A variant of a trading system is implemented, it uses the principle of working in a channel (Price channel). The signals for opening a position are obtained on the second bar after the price has touched the upper or lower border of the channel. We are trading on a kickback, so when the price touches the upper border of the channel we perform Sell, when the lower one - we perform Buy. We keep the position until it's kicked by the stop or the entering is performed by the signal of position closing. The trailing is used.
Some currency pairs with several timeframes haven't demonstrated the positive results during testing (the only limiting factor was used - % of drawdown), so there is something to think about: to improve the rules of entering and escaping either or not to use this method of trading in the channel with this currency pairs at all.
Let's discuss....volatility), any timeframe
NTK 07
(Build 220)
| Symbol | EURUSD (Euro vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2008.01.02 10:00 - 2009.01.09 22:55 (2008.01.01 - 2009.02.10) | ||||
| Model | Every tick (the most accurate mode based on the shortest available time frames) | ||||
| Parameters | g1="Main parameters"; netstep=20; sl=155; tp=300; TrailingStop=120; mul=1.6; trailprofit=1; gg="Money management"; mm=2; Lots=1; LotLim=7; maxtrades=5; percent=14; minsum=5000; bezub=0; deltalast=10; bq="Filters"; usema=0; MovingPeriod=1000; MovingShift=0; bb="Insignificant variables"; chas1=0; chas2=24; per=0; center=1; c10=10; c20=10000; | ||||
| Bars in test | 75940 | Ticks modelled | 3560250 | Modelling quality | 90.00% |
| Mismatched chart errors | 0 | ||||
| Initial deposit | 100000.00 | ||||
| Net profit | 693097.81 | Gross profit | 1543563.29 | Gross loss | -850465.48 |
| Profit factor | 1.81 | Expected payoff | 892.02 | ||
| Absolute drawdown | 12220.72 | Maximum drawdown | 181549.10 (26.06%) | Relative drawdown | 38.08% (53982.46) |
| Total trades | 777 | Short positions (won %) | 405 (53.09%) | Long positions (won %) | 372 (47.31%) |
| Profit trades (% of total) | 391 (50.32%) | Loss Trades (% of total) | 386 (49.68%) | ||
| Largest | profit trade | 33920.76 | loss trade | -8097.62 | |
| Average | profit trade | 3947.73 | loss trade | -2203.28 | |
| Maximum | consecutive wins (profit in money) | 15 (115978.94) | consecutive losses (loss in money) | 38 (-104370.94) | |
| Maximal | consecutive profit (count of wins) | 115978.94 (15) | consecutive loss (count) | -104370.94 (38) | |
| Average | consecutive wins | 6 | consecutive losses | 6 | |
I ask for help of those who liked this EA or those who found it rational.
Main problems:
1. Large drawdown, you can put filters based on some indicators in order to close earlier, later or move stop losses, take profits
(I am unable to do that, or rather it does not get any better)
2. If anyone has a good experience of live trading, please, I would really like the EA to reach that state ...
(for example, on fxstart demo it does not modify orders (in tester everything is normal), and on forex4u everything is OK)
I would be grateful for any feedback, comments and suggestions!
Send the modified experts, set files for different instruments, found errors
I will not lock or sell the EA, and I will send the latest versions to anyone who can make it work.
And I am against selling this EA!
(not because it is good/bad, but because IMHO only the author(s) have the right to do so)
للتحميل
http://vializer.com/9rld
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