Portfolio: PriceChannelExpert and others - page 10

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Sergey Golubev
Moderator
115604
Sergey Golubev  
Tamershahin:
Yes sorry H1 timeframe for all.

I attached PriceChannel and TradePower for testing. I use one copy of Metatrader for those two EAs (both in H1 timeframe). I did it already.

I understand this 3000-pips-total-leaders option as experimented one. We may test anything. Our task is to create the portfolios and I think the advertisement should be like this: set #1 did 100 pips for this month, set #2 did 240 pips for this month and so on.

I am in permanent backtesting process now.

Tamershahin
36
Tamershahin  

e-monday eurusd optimised

EURUSD M15

Backtesting Dates: 2004.06.16 - 2006.05.05

Modelling Quality: 90%

Lots Traded 0.1

Profit Trades 45.98%

Average Profit per 0.1 lots = 79.05

Average Loss per 0.1 lots = 33.67

Maximal Drawdown 9.6%

Number of Trades: 98

Profit Factor 2.25

Backtesting Dates: 2001.01.08 - 2006.05.05 (Not a mistake)

Modelling Quality: 90%

Lots Traded 0.1

Profit Trades 46.55%

Average Profit per 0.1 lots = 81.44

Average Loss per 0.1 lots = 36.27

Maximal Drawdown 14.9%

Number of Trades: 275

Profit Factor 1.96

Preset file and report attached

Tamershahin
36
Tamershahin  

E-MONDAY GBPUSD Optimised

GBPUSD M15

Backtesting Dates: 2001.01.08 - 2006.05.05 (yes over 5 years)

Modelling Quality: 90%

Lots Traded 0.1

Profit Trades 47.43%

Average Profit per 0.1 lots = 84.05

Average Loss per 0.1 lots = 43.63

Maximal Drawdown 14.9%

Number of Trades: 272

Profit Factor 1.74

Preset file and report attached

Sergey Golubev
Moderator
115604
Sergey Golubev  

So just to summarize everything.

Some suggestions about portfolio is on the following posts:

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

1. PriceChannelExpert_v4

1.1. D1 timeframe:

You may find everything here and here (EA, pre-set files and backtesting results).

GBPUSD (several pre-set files), AUDUSD, EURUSD, USDCAD, USDCHF, USDJPY.

1.2. H1 timeframe

Everything is on posts #5, 6 and 7.

GBPUSD, EURUSD, AUDUSD, USDCAD, EURGBP, EURCHF, EURJPY.

2. TradersPowerExpert_v1.

You may find everything here and here (EA, pre-set files and backtesting results).

2.1. H1 timeframe.

GBPUSD (two pre-set files).

USDCHF

USDJPY

EURUSD.

2.2. M15 timeframe.

GBPUSD (two pre-set files).

3. StepMAExpert_v1.45.

M30 timeframe.

GBPUSD (two pre-set files), USDCHF.

4. e-Friday.

M15 timeframe.

EURUSD, USDCHF

5. e-Monday.

M15 timeframe.

EURUSD, GBPUSD.

Sergey Golubev
Moderator
115604
Sergey Golubev  

SimpleDailyRangeBreakExpert_v1.2.1.

EURUSD.

H1 timeframe.

Preset file for EURUSD (attached).

no MM.

1 lot size.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Profit factor 1.53.

Total trades: 149.

EURUSD.

H1 timeframe.

The same preset file for EURUSD (attached).

no MM.

0.1 lot size.

Every tick, modeling quality 90%,

since 09/01/2001 till 11/11/2005,

Average Profit per 0.1 lots = 46.21

Average Loss per 0.1 lots = 38.79

Maximal Drawdown 7.5%

Profit factor 1.45.

Total trades: 490.

GBPUSD.

H1 timeframe.

Preset file for GBPUSD (attached).

0.1 lot size.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Average Profit per 0.1 lots = 37.42

Average Loss per 0.1 lots = 66.56

Maximal Drawdown 6.3%

Profit factor 1.40.

Total trades: 143.

USDCHF.

H1 timeframe.

Preset file for USDCHF (attached).

0.1 lot size.

Every tick, modeling quality 90%,

since 06/11/2004 till 26/04/2006,

Average Profit per 0.1 lots = 33.79

Average Loss per 0.1 lots = 34.69

Maximal Drawdown 5.1%

Profit factor 1.34.

Total trades: 157.

USDJPY.

H1 timeframe.

Preset file for USDJPY (attached).

0.1 lot size.

Every tick, modeling quality 90%,

since 06/10/2004 till 26/04/2006,

Average Profit per 0.1 lots = 39.85

Average Loss per 0.1 lots = 66.28

Maximal Drawdown 5.5%

Profit factor 1.60.

Total trades: 121.

Sergey Golubev
Moderator
115604
Sergey Golubev  

So finally:

Some suggestions about portfolio is on the following posts:

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

- https://www.mql5.com/en/forum/general

1. PriceChannelExpert_v4

1.1. D1 timeframe:

You may find everything here and here (EA, pre-set files and backtesting results).

GBPUSD (several pre-set files), AUDUSD, EURUSD, USDCAD, USDCHF, USDJPY.

1.2. H1 timeframe

Everything is on posts #5, 6 and 7.

GBPUSD, EURUSD, AUDUSD, USDCAD, EURGBP, EURCHF, EURJPY.

2. TradersPowerExpert_v1.2.

You may find everything here and here (EA, pre-set files and backtesting results).

Please note: pre-set files and backtesting results will be re-evaluated and changed for this 1.2 version.

2.1. H1 timeframe.

GBPUSD (two pre-set files).

USDCHF

USDJPY

EURUSD.

2.2. M15 timeframe.

GBPUSD (two pre-set files).

3. StepMAExpert_v1.45.

M30 timeframe.

GBPUSD (two pre-set files), USDCHF.

4. e-Friday.

New version of this EA trading together with other EAs and having the magic number.

M15 timeframe.

EURUSD, USDCHF

5. e-Monday.

M15 timeframe.

EURUSD, GBPUSD.

6. SimpleDailyRangeBreakExpert_v1.21.

H1 timeframe.

EURUSD, GBPUSD, USDCHF, USDJPY.

haubentaucher
228
haubentaucher  
newdigital:
So finally:

.....

(holla die waldfee!)congratulations! Nice work !!!!!!

Sergey Golubev
Moderator
115604
Sergey Golubev  

Igorad improved e-Friday to have Magic Number and to trade together with the other EAs (find attached).

So I corrected the post #97.

.

Files:
Sergey Golubev
Moderator
115604
Sergey Golubev  

I attached PriceChannelExpert_v4 and TradersPowerExpert_v1 (all the pair mentioned in some post above, H1 timaframe) during the weekend.

It is the statements for two days.

Something strange is going on with TradersPowerExpert_v1 (stop orders). Will see.

But PriceChannelExpert_v4 is trading. No bad.

Files:
Zassax
48
Zassax  

I attached Traders Power EA, for a day or two last week on IBFXm but it did not place any orders so I removed it.

Regards

Z

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