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2016.07.01 11:26
Experts

Pipso - expert for MetaTrader 4

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votes: 12
Pipso.mq4 (3.25 KB)view
extern int start=21;// operation start hour
extern int end=9;// operation end hour (added to start time)
extern int period=36; // period to plot the channel in bars
extern double SLpp=300; // stop loss as a percentage of the channel width

works with a spread of 3-4 points

Warning: Do not attempt to use on real account! :)

Strategy Tester Report
Pipso
MetaQuotes-Demo (Build 220)

SymbolEURGBP (Euro vs Great Britain Pound )
Period5 Minutes (M5) 2006.01.02 00:10 - 2009.02.06 13:20 (2006.01.01 - 2010.01.01)
ModelEvery tick (the most accurate mode based on the shortest available time frames)
Parametersstart=21; end=9; period=36; SLpp=300;

Bars in test222523Ticks modelled4418012Modelling quality90.00%
Mismatched chart errors0




Initial deposit10000.00



Net profit76680.42Gross profit154571.41Gross loss-77890.99
Profit factor1.98Expected payoff30.39

Absolute drawdown306.55Maximum drawdown4443.23 (5.18%)Relative drawdown5.22% (583.70)

Total trades2523Short positions (won %)1284 (78.35%)Long positions (won %)1239 (78.53%)

Profit trades (% of total)1979 (78.44%)Loss Trades (% of total)544 (21.56%)
Largestprofit trade933.20loss trade-2244.36
Averageprofit trade78.11loss trade-143.18
Maximumconsecutive wins (profit in money)68 (5453.46)consecutive losses (loss in money)9 (-131.98)
Maximalconsecutive profit (count of wins)5453.46 (68)consecutive loss (count)-2536.27 (2)
Averageconsecutive wins5consecutive losses1

Translated from Russian by MetaQuotes Software Corp.
Original code: https://www.mql5.com/ru/code/8696

Trading signals function. Based on the values of the CCI indicator. Trading signals function. Based on the values of the CCI indicator.

Trading signals function. Based on the values of the CCI indicator.

Volatility, aggressiveness and their normalization Volatility, aggressiveness and their normalization

Aggressiveness - the rate of price change. Volatility - the size of the channel

Live limit Live limit

When assigned to a hotkey, the script allows to almost instantly open limit orders with the specified risk level (in the deposit currency) and take profit (so-called braces).

Trailing Trailing

Trailing stop by balance