EMAplusWPR - MetaTrader 4のためのエキスパート

ACTUAL VERSION : http://codebase.mql4.com/en/code/10413

Expert advisor that trade in the trend of EMA and buy/sell signals get from Williams %R

I have tried to create an Expert advisor that could by traded with 1000 EUR starting equity and to minimize the drawdown. Hope you like it. I appreciate every feedback.

Inputs EMA, iWPRPeriod are optimized for EURUSD 5M

TakeProfit = 200;

maxStopLoss=50;

maxLots = 0.1; // max lots per position

maxContracts = 2; // max open positions, 2 is optimal for smoother equity

EMA=144; // EMA to determine trend

iWPRPeriod=46; // Williams' Percentage Range to determine buy/sell signals

Test is without position sizing, 0.1 lot size

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2010.01.04 00:00 - 2011.02.01 23:55 (2010.01.01 - 2011.02.02)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=200; maxStopLoss=50; maxLots=0.1; maxContracts=2; EMA=144; iWPRPeriod=46;
Bars in test	59026	Ticks modelled	7365768	Modelling quality	n/a
Mismatched charts errors	8220
Initial deposit	1000.00
Total net profit	1624.88	Gross profit	4601.32	Gross loss	-2976.44
Profit factor	1.55	Expected payoff	3.90
Absolute drawdown	27.02	Maximal drawdown	331.92 (13.99%)	Relative drawdown	13.99% (331.92)
Total trades	417	Short positions (won %)	198 (71.21%)	Long positions (won %)	219 (75.80%)
		Profit trades (% of total)	307 (73.62%)	Loss trades (% of total)	110 (26.38%)
Largest		profit trade	45.15	loss trade	-39.67
Average		profit trade	14.99	loss trade	-27.06
Maximum		consecutive wins (profit in money)	20 (273.90)	consecutive losses (loss in money)	5 (-118.47)
Maximal		consecutive profit (count of wins)	326.41 (15)	consecutive loss (count of losses)	-153.43 (4)
verage		consecutive wins	5	consecutive losses	2

To use my position sizing increase the maxLots size

For position sizing I use the following code:

Symbol		EURUSD (Euro vs US Dollar)
Period		5 Minutes (M5) 2010.01.04 00:00 - 2011.02.01 23:55 (2010.01.01 - 2011.02.02)
Model		Every tick (the most precise method based on all available least timeframes)
Parameters		TakeProfit=200; maxStopLoss=50; maxLots=5; maxContracts=2; EMA=144; iWPRPeriod=46;
Bars in test	59026	Ticks modelled	7365768	Modelling quality	n/a
Mismatched charts errors	8220
Initial deposit	1000.00
Total net profit	4629.01	Gross profit	14103.33	Gross loss	-9474.32
Profit factor	1.49	Expected payoff	11.10
Absolute drawdown	54.04	Maximal drawdown	1293.48 (27.32%)	Relative drawdown	27.32% (1293.48)
Total trades	417	Short positions (won %)	198 (71.21%)	Long positions (won %)	219 (75.80%)
		Profit trades (% of total)	307 (73.62%)	Loss trades (% of total)	110 (26.38%)
Largest		profit trade	176.09	loss trade	-154.73
Average		profit trade	45.94	loss trade	-86.13
Maximum		consecutive wins (profit in money)	20 (547.80)	consecutive losses (loss in money)	5 (-554.73)
Maximal		consecutive profit (count of wins)	1237.52 (15)	consecutive loss (count of losses)	-554.73 (5)
Average		consecutive wins	5	consecutive losses	2