Envelopes 3.01 - From Todd

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Forex-TSD Master
1440
Forex-TSD Master  

Modifications include:

1.) allow for trading on multiple pairs/charts in same account

2.) User Variable TimeBegin & TimeEnd for (re)placing stop orders

3.) User Variable TimeDelete for deleting unexecuted orders at end of trading day.

on 5m GBPUSD data from 8/30/04 & 1m GBPUSD data from 6/16/04 (IBFX bid based) and the parameter set* attached, backtest (for what it's worth) returned the following:

*(save the parameter set to "Presets" & "Tester" Folders, then load through "F7, Inputs" and

"Expert Properties" for Chart & StrategyTester respectively.)

Bars in test 80524

Ticks modelled 1598148

Modelling quality 90.00%

Initial deposit 2000.00

Total net profit 3267.13

Gross profit 12393.42

Gross loss -9126.30

Profit factor 1.36

Expected payoff 5.29

Absolute drawdown 214.47

Maximal drawdown (%) 1046.72 (25.7%)

Total trades 618

Short positions (won %) 308 (62.99%)

Long positions (won %) 310 (59.35%)

Profit trades (% of total) 378 (61.17%)

Loss trades (% of total) 240 (38.83%)

Largest

profit trade 55.17

loss trade -85.00

Average

profit trade 32.79

loss trade -38.03

Maximum

consecutive wins (profit in money) 27 (904.23)

consecutive losses (loss in money) 8 (-422.00)

Maximal

consecutive profit (count of wins) 904.23 (27)

consecutive loss (count of losses) -422.00 (8)

Average

consecutive wins 5

consecutive losses 3

Files:
e301.mq4 14 kb
fxid10t
146
fxid10t  

I noticed the parameter.set didn't get attached, so here's what to do...

in the code, modify

if(Hour()>TimeOpen... to... if(Hour()>=TimeOpen

(for each of the 6(six) OrderSend commands)

then in F7, inputs (or in StrategyTester, Expert Properties)...

TimeOpen=0

TimeEnd=2

TimeDelete=23

everything else, default...

vanman
5
vanman  

Is the data correct?

"If(Hour()>TimeOpen... to... if(Hour()>=TimeOpen

(for each of the 6(six) OrderSend commands)

then in F7, inputs (or in StrategyTester, Expert Properties)...

TimeOpen=0

TimeEnd=2

TimeDelete=23"

Eric
307
Eric  

Todd,

In your forward testing results that you posted to the Yahoo group, are you still using this (below) as the standard setting instead of 0, 18, 23?

Time Begin.....0

Time End.......2

Time Delete...23

Sergey Golubev
Moderator
110860
Sergey Golubev  

I found an other version of this EA. May be it is the same which was already posted here. I do not know. The author tested it with defauls settings, m5, 7 pairs and 0.1 lot having results.

Files:
e.3.01.mq4 14 kb
Forex-TSD Master
1440
Forex-TSD Master  

Modifications

Modifications uploaded today by Todd.

Files:
e.3.01.mq4 14 kb
Sergey Golubev
Moderator
110860
Sergey Golubev  

New Version of Envelope ... refined, edited, will trade multiple pairs/charts in same account w/o conflict, will sendmail() trade results to email/sms address when trade closed. (DeleteOrders==true) will delete all open StopOrders, default=false. Double (variable)TimeDelete incorporated into OrderExpiration(). Use 0.4 EnvDeviation GBPUSD & 0.57 EURUSD.

Files:
e.3.01_1.mq4 15 kb
Sergey Golubev
Moderator
110860
Sergey Golubev  

An other version was updated.

For setup see this thread

Files:
e.3.01_2.mq4 14 kb
fxid10t
146
fxid10t  

sorry for all the updates, when i see something in the code that can be improved or streamlined i do it, but i'm not sure if it warrants a version number change. i too am testing on ibfx demo, defaults USD majors, and when the account expires i'll change the version number so that everyone can be sure to have the latest mod...

thanks for you patience, gl/gt

BrunoFX
1177
BrunoFX  

THX for this work

Sergey Golubev
Moderator
110860
Sergey Golubev  

Latest Version.

It was some very small bug in magicnumber as I understand correctly.

So, this envelope EA is the latest for 3.01.

Files:
e.3.01_3.mq4 14 kb
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