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Simple Expert Advisor (more like a draft with an idea) that simultaneously opens two positions in different directions, provided that the stop loss of the losing position triggers 5 points earlier than the take profit of the profitable one. All the necessary parameters can be optimized.
Testing Results:
Doubler
| Symbol | EURJPY (Euro vs Japanese Yen) | ||||
| Period | 1 Minute (M1) 2008.10.28 13:25 - 2009.01.07 19:12 (2008.01.30 - 2009.12.30) | ||||
| Model | Open prices only (fastest method to analyze the bar just completed, only for EAs that explicitly control bar opening) | ||||
| Parameters | StopLoss=87; TakeProfit=133; lots=0.1; Ext1=5; Ext2=14; AutoLotChanging=false; | ||||
| Bars in test | 65643 | Ticks modelled | 129935 | Modelling quality | n/a |
| Mismatched chart errors | 0 | ||||
| Initial deposit | 100000.00 | ||||
| Net profit | 1014.70 | Gross profit | 20956.27 | Gross loss | -19941.56 |
| Profit factor | 1.05 | Expected payoff | 3.04 | ||
| Absolute drawdown | 921.43 | Maximum drawdown | 1230.43 (1.23%) | Relative drawdown | 1.23% (1230.43) |
| Total trades | 334 | Short positions (won %) | 167 (37.72%) | Long positions (won %) | 167 (44.31%) |
| Profit trades (% of total) | 137 (41.02%) | Loss Trades (% of total) | 197 (58.98%) | ||
| Largest | profit trade | 216.00 | loss trade | -150.12 | |
| Average | profit trade | 152.97 | loss trade | -101.23 | |
| Maximum | consecutive wins (profit in money) | 3 (479.32) | consecutive losses (loss in money) | 7 (-668.63) | |
| Maximal | consecutive profit (count of wins) | 479.32 (3) | consecutive loss (count) | -668.63 (7) | |
| Average | consecutive wins | 1 | consecutive losses | 2 | |
Traduit du russe par MetaQuotes Ltd.
Code original : https://www.mql5.com/ru/code/8656
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