Breaking through the morning flat - page 5

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Meat:
Lemyx:

Here are the results.

Optimisation was performed on the same period (01.02.2007 - 01.08.2007)

...
And what was the maximum drawdown on this optimization?

30-40%

It varies from result to result...

I also noticed a couple of mistakes... I'll fix them tomorrow. It's too late today...

 

Here are the test results of my EA on breaking through the morning flat on poundbucks. The results on other pairs are shitty...

The Expert Advisor does not use confirming signals on other currency pairs. Although, I have provided such a possibility, but I have not obtained anything good from it yet.

The main idea was to find the right flat. This is why trades are rare but with high probability of success.

Opening is performed using stop orders. Take is equal to 50 points. There are no fixed stops; trawl (fractal) is used.


FlatBreakOut
NWBroker-Server (Build 215)


Symbol GBPUSD (Great Britain Pound vs US Dollar)
Period 1 Minute (M1) 2007.01.02 08:00 - 2008.03.31 23:59 (2007.01.01 - 2008.04.01)
Model All ticks (most accurate method based on all smallest available timeframes)
Parameters StartTime1=9.5; MinBackTimeFind1=2.5; MaxBackTimeFind=25; SkipWeekend=false; FindAlways=true; Repeat=true; TimeCloseOnNews=0; SL1=0; TP1=50; MaxMinutesAfterStart=58; MaxPriceChannel=50; MaxTrendSpeed=0.8; MaxDeviationPercent=40; CheckingSymbol=""; breakrange=3; DeleteSecondOrder=false; DeleteOnNextSession=false; SL_NoLoss=30; TP_NoLoss=0; SL_Move=true; SL_Move_ProfitOnly=false; minSL=13; MinStopMinutes=15; SL_limit=0; TP_limit=0; MarketOrders=false; MA_period=0; Lot1=1; Lot2=1; LotOptimize1=0; LotOptimize2=0;
Bars in history 397945 Modelled ticks 2549187 Simulation quality 25.00%
Chart mismatch errors 0
Initial deposit 10000.00
Net profit 11347.70 Total profit 13977.70 Total loss -2630.00
Profitability 5.31 Expected payoff 141.85
Absolute drawdown 210.00 Maximum drawdown 900.00 (4.88%) Relative drawdown 7.03% (800.00)
Total trades 80 Short positions (% win) 37 (75.68%) Long positions (% win) 43 (76.74%)
Profitable trades (% of all) 61 (76.25%) Loss trades (% of all) 19 (23.75%)
Largest profitable trade 500.00 losing transaction -300.00
Average profitable deal 229.14 losing trade -138.42
Maximum number continuous wins (profit) 26 (5357.30) Continuous losses (loss) 4 (-590.00)
Maximum Continuous Profit (number of wins) 5357.30 (26) Continuous loss (number of losses) -590.00 (4)
Average continuous winnings 4 Continuous loss 1

 
KimIV:
That's the thing, Yura, there are a lot of false positives! Breakdowns occur on all analysed pairs, you enter, and the move goes back. In forex, you have to work with limits, i.e. for a bounce. I posted some research results in my forum, that disprove the stereotype of an inert market. That if the movement has started, it is more likely to continue. This may be true for some other markets, but in Forex the comeback is more frequent. I have statistically established this on 33 pairs studied.

Igor. Interested in statistical data (research). I'd be grateful if you could look here https://forum.mql4.com/ru/11661/page4

Maybe you have some experience in this direction.

 

Another breakdown in sync between the euro and the chif

 
Collected 30 pips on it with my hands and closed. Feels like it was a false one. At least the sloping support has not broken yet. But if it does, IMHO it will go down strongly.
 

Didn't break through...

How to make the Expert Advisor learn to distinguish a false breakout from a true one, something like

if(Nutr_chul) CloseAll;

 
I don't know, it works for me, but I can't program it, it's all just a feeling

 
Prival:
I don't know, it works for me, but I can't program it, it's all just a feeling

Here's an automation of the process! PLEASE DISPLAY VIDEO

http://forum.masterforex-v.org/index.php?act=ST&f=77&t=9387&st=15#--- post 25

 

Just looked at the first file... The drawdowns are of course decent... Stop-losses are not used at all, I take it?

 
YuraZ:
Prival:
I don't know, it works for me, but I can't program it, it all just feels right

Here's an automation of the process! PLEASE DISPLAY VIDEO

http://forum.masterforex-v.org/index.php?act=ST&f=77&t=9387&st=15#--- 25th post


Etot indikator vi predlagajete za dengi? Negumanno kakto...

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