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.

  • 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: 2 456
盈利交易: 1 707 (69.50%)
亏损交易: 749 (30.50%)
最好交易: 708.60 USD
最差交易: -684.20 USD
毛利: 21 672.32 USD (229 443 pips)
毛利亏损: -7 657.18 USD (137 363 pips)
最大连续赢利: 84 (2 352.99 USD)
最大连续盈利: 2 352.99 USD (84)
夏普比率: 0.18
交易活动: 91.99%
最大入金加载: 14.11%
采收率: 20.48
长期交易: 815 (33.18%)
短期交易: 1 641 (66.82%)
利润因子: 2.83
预期回报: 5.71 USD
平均利润: 12.70 USD
平均损失: -10.22 USD
最大连续失误: 15 (-91.02 USD)
最大连续亏损: -684.20 USD (1)
每月增长: 1.97%
年度预测: 23.90%
最好交易: 708.60 USD
最大连续赢利: 84 (2 352.99 USD)
最大连续盈利: 2 352.99 USD (84)
最差交易: -684.20 USD
最大连续失误: 15 (-91.02 USD)
最大连续亏损: -684.20 USD (1)
结余跌幅:
绝对: 0.00 USD
最大值: 684.20 USD (5.56%)
相对跌幅:
结余: 12.65% (155.92 USD)
净值: 80.78% (20 774.21 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
EURUSD 2453
AUDUSD 2
USDCHF 1
250500750100012501500175020002250250027503000
250500750100012501500175020002250250027503000
250500750100012501500175020002250250027503000

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 FBS-Real-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。

FBS-Real-2
0.74 × 421
ICMarkets-Live03
0.81 × 16
Tickmill-Live02
0.85 × 27
FBS-Real-5
0.87 × 30
Pepperstone-01
1.00 × 4
FBS-Real-1
1.16 × 625
FBS-Real-4
1.30 × 348
FBS-Real-3
1.65 × 405
LiteForex-Classic.com
3.73 × 30
FBS-Real-7
5.00 × 3
MaxiServices-Real
5.00 × 1
Pepperstone-Edge04
11.67 × 3
Exness-Real7
11.73 × 15
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