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Visualizações:

23386

Avaliação:

(11)

Publicado:

2016.07.01 09:49

Atualizado:

2016.11.22 07:32

Doubler.mq4 (2.27 KB) visualização

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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:

Strategy Tester Report

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

Traduzido do russo pela MetaQuotes Ltd.
Publicação original: https://www.mql5.com/ru/code/8656

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Doubler - expert para MetaTrader 4