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2016.07.01 11:26
Pipso

Pipso - expert for MetaTrader 4

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votes: 7
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

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