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- Views:
- 23934
- Rating:
- Published:
- 2016.07.01 11:45
-
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Expert Advisor based on the Sidus indicator.
Forward:
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2008.01.02 10:00 - 2009.02.15 23:59 (2008.01.01 - 2009.02.16) | ||||
Parameters | Lots=0.1; shif=1; | ||||
Bars in test | 7896 | Ticks modelled | 14788 | Modelling quality | n/a |
Mismatched chart errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Net profit | 414.37 | Gross profit | 2445.16 | Gross loss | -2030.79 |
Profit factor | 1.20 | Expected payoff | 9.64 | ||
Absolute drawdown | 540.03 | Maximum drawdown | 696.05 (6.26%) | Relative drawdown | 6.74% (683.82) |
Total trades | 43 | Short positions (won %) | 25 (80.00%) | Long positions (won %) | 18 (66.67%) |
Profit trades (% of total) | 32 (74.42%) | Loss Trades (% of total) | 11 (25.58%) | ||
Largest | profit trade | 80.36 | loss trade | -203.30 | |
Average | profit trade | 76.41 | loss trade | -184.62 | |
Maximum | consecutive wins (profit in money) | 12 (960.06) | consecutive losses (loss in money) | 3 (-608.91) | |
Maximal | consecutive profit (count of wins) | 960.06 (12) | consecutive loss (count) | -608.91 (3) | |
Average | consecutive wins | 5 | consecutive losses | 2 |
Optimization:
Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
Period | 1 Hour (H1) 2007.01.02 01:00 - 2007.12.28 23:59 (2007.01.01 - 2007.12.31) | ||||
Parameters | Lots=0.1; shif=1; | ||||
Bars in test | 7124 | Ticks modelled | 13245 | Modelling quality | n/a |
Mismatched chart errors | 0 | ||||
Initial deposit | 10000.00 | ||||
Net profit | 1257.69 | Gross profit | 1960.83 | Gross loss | -703.14 |
Profit factor | 2.79 | Expected payoff | 39.30 | ||
Absolute drawdown | 195.21 | Maximum drawdown | 294.44 (2.73%) | Relative drawdown | 2.73% (294.44) |
Total trades | 32 | Short positions (won %) | 12 (66.67%) | Long positions (won %) | 20 (95.00%) |
Profit trades (% of total) | 27 (84.38%) | Loss Trades (% of total) | 5 (15.63%) | ||
Largest | profit trade | 80.81 | loss trade | -205.10 | |
Average | profit trade | 72.62 | loss trade | -140.63 | |
Maximum | consecutive wins (profit in money) | 12 (958.83) | consecutive losses (loss in money) | 1 (-205.10) | |
Maximal | consecutive profit (count of wins) | 958.83 (12) | consecutive loss (count) | -205.10 (1) | |
Average | consecutive wins | 7 | consecutive losses | 1 |
Translated from Russian by MetaQuotes Ltd.
Original code: https://www.mql5.com/ru/code/8715

Visualizer indicator (what a terrible phrase to use!). Colors the chart bars according to the logic of determining the state of the fourth dimension of the Chaos Theory by B. Williams - Zone.

Modernization of the first version of the script with the ability to manage multiple indicators

Simply displays ticks on the price chart

Expansion and improvement of the script ver.2 and an example of accelerated processing of an indicator for use in conjunction with the script