Discussion of article "Developing a cross-platform grid EA: testing a multi-currency EA"

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MetaQuotes
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MetaQuotes  

New article Developing a cross-platform grid EA: testing a multi-currency EA has been published:

Markets dropped down by more that 30% within one month. It seems to be the best time for testing grid- and martingale-based Expert Advisors. This article is an unplanned continuation of the series "Creating a Cross-Platform Grid EA". The current market provides an opportunity to arrange a stress rest for the grid EA. So, let's use this opportunity and test our Expert Advisor.

The results were very good. But how would the EA behave during the recent market drop?

This part concerns the main topic of our article. The next testing period is from 2016.01.01 to 2020.04.01.

Multi-currency EA testing results with the same settings, trading the fixed lot:

Balance graph when trading 11 instruments at once (fixed lot)

At first glance, the drop is almost imperceptible. Let us now take a look at testing results:

 Recovery Factor  Profit factor Net profit
 Max drawdown Trades
 13.91  2.54
 1 971
 141.69
 1 400

Now you see the difference. The recovery factor decreased by 7. The maximum drawdown increased by 1.5 times. Profit remained practically unchanged. We actually lost what we had earned from January till the end of February. This is more than a 30% drop.

Author: Roman Klymenko

tienvinh
20
tienvinh  
Can you send me a Preset to test, Cos this system is too complicate to set it up. TKS
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