Our Trading Strategy:-

The Scalper is a very sophisticated algorithm that scans the market in its past short, medium and long-term range to make sure the price action is appropriate for our trading strategy. If the market has been too volatile, the robot may choose to wait until conditions improve so that our probabilities are at their best once a new position is opened. This ability to stalk the market until conditions are right is at the heart of our “Intelligent Technology” approach. We scan the market for Maximum Action and (sometimes) for Minimum Action over a period of time. When combined with the schedule of the different major world markets and the usual schedule of major news reports, we can assess the expected price action in the near future. Typically a scalping strategy requires a relatively quiet market to trade successfully. Volatility Filters help us from jumping in front of a moving train, or into the middle of an upset market, even when we are not looking, since all trading is done automatically by our trading robot! The presets for each currency-pair included with your version of the robot have been carefully studied. We prefer trading with the default settings. How the Volatility Filters work: These filters look at a certain number of bars of the 1M time frame, and calculate the range the currency pair has experienced during that time interval. We are interested in finding out whether the market has behaved “normally” during the last few hours: For example, one strategy for one particular currency pair may look at the range of the last 540 minutes (9 hours) to assess the price action of the prior trading session. Sometimes we are only interested in the medium term, typically 240 minutes, to assess the ongoing trading session. Many times we also look at the last 30 minutes or so to make sure the market is stable right now. The combined information of all Volatility Filters sums up a pretty good picture of whether the market has been upset by unusual price volatility in the recent trading hours. In some currency pairs we also check for Minimum range, to make sure the price is moving “enough” for us to apply this strategy. - ADX/MA filter: A new combination of 2 filters is being used to screen for improved entry criteria. In the scalper, the ADX filter determines the maximum volatility level that will be allowed for trading in both directions. If the ADX level is exceeded, then the entries will only be allowed in the direction of the trend as determined by the MA filter. This is a medium term trend filter, the most appropriate for our purposes, since rallies during scalping hours are usually continuations of the prior trading session, and not along the longer term trends. Accordingly, if the ADX volatility filter forces trading in only one direction, should the trend continue ahead or at the beginning of the Asian session, we should be trading along with the trend only. - VIX filter: This is the first commercial EA to implement this approach to inter-market intelligence. The VIX filter is constantly connected via the internet to the recent performances of Stock and Commodities markets worldwide. When the volatility seen in those markets is excessive, it modifies or cancels our EAs' trading strategy for the session. The probabilities of scalping success are smaller when the markets in Asia are likely to respond to the volatility in the New York and European markets with strong opening rallies. Even as early as the New Zealand session the price of oil could follow the volatility seen in NY, and inject excessive volatility into the scalping session of those currency pairs typically affected by that commodity (EurCad in particular). If the Gold and Metals markets in NY are too volatile, the Australian opening will not be suitable for scalping, and we are better off skipping the session altogether. Stock markets worldwide follow each other in rallies and selloffs, so if NY was too volatile, we anticipate from statistical studies a rough beginning to the Australian and Japanese markets, which will not allow our positions to close normally. Better off skipping the session... This is an improvement that manages to bring in the "fundamentals" part of the markets into the picture. When coupled with the "technical" side of our trading strategies, we have a more balanced approach to automated trading. No more blind trading with behavior preset months in advance according to just the events calendar, but actual up to the minute information on the price action and volatility of the influential markets, of the actual trading session. This knowledge will allow our robots to make more informed, more intelligent decisions, as to whether the probabilities of success for the day's trading are in our favor.

  • Growth
  • Equity
  • Balance
  • Risks
  • Distribution
  • Slippage
  • Reviews
Jan
Feb
Mar
Apr
May
Jun
Jul
Aug
Sep
Oct
Nov
Dec
YTD
Total:
Trades: 3 707
Profit Trades: 2 662 (71.81%)
Loss Trades: 1 045 (28.19%)
Best trade: 1 248.52 USD
Worst trade: -273.36 USD
Gross Profit: 19 263.67 USD (345 022 pips)
Gross Loss: -10 223.89 USD (294 709 pips)
Maximum consecutive wins: 51 (56.72 USD)
Maximal consecutive profit: 1 852.07 USD (12)
Sharpe Ratio: 0.08
Trading activity: 86.44%
Max deposit load: 25.10%
Recovery Factor: 6.87
Long Trades: 1 307 (35.26%)
Short Trades: 2 400 (64.74%)
Profit Factor: 1.88
Expected Payoff: 2.44 USD
Average Profit: 7.24 USD
Average Loss: -9.78 USD
Maximum consecutive losses: 22 (-370.08 USD)
Maximal consecutive loss: -1 270.71 USD (7)
Monthly growth: 0.00%
Annual Forecast: 0.00%
Best trade: 1 248.52 USD
Maximum consecutive wins: 51 (56.72 USD)
Maximal consecutive profit: 1 852.07 USD (12)
Worst trade: -273.36 USD
Maximum consecutive losses: 22 (-370.08 USD)
Maximal consecutive loss: -1 270.71 USD (7)
Drawdown by balance:
Absolute: 0.00 USD
Maximal: 1 315.80 USD (6.37%)
Relative drawdown:
By Balance: 3.75% (1 315.80 USD)
By Equity: 15.54% (5 307.66 USD)

MFE and MAE Distribution Point Graphs

Maximum profit (MFE) and maximum loss (MAE) values are recorded for each open order during its lifetime. These parameters additionally characterize each closed order using the values of the maximum unrealized potential and maximum permitted risk. MFE/Profit and MAE/Profit distribution graphs display each order as a point with received profit/loss value plotted along the X-axis, while maximum displayed values of potential profit (MFE) and potential loss (MAE) are plotted along the Y-axis.

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Place your cursor over parameters/graph captions to see the best and worst trading series. Find out more about MAE and MFE distributions in the article Mathematics in Trading: How to Estimate Trade Results.

Symbol Deals Sell Buy
USDJPY# 891
EURJPY# 883
AUDUSD# 850
EURUSD# 816
GBPUSD# 267
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200400600800

The average slippage based on execution statistics on real accounts of various brokers is specified in pips. It depends on the difference between the provider's quotes from "VIBHSFinancialLtd-Main" and the subscriber's quotes, as well as on order execution delays. Lower values mean better quality of copying.

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