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2008.12.01 07:09
Experts

RSI_Test - expert for MetaTrader 4

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\MQL4\Include\
RSI_Test.mq4 (9.29 KB)view

The standard RSI is added. If the value of the indicator is less than BuyOp and the current value of the indicator is greater than the previous one then we buy. If the value of the indicator is greater than SellOp and the current value is less than the previous one then we sell. Test is the period of the RSI. Trailing Stop that is used here was taken either from this forum or from the Alpari forum (I don't remember exactly). The auto-optimizer is added from the article: Automated Optimization of a Trading Robot in Real Trading.

The parameters for the optimization are: BuyOp, SellOp,Test.

The chart is only for one day because the parameters are optimized everyday.

It behaves very good on the M1. The best values are on EURJPY.

Strategy Tester Report
RSI_Test
Alpari-Classic (Build 218)

Symbol EURJPY (Euro vs Japanese Yen)
Period 1 Minute (M1) 2008.10.17 00:00 - 2008.10.17 22:59 (2008.10.17 - 2008.10.20)
Model Every tick (the most precise method based on all available least timeframes)
Parameters TakeProfit=50; Lots=0.1; RiskPercentage=10; TrailingStop=50; MaxOrders=1; BuyOp=29; SellOp=74; magicnumber=777; Test=11; SetHour=0; SetMinute=10;

Bars in test
2380 Ticks modelled
33018 Modelling quality
25.00%
Missmatched charts errors 0




Initial deposit
400.00



Total net profit
254.46 Gross profit
254.46 Gross loss
0.00
Profit factor

Expected payoff 50.89

Absolute drawdown
39.31 Maximum drawdown
87.46 (17.25%) Relative drawdown
17.25% (87.46)

Total trades
5 Short positions (% won) 3 (100.00%) Long positions (% won) 2 (100.00%)

Profit trades (% of total) 5 (100.00%) Loss trades (% of total) 0 (0.00%)
Largest profit trade 52.07 loss trade 0.00
Average profit trade 50.89 loss trade 0.00
Maximum consecutive wins (profit in money) 5 (254.46) consecutive losses (loss in money) 0 (0.00)
Maximum consecutive profit (count of wins) 254.46 (5) consecutive loss (count of losses) 0.00 (0)
Average consecutive wins 5 consecutive losses 0
Time Type Order Volume Price S / L T / P Profit Balance
1 2008.10.17 00:32 buy 1 0.10 136.65 0.00 0.00
2 2008.10.17 02:11 modify 1 0.10 136.65 137.15 0.00
3 2008.10.17 02:24 s/l 1 0.10 137.15 137.15 0.00 49.13 449.13
4 2008.10.17 06:34 sell 2 0.10 137.07 0.00 0.00
5 2008.10.17 09:02 modify 2 0.10 137.07 136.54 0.00
6 2008.10.17 09:03 s/l 2 0.10 136.54 136.54 0.00 52.07 501.20
7 2008.10.17 11:18 buy 3 0.10 135.63 0.00 0.00
8 2008.10.17 15:59 modify 3 0.10 135.63 136.13 0.00
9 2008.10.17 16:02 s/l 3 0.10 136.13 136.13 0.00 49.13 550.33
10 2008.10.17 17:07 sell 4 0.10 136.74 0.00 0.00
11 2008.10.17 17:38 modify 4 0.10 136.74 136.21 0.00
12 2008.10.17 17:38 s/l 4 0.10 136.21 136.21 0.00 52.06 602.39
13 2008.10.17 19:26 sell 5 0.10 137.03 0.00 0.00
14 2008.10.17 20:24 modify 5 0.10 137.03 136.50 0.00
15 2008.10.17 20:24 s/l 5 0.10 136.50 136.50 0.00 52.07 654.46

It doesn't take part in the Championship because of the auto-optimization (it can be used under the Championship, and the code is not mine as well), and the idea came to me after the beginning of the Championship.

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8513

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