3MaCross EA - MetaTrader 4EA

该智能交易以指标 3MACross为基础。这个指标使用不同时间周期的3个移动平均线进出。交易者可以改变移动平均线的时间周期和类型 (0=sma, 1 = ema, 2 = smma, 3 = lwma)。

智能交易为the 3MaCross_EAmq4 文件，指标为 _3 MA Cross w_Alert v2.mq4 和 Price Channel.mq4. Price Channel.mq4 可以选择自动 SL。

第一次在模拟帐户上测试。

策略测试报告

3MaCross_EA

InterbankFX-Demo Accounts (Build 217)

货币对		EURUSD (Euro vs US Dollar)
时间周期		15 分钟 (M15) 2008.06.05 00:00 - 2008.07.08 17:15 (2008.06.05 - 2008.07.30)
模式		每个替克
参量		Lots=4; StopLoss=30; AutoStopLoss=false; TakeProfit=0; TradeAtCloseBar=true; TrailingStop=0; TrailingStep=1; BreakEven=20; MagicNumber=0; CanAddPos=false; MaxOpenOrders=5; Repeat=3; Periods=5; UseAlert=false; SendEmail=false; TradeLog="3MaCross_EA"; Slippage=3; Indicator_Setting="---------- Indicator Setting"; FasterMA=2; FasterShift=0; FasterMode=2; MediumMA=4; MediumShift=0; MediumMode=2; SlowerMA=28; SlowerShift=0; SlowerMode=2; SoundAlert=0; ChannelPeriod=15; Shift=0;
测试柱	3218	模式化替克	217038	模式化质量	90.00%
图表错误	4
初始保证金	10000.00
净盈利	21492.20	毛盈利	42306.00	毛亏损	-20813.80
赢利因素	2.03	预期回报	383.79
完全借款	1640.00	最大借款(%)	12858.00 (30.13%)	相对借款	30.13% (12858.00)
总交易	56	卖空仓位(赢利百分比)	27 (48.15%)	看涨仓位 (赢利百分比)	29 (62.07%)
		赢利交易（总数百分比 ）	31 (55.36%)	亏损交易 （总数百分比 ）	25 (44.64%)
最大		盈利交易	10332.40	亏损交易	-1200.00
平均		盈利交易	1364.71	亏损交易	-832.55
最小		连续盈利 (金钱数)	6 (8762.00)	连续亏损(金钱数)	5 (-3373.80)
最大		连续盈利(百分比)	20349.60 (3)	连续亏损 (百分比)	-4240.00 (4)
平均		连续盈利	2	连续亏损	2

#	日期	类型	定单	成交量	价格	S/L	T/P	赢利	存款额
1	2008.06.05 07:00	buy	1	4.00	1.5446	1.5416	0.0000
2	2008.06.05 08:15	s/l	1	4.00	1.5416	1.5416	0.0000	-1200.00	8800.00
3	2008.06.05 10:00	sell	2	4.00	1.5401	1.5431	0.0000
4	2008.06.05 10:07	modify	2	4.00	1.5401	1.5401	0.0000
5	2008.06.05 11:21	s/l	2	4.00	1.5401	1.5401	0.0000	0.00	8800.00
6	2008.06.05 13:30	buy	3	4.00	1.5508	1.5478	0.0000
7	2008.06.05 13:36	modify	3	4.00	1.5508	1.5508	0.0000
8	2008.06.09 13:15	close	3	4.00	1.5765	1.5508	0.0000	10332.40	19132.40
9	2008.06.09 13:15	sell	4	4.00	1.5764	1.5794	0.0000
10	2008.06.09 13:22	modify	4	4.00	1.5764	1.5764	0.0000
11	2008.06.11 07:00	close	4	4.00	1.5512	1.5764	0.0000	10017.20	29149.60
12	2008.06.11 07:00	buy	5	4.00	1.5513	1.5483	0.0000
13	2008.06.11 07:53	s/l	5	4.00	1.5483	1.5483	0.0000	-1200.00	27949.60
14	2008.06.11 09:30	buy	6	4.00	1.5498	1.5468	0.0000
15	2008.06.11 11:55	modify	6	4.00	1.5498	1.5498	0.0000
16	2008.06.11 12:50	s/l	6	4.00	1.5498	1.5498	0.0000	0.00	27949.60
17	2008.06.12 01:45	sell	7	4.00	1.5499	1.5529	0.0000
18	2008.06.12 02:41	modify	7	4.00	1.5499	1.5499	0.0000
19	2008.06.12 21:30	close	7	4.00	1.5448	1.5499	0.0000	2040.00	29989.60
20	2008.06.12 21:30	buy	8	4.00	1.5449	1.5419	0.0000
21	2008.06.12 22:37	modify	8	4.00	1.5449	1.5449	0.0000
22	2008.06.12 23:34	s/l	8	4.00	1.5449	1.5449	0.0000	0.00	29989.60
23	2008.06.13 01:15	buy	9	4.00	1.5444	1.5414	0.0000
24	2008.06.13 04:45	close	9	4.00	1.5437	1.5414	0.0000	-280.00	29709.60
25	2008.06.13 04:45	sell	10	4.00	1.5438	1.5468	0.0000
26	2008.06.13 06:30	modify	10	4.00	1.5438	1.5438	0.0000
27	2008.06.15 22:45	close	10	4.00	1.5386	1.5438	0.0000	2080.00	31789.60
28	2008.06.15 22:45	buy	11	4.00	1.5385	1.5355	0.0000
29	2008.06.16 02:29	modify	11	4.00	1.5385	1.5385	0.0000
30	2008.06.16 06:24	s/l	11	4.00	1.5385	1.5385	0.0000	26.20	31815.80
31	2008.06.16 07:15	sell	12	4.00	1.5367	1.5397	0.0000
32	2008.06.16 08:22	s/l	12	4.00	1.5397	1.5397	0.0000	-1200.00	30615.80
33	2008.06.16 08:45	buy	13	4.00	1.5420	1.5390	0.0000
34	2008.06.16 10:35	modify	13	4.00	1.5420	1.5420	0.0000
35	2008.06.17 09:30	close	13	4.00	1.5492	1.5420	0.0000	2906.20	33522.00
36	2008.06.17 09:30	sell	14	4.00	1.5493	1.5523	0.0000
37	2008.06.17 15:45	close	14	4.00	1.5508	1.5523	0.0000	-600.00	32922.00
38	2008.06.17 15:45	buy	15	4.00	1.5509	1.5479	0.0000
39	2008.06.17 22:50	modify	15	4.00	1.5509	1.5509	0.0000
40	2008.06.18 01:39	s/l	15	4.00	1.5509	1.5509	0.0000	26.20	32948.20
41	2008.06.18 02:45	sell	16	4.00	1.5497	1.5527	0.0000
42	2008.06.18 05:58	modify	16	4.00	1.5497	1.5497	0.0000
43	2008.06.18 06:31	s/l	16	4.00	1.5497	1.5497	0.0000	0.00	32948.20
44	2008.06.18 07:45	buy	17	4.00	1.5523	1.5493	0.0000
45	2008.06.18 08:17	s/l	17	4.00	1.5493	1.5493	0.0000	-1200.00	31748.20
46	2008.06.18 09:15	sell	18	4.00	1.5489	1.5519	0.0000
47	2008.06.18 10:08	modify	18	4.00	1.5489	1.5489	0.0000
48	2008.06.18 10:47	s/l	18	4.00	1.5489	1.5489	0.0000	0.00	31748.20
49	2008.06.18 15:15	buy	19	4.00	1.5506	1.5476	0.0000
50	2008.06.18 17:38	modify	19	4.00	1.5506	1.5506	0.0000
51	2008.06.19 08:30	close	19	4.00	1.5530	1.5506	0.0000	1038.60	32786.80
52	2008.06.19 08:30	sell	20	4.00	1.5529	1.5559	0.0000
53	2008.06.19 08:31	modify	20	4.00	1.5529	1.5529	0.0000
54	2008.06.20 02:00	close	20	4.00	1.5517	1.5529	0.0000	448.60	33235.40
55	2008.06.20 02:01	buy	21	4.00	1.5518	1.5488	0.0000
56	2008.06.20 06:05	modify	21	4.00	1.5518	1.5518	0.0000
57	2008.06.23 06:00	close	21	4.00	1.5593	1.5518	0.0000	3026.20	36261.60
58	2008.06.23 06:00	sell	22	4.00	1.5592	1.5622	0.0000
59	2008.06.23 07:00	modify	22	4.00	1.5592	1.5592	0.0000
60	2008.06.24 05:45	close	22	4.00	1.5525	1.5592	0.0000	2648.60	38910.20
61	2008.06.24 05:45	buy	23	4.00	1.5527	1.5497	0.0000
62	2008.06.24 06:32	modify	23	4.00	1.5527	1.5527	0.0000
63	2008.06.24 23:00	close	23	4.00	1.5567	1.5527	0.0000	1600.00	40510.20
64	2008.06.24 23:01	sell	24	4.00	1.5566	1.5596	0.0000
65	2008.06.24 23:45	close	24	4.00	1.5575	1.5596	0.0000	-360.00	40150.20
66	2008.06.24 23:45	buy	25	4.00	1.5574	1.5544	0.0000
67	2008.06.25 03:45	close	25	4.00	1.5568	1.5544	0.0000	-213.80	39936.40
68	2008.06.25 03:45	sell	26	4.00	1.5566	1.5596	0.0000
69	2008.06.25 04:15	close	26	4.00	1.5576	1.5596	0.0000	-400.00	39536.40
70	2008.06.25 04:15	buy	27	4.00	1.5575	1.5545	0.0000
71	2008.06.25 06:09	s/l	27	4.00	1.5545	1.5545	0.0000	-1200.00	38336.40
72	2008.06.25 06:30	sell	28	4.00	1.5557	1.5587	0.0000
73	2008.06.25 08:37	s/l	28	4.00	1.5587	1.5587	0.0000	-1200.00	37136.40
74	2008.06.25 09:00	buy	29	4.00	1.5589	1.5559	0.0000
75	2008.06.25 13:21	modify	29	4.00	1.5589	1.5589	0.0000
76	2008.06.25 14:35	s/l	29	4.00	1.5589	1.5589	0.0000	0.00	37136.40
77	2008.06.25 15:45	sell	30	4.00	1.5564	1.5594	0.0000
78	2008.06.25 18:10	modify	30	4.00	1.5564	1.5564	0.0000
79	2008.06.25 18:12	s/l	30	4.00	1.5564	1.5564	0.0000	0.00	37136.40
80	2008.06.25 18:30	buy	31	4.00	1.5649	1.5619	0.0000
81	2008.06.25 18:40	modify	31	4.00	1.5649	1.5649	0.0000
82	2008.06.26 06:54	s/l	31	4.00	1.5649	1.5649	0.0000	78.60	37215.00
83	2008.06.26 08:30	buy	32	4.00	1.5679	1.5649	0.0000
84	2008.06.26 09:50	modify	32	4.00	1.5679	1.5679	0.0000
85	2008.06.27 03:15	close	32	4.00	1.5727	1.5679	0.0000	1946.20	39161.20
86	2008.06.27 03:15	sell	33	4.00	1.5726	1.5756	0.0000
87	2008.06.27 06:45	close	33	4.00	1.5739	1.5756	0.0000	-520.00	38641.20
88	2008.06.27 06:45	buy	34	4.00	1.5738	1.5708	0.0000
89	2008.06.27 07:30	close	34	4.00	1.5733	1.5708	0.0000	-200.00	38441.20
90	2008.06.27 07:30	sell	35	4.00	1.5734	1.5764	0.0000
91	2008.06.27 08:00	close	35	4.00	1.5743	1.5764	0.0000	-360.00	38081.20
92	2008.06.27 08:00	buy	36	4.00	1.5744	1.5714	0.0000
93	2008.06.27 08:39	modify	36	4.00	1.5744	1.5744	0.0000
94	2008.06.27 10:50	s/l	36	4.00	1.5744	1.5744	0.0000	0.00	38081.20
95	2008.06.27 13:45	buy	37	4.00	1.5756	1.5726	0.0000
96	2008.06.27 17:13	modify	37	4.00	1.5756	1.5756	0.0000
97	2008.06.30 11:15	s/l	37	4.00	1.5756	1.5756	0.0000	26.20	38107.40
98	2008.06.30 11:45	sell	38	4.00	1.5769	1.5799	0.0000
99	2008.06.30 12:26	modify	38	4.00	1.5769	1.5769	0.0000
100	2008.06.30 13:14	s/l	38	4.00	1.5769	1.5769	0.0000	0.00	38107.40
101	2008.07.01 01:15	sell	39	4.00	1.5741	1.5771	0.0000
102	2008.07.01 06:00	s/l	39	4.00	1.5771	1.5771	0.0000	-1200.00	36907.40
103	2008.07.01 06:30	buy	40	4.00	1.5773	1.5743	0.0000
104	2008.07.01 06:51	s/l	40	4.00	1.5743	1.5743	0.0000	-1200.00	35707.40
105	2008.07.01 07:30	sell	41	4.00	1.5743	1.5773	0.0000
106	2008.07.01 08:45	close	41	4.00	1.5760	1.5773	0.0000	-680.00	35027.40
107	2008.07.01 08:45	buy	42	4.00	1.5761	1.5731	0.0000
108	2008.07.01 09:51	modify	42	4.00	1.5761	1.5761	0.0000
109	2008.07.01 14:00	s/l	42	4.00	1.5761	1.5761	0.0000	0.00	35027.40
110	2008.07.01 15:30	sell	43	4.00	1.5769	1.5799	0.0000
111	2008.07.01 16:00	close	43	4.00	1.5780	1.5799	0.0000	-440.00	34587.40
112	2008.07.01 16:00	buy	44	4.00	1.5779	1.5749	0.0000
113	2008.07.01 16:17	modify	44	4.00	1.5779	1.5779	0.0000
114	2008.07.01 18:08	s/l	44	4.00	1.5779	1.5779	0.0000	0.00	34587.40
115	2008.07.02 10:15	sell	45	4.00	1.5782	1.5812	0.0000
116	2008.07.02 11:52	s/l	45	4.00	1.5812	1.5812	0.0000	-1200.00	33387.40
117	2008.07.02 12:45	buy	46	4.00	1.5839	1.5809	0.0000
118	2008.07.02 12:59	modify	46	4.00	1.5839	1.5839	0.0000
119	2008.07.03 12:35	s/l	46	4.00	1.5839	1.5839	0.0000	78.60	33466.00
120	2008.07.03 13:00	sell	47	4.00	1.5766	1.5796	0.0000
121	2008.07.03 13:07	modify	47	4.00	1.5766	1.5766	0.0000
122	2008.07.03 13:45	s/l	47	4.00	1.5766	1.5766	0.0000	0.00	33466.00
123	2008.07.07 00:00	sell	48	4.00	1.5693	1.5723	0.0000
124	2008.07.07 00:28	modify	48	4.00	1.5693	1.5693	0.0000
125	2008.07.07 12:00	close	48	4.00	1.5655	1.5693	0.0000	1520.00	34986.00
126	2008.07.07 12:00	buy	49	4.00	1.5656	1.5626	0.0000
127	2008.07.07 12:30	close	49	4.00	1.5643	1.5626	0.0000	-520.00	34466.00
128	2008.07.07 12:30	sell	50	4.00	1.5642	1.5672	0.0000
129	2008.07.07 15:05	s/l	50	4.00	1.5672	1.5672	0.0000	-1200.00	33266.00
130	2008.07.07 15:15	buy	51	4.00	1.5666	1.5636	0.0000
131	2008.07.07 16:25	modify	51	4.00	1.5666	1.5666	0.0000
132	2008.07.08 02:45	close	51	4.00	1.5695	1.5666	0.0000	1186.20	34452.20
133	2008.07.08 02:47	sell	52	4.00	1.5696	1.5726	0.0000
134	2008.07.08 04:15	close	52	4.00	1.5712	1.5726	0.0000	-640.00	33812.20
135	2008.07.08 04:15	buy	53	4.00	1.5713	1.5683	0.0000
136	2008.07.08 06:58	s/l	53	4.00	1.5683	1.5683	0.0000	-1200.00	32612.20
137	2008.07.08 07:00	sell	54	4.00	1.5684	1.5714	0.0000
138	2008.07.08 07:47	s/l	54	4.00	1.5714	1.5714	0.0000	-1200.00	31412.20
139	2008.07.08 08:15	buy	55	4.00	1.5740	1.5710	0.0000
140	2008.07.08 10:41	s/l	55	4.00	1.5710	1.5710	0.0000	-1200.00	30212.20
141	2008.07.08 11:45	sell	56	4.00	1.5697	1.5727	0.0000
142	2008.07.08 12:37	modify	56	4.00	1.5697	1.5697	0.0000
143	2008.07.08 17:24	close at stop	56	4.00	1.5665	1.5697	0.0000	1280.00	31492.20