Experts: Lego EA - page 2

[Pavlo Buglak]

Thank you!

I downloaded the Expert Advisor.

I will report on the results after the testing is completed.

[Pavlo Buglak]

Best option for trading:

Settings:

- use AO to open

- use AO to close

Lot: 0.01

Testing period: 01.01.1988 - 02.11.2018

Chart:

Strategy Tester Report
FBS-Real (Build 1932)
Settings
Expert Advisor:			Lego EA_version_1.0001_4HOURS
Symbol:			EURUSD
Period:			H4 (1988.01.01 - 2018.11.02)
Parameters:			InpLots=0.01
			InpStopLoss=0
			InpTakeProfit=0
			InpLotMultiply=2
			InpOpenCCI=false
			InpCloseCCI=false
			Inp_CCI_ma_period=14
			Inp_CCI_applied_price=6
			InpOpenMA=true
			InpCloseMA=true
			Inp_MA1_ma_period=14
			Inp_MA2_ma_period=67
			Inp_MA_ma_shift=1
			Inp_MA_ma_method=0
			Inp_MA_applied_price=1
			InpOpenSTO=false
			InpCloseSTO=false
			Inp_STO_Kperiod=5
			Inp_STO_Dperiod=3
			Inp_STO_slowing=3
			Inp_STO_ma_method=0
			Inp_STO_price_field=0
			Inp_STO_Level_Up=30
			Inp_STO_Level_Down=70
			InpOpenAC=false
			InpCloseAC=false
			InpOpenDeM=false
			InpCloseDeM=false
			Inp_DeM_ma_period=14
			Inp_Dem_Level_Up=0.7
			Inp_Dem_Level_Down=0.3
			InpOpenAO=true
			InpCloseAO=true
			m_magic=10224936
Broker:			FBS Inc.
Currency:			USD
Initial Deposit:			10 000.00
Leverage:			1:100
Results
Story Quality:			16%
Bars:			33731	Tiki:			243688846	Characters:			1
Net profit:			51 664.29	Absolute balance drawdown:			277.85	Absolute drawdown on funds:			302.61
Total profit:			78 456.61	Maximum drawdown on balance:			4 684.02 (13.14%)	Maximum drawdown on funds:			13 478.63 (32.69%)
Total loss:			-26 792.32	Relative drawdown on balance sheet:			13.14% (4 684.02)	Relative drawdown on funds:			32.69% (13 478.63)
Profitability:			2.93	Expectation of winning:			102.51	Margin Level:			426.71%
Recovery factor:			3.83	Sharpe Ratio:			0.10	Z-Score:			2.66 (99.22%)
AHPR:			1.0044 (0.44%)	LR Correlation:			0.97	OnTester Result:			0
GHPR:			1.0036 (0.36%)	LR Standard Error:			3 557.95
Total trades:			504	Short trades (% won):			251 (37.85%)	Long trades (% won):			253 (33.99%)
Total trades:			1008	Profitable trades (% of all):			181 (35.91%)	Loss trades (% of all):			323 (64.09%)
				Biggest profitable trades:			13 377.30	Biggest losing trade:			-2 483.57
				Average profitable trade:			433.46	Average losing trade:			-82.95
				Maximum number of continuous wins (profit):			4 (68.73)	Maximum number of continuous losses (loss):			9 (-4 413.03)
				Max. continuous profits (number of wins):			13 377.30 (1)	Max. continuous loss (number of losses):			-4 413.03 (9)
				Average continuous gain:			1	Average continuous loss:			2

[Pavlo Buglak]

The EA works incorrectly in Stochastic mode.

According to the theory, a position should be opened when lines are crossed, i.e. a new position should be opened/closed with each zigzag of the Stochastic indicator.

But in fact, the EA opens a position and holds it for a long time.

In general, I understand some problem with closing positions.

Here is the chart:

[Pavlo Buglak]

One more point.

When testing, after a certain number of trades (profit or loss) the EA stops working, and the chart is still in the tester (without trades).

[Vladimir Karputov]

Pavlo Buglak:

In Stochastic mode the Expert Advisor does not work correctly.

According to the theory, a position should be opened when lines are crossed, i.e. a new position should be opened/closed with each zigzag of the Stochastic indicator.

But in fact the Expert Advisor opens a position and holds it for a long time.

In general, I understand that there is some problem with closing positions.

Here's the chart:

It works with STO. To make a statement about the algorithm, first look at the code.

If you have any questions, please provide: screenshot from the tester (tab "Settings") and *.set file of EA settings (in the tester in the tab "Parameters" right click - Save...).

[Pavlo Buglak]

I am not a programmer, but a trader, so looking into the code in this case will not give anything.

By the way, in version 1.0001 when selecting the AO indicator the balance drops to zero (and in the previous version of the Expert Advisor the balance when selecting the AO indicator increased to 60 000).

Here is the chart:

And here are the settings:

Do you have the same result?

Maybe it makes sense to return to the previous version of the Expert Advisor?

[Vladimir Karputov]

Pavlo Buglak:

Please do as I ask:

Forum on trading, automated trading systems and testing trading strategies

Expert Advisors: Lego EA

Vladimir Karputov, 2018.11.06 20:22

***

If there are any questions, please provide: screenshot from the tester (tab "Settings") and *.set file of EA settings (in the tester in the tab "Parameters" right click - Save...).

[Pavlo Buglak]

That's it, managed to get 60,000 on the chart again for EURUSD, 4 HOURS.

I used version 1.0001, so I don't need to return anything.

[Pavlo Buglak]

Regarding Stochastic - I narrowed the upper/lower boundaries in which the indicator fluctuates from 30-70 to 40-60 and now you can see that it is working fine.

[Pavlo Buglak]

If you set a 5 minute period for a 1 year interval, the tester stops trading very quickly, the balance is far from zero, and the chart goes without trades.