Dear Follower, Investor! 

 

First: The final version of EA has been running since the end of August 2016!

Its operation is based on medium-term trend following and scalping strategy. It examines the strength and direction of the trend using several basic indicators, in a smaller and larger timespan. After identifying the trend, it analyses the overbought and oversold state of the given currency pair.

It is very important, that is not based on a 100% winning strategy!

If necessary, positions are closed at a loss. For managing risk and profit, I use a numerical and indicator-based “StopLoss” and “TakeProfit” function.The indicator parameters have been incorporated into the program. For optimization, I used historic data from a large time interval, from 1999 to present. It was also tested with data of 90%-99.9% accuracy.

 

 

About my strategy

  • not use martingale
  • not use arbitrage
  • not a simple grid strategy
  • use averaging method
  • my EA is running on a safety VPS

Recommendations

  •  minimum account size $1000
  •  lot size 0.01-0.02 - this is safety risk level (I use automatic money management in my account)
  •  EA is open max 9 position/pair please calculate with this. Every averaging position is opening with same size.
  •  fast and low cost 5 digit ECN account
  •  the “spread” value used in the optimization was 7-15 point

Traded pairs

  • EURUSD - maximum 3 order
  • GBPUSD - maximum 3 order
  • USDJPY - maximum 9 order
  • AUDUSD - maximum 5 order

Best Regards,

Gabor



  • 成长
  • 净值
  • 结余
  • 风险
  • 分配
  • 滑移
  • 评论
1月
2月
3月
4月
5月
6月
7月
8月
9月
10月
11月
12月
YTD
共计:
交易: 970
盈利交易: 674 (69.48%)
亏损交易: 296 (30.52%)
最好交易: 44.62 USD
最差交易: -60.48 USD
毛利: 1 685.96 USD (115 300 pips)
毛利亏损: -1 257.44 USD (89 990 pips)
最大连续赢利: 20 (50.72 USD)
最大连续盈利: 114.56 USD (16)
夏普比率: 0.06
交易活动: 33.99%
最大入金加载: 7.61%
采收率: 3.48
长期交易: 478 (49.28%)
短期交易: 492 (50.72%)
利润因子: 1.34
预期回报: 0.44 USD
平均利润: 2.50 USD
平均损失: -4.25 USD
最大连续失误: 6 (-33.89 USD)
最大连续亏损: -73.79 USD (4)
每月增长: 17.00%
年度预测: 206.24%
最好交易: 44.62 USD
最大连续赢利: 20 (50.72 USD)
最大连续盈利: 114.56 USD (16)
最差交易: -60.48 USD
最大连续失误: 6 (-33.89 USD)
最大连续亏损: -73.79 USD (4)
结余跌幅:
绝对: 58.95 USD
最大值: 123.24 USD (26.53%)
相对跌幅:
结余: 70.60% (109.48 USD)
净值: 16.65% (143.27 USD)

MFE和 MAE分布点图

在使用期内为每个持仓订单记录最大利润(MFE)值和最大亏损(MAE)值。这些参数使用最大未实现的潜在值和最大容许风险额外表现每个平仓订单。MFE/利润和MAE/利润分布图显示每个订单为沿X轴绘制的收到利润/亏损值的一个点,而潜在利润(MFE)和潜在亏损(MAE)的最大显示值则是沿Y轴绘制。

无数据
无数据

将光标放在参数/图说明上可以看到最佳和最糟的交易系列。在文章交易中的数学:如何评估交易结果中了解更多有关MAE和MFE分布的信息。

交易品种 交易 Sell Buy
GBPUSD 268
USDJPY 194
EURUSD 181
AUDUSD 137
NZDUSD 77
USDCAD 69
EURJPY 44
255075100125150175200225250275300
255075100125150175200225250275300
255075100125150175200225250275300

基于有关不同交易商真实账户的执行统计的平均滑移点按点数指定。它取决于 Activtrades-5 提供商以及订阅者之间不同的报价,以及订单执行的延迟。值越低意味着复制的质量越高。

Darwinex-Live
0.00 × 1
Pepperstone-Edge05
0.12 × 210
AxioryAsia-02Live
0.14 × 383
Activtrades-2
0.21 × 818
ICMarkets-Live06
0.29 × 1370
QTrade-3
0.29 × 172
QTrade-5
0.32 × 200
ICMarkets-Live03
0.33 × 6
ICMarkets-Demo03
0.35 × 17
RoboForex-ECN
0.38 × 47
Activtrades-5
0.39 × 2854
FXFS-Main Server
0.39 × 172
Activtrades-4
0.48 × 62
ICMarkets-Live07
0.54 × 1065
AlphaFinex-Real
0.57 × 169
CoreSpreads-LiveBravo
0.70 × 10
ForexTimeFXTM-ECN
0.71 × 667
Karoll-Real
0.76 × 3773
ViproMarkets-Live
0.81 × 2041
EGlobal-Cent4
0.91 × 1534
ICMarkets-Live08
1.06 × 110
FTT-Live
1.23 × 847
FXChoice-ECN Live
1.27 × 179
Tickmill-Live
1.47 × 109
ICMarkets-Live02
1.63 × 913
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