Hi folks,

 

This is a new EA that I created. It trades trends and much time has been spent on exit strategy. There is an element of cost averaging but the EA will normally exit before this hits 4 trades.

The EA uses stop orders for entry and primarily TP for exit, including for losing trades. It does not use a hard stoploss and the trade closure is via TP or internal close.

 It is a multi currency trader and will trade all instruments on the MT4 platform, including CFD's and indices. So far the EA has proven to be very resilient to different brokers. The strategy is robust and should survive for many years to come. 

 The EA will not be available for direct sale and is still technically "under development". I expect to offer the EA under a IB arrangements with a handful of brokers once development and  testing is complete.

Just a quick word about drawdowns.....nobody likes them but it does happen. Anyone says otherwise is lying. This EA is no exception. It is a good robust strategy but it does trade a trend and it enters on the back of a counter trend ie it will buy when the price is attractive(dropping) on the short term but has a long term  up trend behaviour. This means that sometimes price continues in the wrong direction before it reverts to the dominant trend. An instrument can easily reach 5% drawdown before turning.....given the number of instruments traded you could have several instruments in drawdown at the same time. This can get a tad uncomfortable. 

 As a protection, i have created a correlation strategy that will halve the trade size of correlated instruments eg you have a USDJPY trade, if a GBPJPY trade appears, it will be half the USDJPY trade in order to reduce exposure to the JPY. 

 I trade very small trade but given the number of instruments traded, concurrent drawdowns can creep up towards 20%

I would like to draw your attention to a couple of things.....

  • 1. This is a cent account ie the starting balance is just over $1 000 rather than the $100k that you see displayed.
  • 2. I am trading just over 1 lot(cent-based lots), which equated to 0.01 lots on a $ 1 000 account. I consider this to be aggressive. Growth should be good, but there will be drawdowns. Unfortunately, If you trade a non-cent account with $1 000 and minlot is 0.01, the correlated trade strategy will not be able to kick in and you may suffer drawdowns higher than my account.
  • 3. This account only trades forex. My other signal trades forex as well as CFD's and Indices. If this is of interest to you, feel free to subscribe to my other signal, however, you need a bigger account(>$5000) due to the fact that CFD's, commodities and Indices have higher broker defined minimum lot sizes.
Good trading!

  • 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: 7 002
盈利交易: 4 109 (58.68%)
亏损交易: 2 893 (41.32%)
最好交易: 20 974.22 USD
最差交易: -14 911.66 USD
毛利: 418 862.28 USD (524 342 pips)
毛利亏损: -469 224.39 USD (652 809 pips)
最大连续赢利: 20 (1 234.90 USD)
最大连续盈利: 27 207.07 USD (4)
夏普比率: -0.02
交易活动: 71.97%
最大入金加载: 191.16%
采收率: -0.25
长期交易: 3 379 (48.26%)
短期交易: 3 623 (51.74%)
利润因子: 0.89
预期回报: -7.19 USD
平均利润: 101.94 USD
平均损失: -162.19 USD
最大连续失误: 30 (-5 181.85 USD)
最大连续亏损: -73 268.75 USD (16)
每月增长: -76.43%
年度预测: -100.00%
最好交易: 20 974.22 USD
最大连续赢利: 20 (1 234.90 USD)
最大连续盈利: 27 207.07 USD (4)
最差交易: -14 911.66 USD
最大连续失误: 30 (-5 181.85 USD)
最大连续亏损: -73 268.75 USD (16)
结余跌幅:
绝对: 50 585.57 USD
最大值: 201 472.79 USD (79.36%)
相对跌幅:
结余: 76.76% (201 472.79 USD)
净值: 77.84% (200 506.18 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
USDJPY 2346
EURJPY 1251
EURUSD 1209
EURGBP 737
USDCHF 623
AUDUSD 165
AUDJPY 143
EURCHF 135
NZDUSD 71
USDCAD 44
EURCAD 34
EURAUD 30
AUDCAD 25
NZDCAD 25
GBPCAD 24
XPTUSD 21
USDCNH 20
GBPAUD 18
GBPUSD 15
GBPCHF 11
GBPJPY 10
AUDNZD 10
USDMXN 9
XAGUSD 5
XPDUSD 5
CHFJPY 5
CADJPY 4
XAUUSD 2
XAGEUR 2
USDZAR 1
NZDJPY 1
XAUEUR 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 RoboForex-ProCent 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。

TFB-Live
0.00 × 7
MaxrichGroup-Real
0.00 × 1
GMT-Server
0.00 × 3
FXPIG.com-LD4 LIVE
0.00 × 31
IkonGroup-Demo 2
0.00 × 13
ECNTrade-Live
0.00 × 7
EACHMARKETS-Live
0.00 × 6
IntiMakmur-Server
0.00 × 2
WHSelfinvestSA-LiveServer
0.00 × 3
JOFCapitalMarkets-Live
0.00 × 3
FPIP-Live
0.00 × 5
Alpari-Pro.ECN
0.00 × 1
TMS-Demo
0.00 × 6
XM.COM-Real 20
0.00 × 1
AtlanticPearl-Live 1
0.00 × 7
PearlLandCommBrokers-RealCFD
0.00 × 6
ProtonCapital-Live
0.00 × 3
ATCBrokers-Live
0.00 × 36
TierOneFX-Demo
0.00 × 17
IMSFX-Live
0.00 × 2
Windsor-DEMO
0.00 × 1
DSFXLimited-Live
0.00 × 12
SFXGlobal-Server
0.00 × 23
OANDA-MT4 FXTrade JP
0.00 × 10
FXFinPro-Real
0.00 × 5
811 更多... 查看详细统计,请 登录 或者 注册
没有评论
查看详细统计,请 登录 或者 注册