Adaptive risk EA New comment [Deleted] 2009.11.09 18:49 This an EA that enters on bounces from pivot points witha tight railing stop and changes its position sizing according to the distribution of its losses. A penny for you thouhts. Here are results Strategy Tester ReportSamuelTraderICM-Demo (Build 225) SymbolUSDJPY (US Dollar vs Japanese Yen) Period1 Hour (H1) 1999.08.06 03:00 - 2005.11.23 23:00 (1999.01.01 - 2005.11.24) ModelEvery tick (the most precise method based on all available least timeframes) ParametersRiskLevel=2; TS=1; SL=5; IncPer=1.03; IncAmt=0.02; DecPer=0.99; DecAmt=0.0005; Bars in test33869Ticks modelled10406862Modelling quality89.73% Mismatched charts errors0 Initial deposit10000.00 Total net profit1561846.35Gross profit2514058.59Gross loss-952212.24 Profit factor2.64Expected payoff785.24 Absolute drawdown6060.86Maximal drawdown248958.48 (22.11%)Relative drawdown65.64% (7526.09) Total trades1989Short positions (won %)1011 (98.12%)Long positions (won %)978 (98.16%) Profit trades (% of total)1952 (98.14%)Loss trades (% of total)37 (1.86%) Largestprofit trade86623.22loss trade-237717.59 Averageprofit trade1287.94loss trade-25735.47 Maximumconsecutive wins (profit in money)219 (78910.92)consecutive losses (loss in money)2 (-228378.02) Maximalconsecutive profit (count of wins)561534.49 (127)consecutive loss (count of losses)-237717.59 (1) Averageconsecutive wins53consecutive losses1 What is the optimum depth of history for identifying a useful signal? fun with equity curves! Finally, my EA is working properly 90 % per month w/ med leverage ! Valera 2009.11.09 19:17 #1 So? Where is the code? [Deleted] 2009.11.10 11:52 #2 and the backtest record from mid 08 to date? New comment
This an EA that enters on bounces from pivot points witha tight railing stop and changes its position sizing according to the distribution of its losses. A penny for you thouhts.
Here are results