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.

  • Прирост
  • Средства
  • Баланс
  • Риски
  • Распределение
  • Проскальзывание
  • Отзывы
Всего трейдов: 2 469
Прибыльных трейдов: 1 718 (69.58%)
Убыточных трейдов: 751 (30.42%)
Лучший трейд: 708.60 USD
Худший трейд: -684.20 USD
Общая прибыль: 21 692.97 USD (230 172 pips)
Общий убыток: -7 670.42 USD (137 741 pips)
Макс. серия выигрышей: 84 (2 352.99 USD)
Макс. прибыль в серии: 2 352.99 USD (84)
Коэффициент Шарпа: 0.18
Торговая активность: 92.22%
Макс. загрузка депозита: 16.26%
Фактор восстановления: 20.49
Длинных трейдов: 827 (33.50%)
Коротких трейдов: 1 642 (66.50%)
Профит фактор: 2.83
Мат. ожидание: 5.68 USD
Средняя прибыль: 12.63 USD
Средний убыток: -10.21 USD
Макс. серия проигрышей: 15 (-91.02 USD)
Макс. убыток в серии: -684.20 USD (1)
Прирост в месяц: 2.13%
Годовой прогноз: 25.81%
Лучший трейд: 708.60 USD
Макс. серия выигрышей: 84 (2 352.99 USD)
Макс. прибыль в серии: 2 352.99 USD (84)
Худший трейд: -684.20 USD
Макс. серия проигрышей: 15 (-91.02 USD)
Макс. убыток в серии: -684.20 USD (1)
Просадка по балансу:
Абсолютная: 0.00 USD
Максимальная: 684.20 USD (5.56%)
Отноcительная просадка:
По балансу: 12.65% (155.92 USD)
По эквити: 83.33% (21 451.52 USD)

Точечные графики распределения MFE и MAE

Для каждого открытого ордера в течение его жизни записываются значения максимальной прибыли (MFE) и максимального убытка (MAE). Эти показатели дополнительно характеризуют каждый закрытый ордер значениями максимального нереализованного потенциала и максимального допущенного риска. На графиках распределения MFE/Profit и MAE/Profit каждому ордеру соответствует точка, где по горизонтали дается значение полученной прибыли/убытка, а по вертикали максимально показанных значений потенциальной прибыли (MFE) и потенциального убытка (MAE).

Нет данных
Нет данных

Наведите курсор на показатели/подписи к графикам, чтобы увидеть лучшие и худшие торговые серии. Более подробно о распределениях MAE и MFE можно почитать в статье Математика в трейдинге. Оценка результатов торговых сделок.

Символ Сделки Sell Buy

Среднее проскальзывание на основе статистики исполнения на реальных счетах разных брокеров указано в пунктах. Зависит от разницы между котировками поставщика с "FBS-Real-5" и подписчика, а также от задержек в исполнении ордеров. Чем меньше значение, тем лучше качество копирования.

0.74 × 421
0.81 × 16
0.85 × 27
0.87 × 30
1.00 × 4
1.16 × 625
1.30 × 348
1.65 × 405
3.73 × 30
5.00 × 3
5.00 × 1
11.67 × 3
11.73 × 15
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