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エキスパート

EM_VOL - MetaTrader 4のためのエキスパート

ビュー:
25810
評価:
(8)
パブリッシュ済み:
2012.06.27 08:13
アップデート済み:
2014.04.21 14:55
EM_VOL.mq4 (29.47 KB) ビュー
このコードに基づいたロボットまたはインジケーターが必要なら、フリーランスでご注文ください フリーランスに移動

Description:

This Strategy use ADX and ATR for the volatity, when Adx is < 30 open 1 buy stop and 1 Sell stop in High+ATR (14) and Low-ATR(14) the money management is similar Sophia1.1


Strategy Tester Report
EM_VOL
EGlobal-PAMM (Build 427)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2012.02.08 00:00 - 2012.06.25 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMMType=1; UseClose=false; UseAdd=true; LotExponent=1.2; slip=3; Lots=0.02; LotsDigits=2; TakeProfit=100; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=100; MaxTrades=30; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=true; UseTimeOut=false; MaxTradeOpenHours=2; MaximumRisk=0.001;
Bars in test2452Ticks modelled927548Modelling quality90.14%
Mismatched charts errors9
Initial deposit10000.00
Total net profit250.82Gross profit514.67Gross loss-263.86
Profit factor1.95Expected payoff0.71
Absolute drawdown297.54Maximal drawdown330.30 (3.29%)Relative drawdown3.29% (330.30)
Total trades352Short positions (won %)202 (72.28%)Long positions (won %)150 (52.67%)
Profit trades (% of total)225 (63.92%)Loss trades (% of total)127 (36.08%)
Largestprofit trade83.14loss trade-35.70
Averageprofit trade2.29loss trade-2.08
Maximumconsecutive wins (profit in money)19 (38.66)consecutive losses (loss in money)7 (-81.96)
Maximalconsecutive profit (count of wins)84.36 (6)consecutive loss (count of losses)-81.96 (7)
Averageconsecutive wins4consecutive losses2

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