazioni totali	409	Posizioni al ribasso (vincite %)	229 (25.33%)	Posizioni al rialzo (vincite %)	180 (27.78%)
		Operazioni con profitto (% del totale)	108 (26.41%)	Operazioni in perdita (% del totale)	301 (73.59%)
Il piu' grande		operazione con profito	462.31	operazione in perdita	-109.70
Media		operazione con profito	64.70	operazione in perdita	-18.88
Massimo		vincite consecutive (profitto in denaro)	3 (11.96)	perdite consecutive (perdita in denaro)	20 (-140.16)
Massimale		profitto consecutivo (numero delle vincite)	462.31 (1)	perdita consecutiva (numero delle perdite)	-463.86 (11)
Media		vincite consecutive	1	perdite consecutive	3

[blackhawk]

Simple but useful money management.

One comment: HistoryTotal() is the old name of that function and has been replaced by OrdersHistoryTotal.

So, in the Moving average.mq4 code you need to replace this sentence:

int ClosedOrders=HistoryTotal();

with this one

int ClosedOrders=OrdersHistoryTotal();

[ghost_jc]

hi there,

is it possible to remove the auto-close features?

[EA]

see this scalping EA

[[Deleted]]

Symbol		EURUSDFXF (Euro vs US Dollar)
Period		1 Hour (H1) 2007.03.30 17:01 - 2011.09.30 00:59 (2007.03.01 - 2011.06.20)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		Lots=0.1; MaximumRisk=0.02; DecreaseFactor=3; MovingPeriod=12; MovingShift=6;
Bars in test	28117	Ticks modelled	34632921	Modelling quality	99.00%
Mismatched charts errors	0
Initial deposit	10000.00
Total net profit	2786.20	Gross profit	71494.00	Gross loss	-68707.80
Profit factor	1.04	Expected payoff	1.26
Absolute drawdown	600.60	Maximal drawdown	3375.60 (24.72%)	Relative drawdown	24.72% (3375.60)
Total trades	2205	Short positions (won %)	1102 (25.50%)	Long positions (won %)	1103 (28.92%)
		Profit trades (% of total)	600 (27.21%)	Loss trades (% of total)	1605 (72.79%)
Largest		profit trade	1155.60	loss trade	-1006.80
Average		profit trade	119.16	loss trade	-42.81
Maximum		consecutive wins (profit in money)	6 (353.40)	consecutive losses (loss in money)	18 (-650.40)
Maximal		consecutive profit (count of wins)	1170.00 (4)	consecutive loss (count of losses)	-1280.80 (9)
Average		consecutive wins	1	consecutive losses	4