Expert Advisors: The ytg_ADX_V1 Expert Advisor.

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The ytg_ADX_V1 Expert Advisor.:

It uses the values of ADX indicator for trading.

The Expert Advisor is designed to trade in MetaTrader 5 client terminal at any currency pairs and any timeframes.

The trading strategy is the following:

  • when trading it checks the values of the ADX indicator.
  • to open BUY position, the +DI line should cross the specified level from below to above;
  • to open SELL position, the -DI line should cross the specified level from above to below.

Author: Yuriy Tokman


ytg_ADX_V1

 

Are you trying to advertise?

The expert doesn't work.
Stake him! :D

 

Yeah, I got the same story, zero trades. Yes, and you can see that from the crin of the balance chart from the fourth MT is made.

And why there are no deals, just a bug in this code section, these conditions are simply not practically feasible.

 if(b_adxP[0+shift]>level_p && b_adxP[1+shift]<level_p)sig=+1;
 
 if(b_adxM[0+shift]>level_m && b_adxM[1+shift]<level_m)sig=-1;
 

In order for this robot to start trading it is necessary to set at least 15 for parameters

input int level_p = 5;
input int level_m = 5;

Then you get this graph. For the last year.

And it doesn't look at all like the one posted by the author.

 
Strategy Tester's Report
MetaQuotes-Demo (Build 328)

Settings
Expert Advisor: ytg_ADX
Symbol: EURUSD
Period: M15 (2010.01.01 - 2010.09.21)
Input parameters: TimeFrames=0

shift=0

adx_period=6

MAGIC=2899

Lots=1

SL=400

TP=1900

dev=30

level_p=11

level_m=9
Broker: Alpari
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100

Results
Bars: 17684 Tiki: 1039909
Net profit: 31 233.70 Total profit: 77 779.50 Total loss: -46 545.80
Profitability: 1.67 Expectation of winning: 202.82
Recovery Factor: 6.77 Sharpe Ratio: 0.19

Balance sheet drawdown:
Absolute balance sheet drawdown: 2 502.70 Maximum balance drawdown: 2 502.70 (24.76%) Relative balance drawdown: 24.76% (2 502.70)
Funds drawdown:
Absolute drawdown on funds: 2 635.70 Maximum drawdown on funds: 3 285.70 (29.52%) Relative drawdown on funds: 29.52% (3 285.70)

Total trades: 154 Short trades (% winning): 85 (30.59%) Long trades (% won): 69 (21.74%)
Total transactions: 308 Profitable transactions (% of all): 41 (26.62%) Loss transactions (% of all): 113 (73.38%)

Biggest profitable transaction: 1 900.00 Biggest losing trade: -422.00

Average profitable trade: 1 897.06 Average losing trade: -411.91

Maximum number of continuous wins (profit): 4 (7 579.00) Maximum number of continuous losses (loss): 9 (-3 732.90)

Maximum continuous profits (number of wins): 7 579.00 (4) Maximum continuous loss (number of losses): -3 732.90 (9)

Average continuous gain: 1 Average continuous loss: 4


Strategy Tester Report
MetaQuotes-Demo (Build 328)

Settings
Expert Advisor: ytg_ADX
Symbol: EURUSD
Period: M15 (2010.01.01 - 2010.09.21)
Input parameters: TimeFrames=0

shift=0

adx_period=6

MAGIC=2899

Lots=2

SL=400

TP=800

dev=30

level_p=12

level_m=8
Broker: Alpari
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100

Results
Bars: 17684 Tiki: 1039909
Net profit: 61 086.40 Total profit: 228 577.80 Total loss: -167 491.40
Profitability: 1.36 Expectation of winning: 176.55
Recovery Factor: 5.48 Sharpe Ratio: 0.17

Balance sheet drawdown:
Absolute balance sheet drawdown: 832.00 Maximum balance drawdown: 4 146.00 (21.16%) Relative balance drawdown: 21.16% (4 146.00)
Funds drawdown:
Absolute drawdown on funds: 896.00 Maximum drawdown on funds: 6 160.00 (13.66%) Relative drawdown on funds: 13.66% (6 160.00)

Total trades: 346 Short trades (% won): 209 (44.02%) Long trades (% won): 137 (37.23%)
Total transactions: 692 Profitable transactions (% of all): 143 (41.33%) Loss transactions (% of all): 203 (58.67%)

Biggest profitable transaction: 1 600.00 Biggest losing trade: -838.00

Average profitable trade: 1 598.45 Average losing trade: -825.08

Maximum number of continuous wins (profit): 5 (7 996.00) Maximum number of continuous losses (loss): 11 (-9 093.60)

Maximum continuous profits (number of wins): 7 996.00 (5) Maximum continuous loss (number of losses): -9 093.60 (11)

Average continuous gain: 2 Average continuous loss: 2


Files:
Tester.rar  67 kb
 

I have something wrong with your settings

.msdate { }.mspt { }body { margin: 1px; }

Strategy Tester Report
Alpari-Demo (Build 334)
Settings
Expert Advisor: ytg_ADX_V1
Symbol: EURUSD
Period: M15 (2010.01.01 - 2010.09.27)
Input parameters: Copyright=Yuriy Tokman
WRITE_TO_ORDER_EXPERTS=INDICATORS_SCRIPTS
e_mail=yuriytokman@gmail.com
Skype=yuriy.g.t
TimeFrames=0
shift=0
adx_period=6
MAGIC=2899
Lots=1
SL=400
TP=1900
dev=30
level_p=11
level_m=9
Broker: Alpari NZ Limited
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
Bars: 18011 Tiki: 11310508
Net profit: -1 023.70 Total profit: 64 592.00 Total loss: -65 615.70
Profitability: 0.98 Expectation of winning: -5.17
Recovery Factor: -0.07 Sharpe Ratio: 0.02
Balance sheet drawdown:
Absolute balance sheet drawdown: 4 611.00 Maximum balance drawdown: 15 550.10 (63.40%) Relative balance drawdown: 63.40% (15 550.10)
Funds drawdown:
Absolute drawdown on funds: 4 627.00 Maximum drawdown on funds: 15 731.80 (63.88%) Relative drawdown on funds: 63.88% (15 731.80)
Total trades: 198 Short trades (% winning): 76 (19.74%) Long trades (% won): 122 (15.57%)
Total transactions: 396 Profitable transactions (% of all): 34 (17.17%) Loss transactions (% of all): 164 (82.83%)
Biggest profitable transaction: 1 915.20 Biggest losing trade: -426.30
Average profitable trade: 1 899.76 Average losing trade: -400.10
Maximum number of continuous wins (profit): 4 (7 594.20) Maximum number of continuous losses (loss): 21 (-8 499.80)
Maximum continuous profits (number of wins): 7 594.20 (4) Maximum continuous loss (number of losses): -8 499.80 (21)
Average continuous gain: 1 Average continuous loss: 6

 

His terminal is prehistoric :D

328, I'm 338, that's the grail:D

 

On the terminal from MQ almost the same result. on what quotes he ran it is not clear at all.

.msdate { }.mspt { }body { margin: 1px; }

Strategy Tester Report
MetaQuotes-Demo (Build 338)
Settings
Expert Advisor: ytg_ADX_V1
Symbol: EURUSD
Period: M15 (2010.01.01 - 2010.09.27)
Input parameters: Copyright=Yuriy Tokman
WRITE_TO_ORDER_EXPERTS=INDICATORS_SCRIPTS
e_mail=yuriytokman@gmail.com
Skype=yuriy.g.t
TimeFrames=0
shift=0
adx_period=6
MAGIC=2899
Lots=1
SL=400
TP=1900
dev=30
level_p=11
level_m=9
Broker: MetaQuotes Software Corp.
Currency: USD
Initial Deposit: 10 000.00
Leverage: 1:100
Results
Bars: 18064 Tiki: 8658483
Net profit: 2 453.10 Total profit: 68 321.20 Total loss: -65 868.10
Profitability: 1.04 Expectation of winning: 12.58
Recovery Factor: 0.14 Sharpe Ratio: 0.05
Balance sheet drawdown:
Absolute balance sheet drawdown: 719.40 Maximum balance drawdown: 16 564.80 (60.52%) Relative balance drawdown: 60.52% (16 564.80)
Funds drawdown:
Absolute drawdown on funds: 750.40 Maximum drawdown on funds: 17 695.70 (63.01%) Relative drawdown on funds: 63.01% (17 695.70)
Total trades: 195 Short trades (% winning): 73 (21.92%) Long trades (% won): 122 (16.39%)
Total transactions: 390 Profitable transactions (% of all): 36 (18.46%) Loss transactions (% of all): 159 (81.54%)
Biggest profitable deal: 1 900.00 Biggest losing trade: -424.00
Average profitable trade: 1 897.81 Average losing trade: -414.26
Maximum number of continuous wins (profit): 4 (7 592.90) Maximum number of continuous losses (loss): 40 (-16 564.80)
Maximum continuous profits (number of wins): 7 592.90 (4) Maximum continuous loss (number of losses): -16 564.80 (40)
Average continuous gain: 1 Average continuous loss: 6

 
sergey1294:

I meant about the build)))
 
mrProF:
I meant the build))
I think the build has nothing to do with it, as the code is very simple. it's probably all in the history of quotes
 
sergey1294:
I don't think the build has anything to do with it, as the code is very simple. it's probably all in the history of quotes.
Is this the author's alpari real?
12
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