EA N7S_AO_772012
Trojan(resident of Troy) ?
There are 6 set files in the archive for easy optimization.
The first three steps are optimized on one time interval ( I use four weeks 1-4 ) The remaining three can be on the same time interval, as well as on any reasonable other ( I experimented on 4-5 weeks ). The next week and even two weeks after optimised exercises. The results are satisfactory.
A less detailed description is available here https://www.mql5.com/ru/code/8635.
There is potential for development. Feel free to experiment!
With these settings after optimization the Expert Advisor is on demo .
And this is in the tester for a fortnight:
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2008.12.29 00:00 - 2009.01.08 20:15 (2008.12.29 - 2009.01.10) | ||||
| Model | All ticks (most accurate method based on all smallest available timeframes) | ||||
| Parameters | Trd_Up_X=true; slx=50; px=4; x1=79; x2=89; x3=69; x4=16; Trd_Dn_Y=true; sly=60; py=16; y1=19; y2=83; y3=37; y4=1; Text0="BTS F=1"; F=1; pz=32; z1=47; z2=49; z3=23; z4=2; Text1="BTS"; G=4; Text2="XXXXXXXXXXXXX"; slX=80; pX=20; X1=21; X2=55; X3=77; X4=0; Text3="YYYYYYYYYYY"; slY=40; pY=3; Y1=0; Y2=87; Y3=64; Y4=37; Text4="ZZZZZZZZZZZZ"; pZ=18; Z1=7; Z2=88; Z3=23; Z4=74; | ||||
| Bars in history | 3054 | Modelled ticks | 93893 | Modeling quality | 90.00% |
| Plot mismatch errors | 5 | ||||
| Initial deposit | 2000.00 | ||||
| Net profit | 1327.45 | Total profit | 1379.45 | Total loss | -52.00 |
| Profitability | 26.53 | Expected payoff | 82.97 | ||
| Absolute drawdown | 3.00 | Maximum drawdown | 188.00 (5.56%) | Relative drawdown | 5.59% (153.80) |
| Total trades | 16 | Short positions (% win) | 7 (100.00%) | Long positions (% win) | 9 (88.89%) |
| Profitable trades (% of all) | 15 (93.75%) | Loss trades (% of all) | 1 (6.25%) | ||
| Largest | profitable trade | 252.00 | losing transaction | -52.00 | |
| Average | profitable deal | 91.96 | losing trade | -52.00 | |
| Maximum number | continuous wins (profit) | 14 (1367.45) | Continuous losses (loss) | 1 (-52.00) | |
| Maximum | continuous profits (number of wins) | 1367.45 (14) | Continuous loss (number of losses) | -52.00 (1) | |
| Average | continuous winnings | 8 | Continuous loss | 1 | |
You have in your hands an idea embodied in an experimental EA. Create, try and experiment. Share your results and tips. It's like a weapon, no matter how good it is, in one hands it is useless, in another it can be dangerous to one's self, and a third by its mere possession will put your enemy on the run.
Instructions are enclosed. Completely test all possible options I am not able to, I just do not have time to develop and improve this version and other programs. I am getting good results on the demo. For example, the last week on 9 pairs ended with +5 -4 and as a result gave 880 points profit with less than 10 percent drawdown. Forward tests on euro and pound are also good.
Once again I would repeat that the Expert Advisor is experimental and I would not recommend to put it on the real account. At it's missing a code required for this kind of trading.
The archive set contains the files for the previous week found by me the day before. You may analyse them for each pair.
The other archive contains not two but five set files for the coming week with which I will put the EA on demo, I have not had enough time for more.
Here is a quick tutorial on how to orientate yourself with the file name.
example
N7S_AO_EU_12-01_demo_2.set
N7S - series (basically, it is always the same for Expert Advisors with NN, if I am writing it for myself)
AO - subtype (in this case it is the main indicator)
EU - currency pair (of course it can be different, but they all make sense)
12-01 - date from which this file was created
demo - used Alpari demo quotes
last number - optimisation method
1) - 4 weeks(1-4) + 4 weeks(1-4) 5 weeks(1-4) + 4 weeks(1-4)
2) - 4 weeks(1-4) + 2(4-5) weeks 6 combat (second main)
thereafter there may be other options
N7S_AO_EU_12-01_demo_2.set
L3 version
Would you be kind enough to elaborate on the optimisation. Thanks in advance.
There are various options. Below is one of them that I have tried.
Download a history on the required symbol ( M1 and higher), a monthly one will be enough.
Open the strategy tester.
Choose an Expert Advisor, for example S7N_AO_772012_L3.
Select the currency pair, e.g. EUR/USD.
Select a model based on opening prices.
Choose period M5.
Check the checkbox to use the date.
For example, we want to run the EA from 12.01.09 to 19.01.09, it will be conditionally the sixth week (combat or X day).
Then the first optimisation range will be four weeks before the X day.
Choose dates from: 08.12.08 to 03.01.09.
Check the checkbox Optimization.
Open Expert Advisor properties and specify deposit =$2000, optimized parameter = balance and check the genetic algorithm.
Go to the tab Input parameters and download the file _step_1=x_l3.set (found in the archive StepTest.zip archive
Now we run the optimization and wait for the results.
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L3 version