EAs under construction II

Yes, I see your point.

I think it is marvellous to see from which different areas we are coming. This should be a success if we stick together and don't get frustrated.

Just by you two taking your time to explain where you are and what we need to achieve is probably a lection for all the readers of the thread alone.

I am more positive than ever about taking the next step!

have a great start into the week!

Roman

Thank you Roman.
Yes we are very serious about this endeavor.
So happy to have you aboard.

Jiva, Thanks a lot for being allowed to be part of it.

It's a great pleasure, but let's wait and see if my inputs justify all your education on me.

Lately I have been experimenting with moving average settings using the multi time frames.
So far I have found that using moving averages is not helping to smooth the success curve. In some cases it makes it more choppy.
I think the problem is this:
This ea on various settings is geared for catching a breakout.
As such moving averages are just too slow, since they form in the direction of a move after a move has been in progress for some time.
Even using them for higher and lower time frames is not helping.
For a strategy like GEoff's which is basically a continuation strategy, that is trying to catch a good entry into amove that is already in progress and catching a few pips of it, moving averages are essential.

the 2 graphs show same settings only difference is use of multi time frame moving averages to try to identify a trend.
But as stated above, for this strategy it is becoming evident that identifying a trend may not be a consideration for entry, only for remaining in the trade... not for the entry...
since we aim to capture a large move.

for GBPUSD 4hr, 7/11/08 to 7/11/10 FXDD tester
1st graph is no multi time frame moving average settings
2nd graph is using: day (1440) 2ema, 60 min 5 ema, 5 min 5ema.
3rd graph: day (1440) ema 1
4th graph: day (1440) ema 10

Further multi time frame moving average studies.
In the these studies the time frame is lower rather than higher and some of the preliminary results are showing promise for use of multi time frame moving average.
Evidently using a lower time frame moving average may be able to correlate the entry with direction in the time frame being traded.
The first graph here is the same as for the first set of studies previous post:
GBPUSD 4hr 7/11/08 to 7/11/10 FXDD tester
1st graph no moving averages.
2nd graph 15 min ema 5
3rd graph 30 min ema 5
4th graph 30 min ema 21
I am inclined to conclude that moving averages are just not useful for entries in this strategy....

At first I thought there must be a moving average type that would be helpful for entries. But now I can see that is just not the case for a break out strategy like this. Apologies to Taiyakixz who has gone to great length to provide code for the moving averages along with multi time frame capabilities. But it is just not useful in this case. A breach of the hi lo channel and use of pending orders is effective and sufficient.

There is one bug in deleting the pending orders that needs to be fixed. As the ea stands now a pending order will only close either when it is filled or when a certain designated number of candles close, the bug is that a new signal may appear before the designated number of candles are closed and that new signal is very often the signal for the start of a very big move, but it is being blocked by the old pending order. So we hope this will be corrected soon.

Jiva,

I would like to come up with a probably off topic issue here. When you started your initial thread (before you moved it to here) I think you came from a slightly different angle. You wanted to trade only to specific times at market openings and you had a very strong case with your indicator for it. I think you moved away a bit from you intial idea.

Can you tell me why plse?

thanks
Roman

I find that breakouts can occur at various times. Market opens are not that definite for a move, sometimes the move is hours before or hours after.
the idea is to try to catch some big moves and to at least capture a few pips while trying.
We always want to stay with a strategy and not act whimsically. But that does not mean the strategy might not evolve or change along the way. If the rules change then we will want to stay with the new rules.
Thanks for asking.

Spending much time and effort trying to get tests that have a respectable modeling quality.
Don't really know what to do about getting the modeling quality better.
tools,history and 1m data download doesn't seem to help all the time.
These settings are showing promise for the 2 candle breakout strategy application for the ea on the 4hr EURCHF.
Tested on FXDD with 90% and Alpari (quality for Alpari test not so good but here it is anyway)
For long:
1st candle closes inside channel 2nd candle closes above channel hi. Enter buy stop 25 pips above open of 3rd candle with either 1 candle (for Alpari) or 2 candles (FXDD) for expiration.
Other settings are posted below.
These settings do not trade very often. Idea is to have a basket of ea settings similar to this one, the combined activity from the basket will make it profitable.

FXDD
SymbolEURCHF (Euro vs. Swiss Franc) Period4 Hours (H4) 2009.07.13 00:00 - 2010.07.09 20:00 (2009.07.11 - 2010.07.11) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=532753; GMTOffset=3; TradeStartHour=1; TradeEndHour=24; Lots=1; TakeProfit1=15; TrailingStop1=140; TakeProfit2=1000; TrailingStop2=200; StopLoss=140; PendingPips=25; ExpireCandles=2; DelayOrder2=0; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=true; T3MA_name="T3MA"; T3MA_Periods=400; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=2; Channel_EMAShift=0; ShowComment=true; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=0; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=0; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=0; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=0; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=0; MA5_Method=0; MA5_Shift=0;
Bars in test2304Ticks modelled7596409Modelling quality90.00% Mismatched charts errors0




Initial deposit10000.00



Total net profit4720.38Gross profit4778.13Gross loss-57.75 Profit factor82.74Expected payoff181.55

Absolute drawdown1344.70Maximal drawdown4353.98 (26.42%)Relative drawdown26.42% (4353.98)
Total trades26Short positions (won %)16 (68.75%)Long positions (won %)10 (100.00%)
Profit trades (% of total)21 (80.77%)Loss trades (% of total)5 (19.23%) Largestprofit trade1925.93loss trade-23.10 Averageprofit trade227.53loss trade-11.55 Maximumconsecutive wins (profit in money)13 (982.87)consecutive losses (loss in money)1 (-23.10) Maximalconsecutive profit (count of wins)3392.13 (5)consecutive loss (count of losses)-23.10 (1) Averageconsecutive wins4consecutive losses1


Alpari
SymbolEURCHF (Euro vs Swiss Franc) Period4 Hours (H4) 2009.07.13 00:00 - 2010.07.09 20:00 (2009.07.11 - 2010.07.11) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=8435501; GMTOffset=2; TradeStartHour=1; TradeEndHour=24; Lots=1; TakeProfit1=15; TrailingStop1=140; TakeProfit2=1000; TrailingStop2=200; StopLoss=140; PendingPips=25; ExpireCandles=1; DelayOrder2=0; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=true; T3MA_name="T3MA"; T3MA_Periods=400; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=2; Channel_EMAShift=0; ShowComment=true; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=0; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=0; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=0; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=0; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=0; MA5_Method=0; MA5_Shift=0;
Bars in test2547Ticks modelled9525399Modelling qualityn/a Mismatched charts errors46732




Initial deposit10000.00



Total net profit4330.93Gross profit4394.10Gross loss-63.17 Profit factor69.56Expected payoff154.68

Absolute drawdown1500.72Maximal drawdown1818.84 (17.63%)Relative drawdown17.63% (1818.84)
Total trades28Short positions (won %)22 (81.82%)Long positions (won %)6 (100.00%)
Profit trades (% of total)24 (85.71%)Loss trades (% of total)4 (14.29%) Largestprofit trade1279.07loss trade-31.58 Averageprofit trade183.09loss trade-15.79 Maximumconsecutive wins (profit in money)9 (1843.65)consecutive losses (loss in money)1 (-31.58) Maximalconsecutive profit (count of wins)1843.65 (9)consecutive loss (count of losses)-31.58 (1) Averageconsecutive wins5consecutive losses1

Jiva,

what template are you using with current tests?

2nd question i have is the trading period.

In version 5 trading period is GMT 5 to 9 however I see that the ea is taking trades after that time. Can we stop the ea doing this?

Sorry, plse ignore my last post. My error...am about testing and optimizing v5 with 1h GBPUSD and it looks promising so far...will get back....with attachments and charts

Hi There

im following this thread for a while now and decided to do my contribution to your great work.

im using a demo on FXDD malta

here are my first good results:

Bars in test 1824
Ticks modelled 37481
Modelling quality n/a
Mismatched charts errors 60
Initial deposit 10000.00
Total net profit 7414.25
Gross profit 7479.41
Gross loss -65.16
Profit factor 114.79
Expected payoff 218.07
Absolute drawdown 1176.19
Maximal drawdown 3435.13 (18.90%)
Relative drawdown 18.90% (3435.13)
Total trades 34
Short positions (won %) 34 (82.35%)
Long positions (won %) 0 (0.00%)
Profit trades (% of total) 28 (82.35%)
Loss trades (% of total) 6 (17.65%)
Largest
profit trade 1745.53
loss trade -39.66
Average
profit trade 267.12
loss trade -10.86
Maximum
consecutive wins (profit in money) 9 (3030.49)
consecutive losses (loss in money) 1 (-39.66)
Maximal
consecutive profit (count of wins) 3030.49 (9)
consecutive loss (count of losses) -39.66 (1)
Average
consecutive wins 5
consecutive losses 1

my settings:

iMagicNumber=8435501;iMagicNumber,F=0;iMagicNumber,1=8435501;iMagicNumber,2=0;iMagicNumber,3=0;GMTOffset=3;GMTOffset,F=0;GMTOffset,1=2;
GMTOffset,2=0;GMTOffset,3=0;TradeStartHour=1;TradeStartHour,F=0;TradeStartHour,1=5;TradeStartHour,2=0;TradeStartHour,3=0;TradeEndHour=24;
TradeEndHour,F=0;TradeEndHour,1=9;TradeEndHour,2=0;TradeEndHour,3=0;Lots=1.00000000;Lots,F=0;Lots,1=0.10000000;Lots,2=0.00000000;
Lots,3=0.00000000;TakeProfit1=20;TakeProfit1,F=0;TakeProfit1,1=30;TakeProfit1,2=0;TakeProfit1,3=0;TrailingStop1=100;TrailingStop1,F=0;
TrailingStop1,1=80;TrailingStop1,2=0;TrailingStop1,3=0;TakeProfit2=1000;TakeProfit2,F=0;TakeProfit2,1=1000;TakeProfit2,2=0;TakeProfit2,3=0;
TrailingStop2=100;TrailingStop2,F=0;TrailingStop2,1=100;TrailingStop2,2=0;TrailingStop2,3=0;StopLoss=140;StopLoss,F=0;StopLoss,1=30;
StopLoss,2=0;StopLoss,3=0;PendingPips=25;PendingPips,F=0;PendingPips,1=30;PendingPips,2=0;PendingPips,3=0;ExpireCandles=2;ExpireCandles,F=0;
ExpireCandles,1=10;ExpireCandles,2=0;ExpireCandles,3=0;DelayOrder2=0;DelayOrder2,F=0;DelayOrder2,1=20;DelayOrder2,2=0;DelayOrder2,3=0;
CheckSlope=0;DSS_name=Robby DSS Bressert Colored with alert v1.1;
DSS_EMA=8;DSS_EMA,F=0;DSS_EMA,1=8;DSS_EMA,2=0;DSS_EMA,3=0;DSS_stoch=13;DSS_stoch,F=0;DSS_stoch,1=13;DSS_stoch,2=0;DSS_stoch,3=0;
Use_T3MA=1;T3MA_name=T3MA;T3MA_Periods=400;T3MA_Periods,F=0;T3MA_Periods,1=8;T3MA_Periods,2=0;T3MA_Periods,3=0;T3MA_VolumeFactor=0.70000000;
T3MA_VolumeFactor,F=0;T3MA_VolumeFactor,1=0.70000000;T3MA_VolumeFactor,2=0.00000000;T3MA_VolumeFactor,3=0.00000000;Channel_EMAPeriod=2;
Channel_EMAPeriod,F=0;Channel_EMAPeriod,1=38;Channel_EMAPeriod,2=0;Channel_EMAPeriod,3=0;Channel_EMAShift=0;Channel_EMAShift,F=0;Channel_EMAShift,1=0;
Channel_EMAShift,2=0;Channel_EMAShift,3=0;ShowComment=1;EXP_MA_1=------- MA settings --------
EXP_MA_2=-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA;EXP_MA_3=-- imeframe 0:current or minutes;Use_MA1=0;MA1_Timeframe=0;MA1_Timeframe,F=0;MA1_Timeframe,1=0;MA1_Timeframe,2=0;MA1_Timeframe,3=0;MA1_Period=0;MA1_Period,F=0;
MA1_Period,1=5;MA1_Period,2=0;MA1_Period,3=0;MA1_Method=1;MA1_Method,F=0;MA1_Method,1=1;MA1_Method,2=0;MA1_Method,3=0;MA1_Shift=0;MA1_Shift,F=0;
MA1_Shift,1=0;MA1_Shift,2=0;MA1_Shift,3=0;Use_MA2=0;MA2_Timeframe=0;MA2_Timeframe,F=0;MA2_Timeframe,1=0;MA2_Timeframe,2=0;MA2_Timeframe,3=0;
MA2_Period=0;MA2_Period,F=0;MA2_Period,1=12;MA2_Period,2=0;MA2_Period,3=0;MA2_Method=1;MA2_Method,F=0;MA2_Method,1=1;MA2_Method,2=0;
MA2_Method,3=0;MA2_Shift=0;MA2_Shift,F=0;MA2_Shift,1=0;MA2_Shift,2=0;MA2_Shift,3=0;Use_MA3=0;MA3_Timeframe=0;MA3_Timeframe,F=0;MA3_Timeframe,1=0
MA3_Timeframe,2=0;MA3_Timeframe,3=0;MA3_Period=20;MA3_Period,F=0;MA3_Period,1=20;MA3_Period,2=0;MA3_Period,3=0;MA3_Method=1;MA3_Method,F=0
MA3_Method,1=1;MA3_Method,2=0;MA3_Method,3=0;MA3_Shift=0;MA3_Shift,F=0;MA3_Shift,1=0;MA3_Shift,2=0;MA3_Shift,3=0;Use_MA4=0;MA4_Timeframe=0;
MA4_Timeframe,F=0;MA4_Timeframe,1=0;MA4_Timeframe,2=0;MA4_Timeframe,3=0;MA4_Period=55;MA4_Period,F=0;MA4_Period,1=55;MA4_Period,2=0;MA4_Period,3=0;
MA4_Method=1;MA4_Method,F=0;MA4_Method,1=1;MA4_Method,2=0;MA4_Method,3=0;MA4_Shift=0;MA4_Shift,F=0;MA4_Shift,1=0;MA4_Shift,2=0;MA4_Shift,3=0;
Use_MA5=0;MA5_Timeframe=0;MA5_Timeframe,F=0;MA5_Timeframe,1=0;MA5_Timeframe,2=0;MA5_Timeframe,3=0;MA5_Period=197;MA5_Period,F=0;MA5_Period,1=197;
MA5_Period,2=0;MA5_Period,3=0;MA5_Method=0;MA5_Method,F=0;MA5_Method,1=0;MA5_Method,2=0;MA5_Method,3=0;MA5_Shift=0;MA5_Shift,F=0;MA5_Shift,1=0;
MA5_Shift,2=0;MA5_Shift,3=0;

i have doubts about the these results though, because of the "Modelling quality n/a" info.

any thoughts on how to improve this?

tnks,

nmtlopes

I am posting the template on the main page also. Sometimes I use candles sometimes bars, whatever is easier to read in the particular case...

thanks a lot Jiva....I think with GBPUSD 1h on v5 we are getting somewhere...or perhaps just me starting to understand the ea.....but in anyway positive!!

modelling quality still s.... but not most important now i assume

Hi,
good to hear from you.
thank you for putting some time into helping with this.
Thank you for posting your results.
There seems to be a lot of extra information printed in the post making it a little hard to read. A good way to post results is to right click on the report after the test has run, save report to desktop. Open the report and copy and paste the details of the settings into the post.
Yes, modeling quality is bug a boo. I am trying to figure out how to improve that myself.
Going to tools in the menu, entering history and downloading data for the 1m sometimes helps, but not always. I will be trying to get some information how to make this better. Someone out there has that information. We'll find them.
I am also using FXDD Malta for my live accounts and demos but will be setting up demos from other brokers over the next little while to run tests and demos with them also.
I do have FXDD Malta at 90% with no miss matched errors for this last test for 1 year. So that is encouraging.

Working on getting that bug a boo taken care of...

change of settings in v5: t/p 1 30 pips t/p2 50 pips, s/l 150

The strategy has 2 large double losses which work out as 1200 USD out of total loss of 1202. So if we get rid of those 2 situations the ea would be practically flawless.

However I have no clue how we can solve those 2 s/l.

Here are the details:

GBPUSD (Great Britain Pound vs US Dollar) Period1 Hour (H1) 2009.07.01 00:00 - 2010.07.12 23:00 (2009.07.01 - 2010.07.13) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=8435501; GMTOffset=2; TradeStartHour=5; TradeEndHour=9; Lots=0.1; TakeProfit1=30; TrailingStop1=80; TakeProfit2=50; TrailingStop2=100; StopLoss=150; PendingPips=30; ExpireCandles=10; DelayOrder2=20; CheckSlope=true; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=false; T3MA_name="T3MA"; T3MA_Periods=8; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=38; Channel_EMAShift=0; ShowComment=false; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=5; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=12; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=20; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=55; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=197; MA5_Method=0; MA5_Shift=0;
and the result:
Bars in test 7344
Ticks modelled 13715570
Modelling quality n/a
Mismatched charts errors 154712
Initial deposit 50000.00
Total net profit 867.06
Gross profit 2069.30
Gross loss -1202.24
Profit factor 1.72
Expected payoff 11.41
Absolute drawdown 116.54
Maximal drawdown 736.08 (1.45%)
Relative drawdown 1.45% (736.08)
Total trades 76
Short positions (won %) 34 (88.24%)
Long positions (won %) 42 (83.33%)
Profit trades (% of total) 65 (85.53%)
Loss trades (% of total) 11 (14.47%)
Largest
profit trade 50.00
loss trade -151.05
Average
profit trade 31.84
loss trade -109.29
Maximum
consecutive wins (profit in money) 24 (759.88)
consecutive losses (loss in money) 2 (-302.10)
Maximal
consecutive profit (count of wins) 759.88 (24)
consecutive loss (count of losses) -302.10 (2)
Average
consecutive wins 8
consecutive losses 2

You see how we are doing this....
Thank you for your work. Your time and effort..
If you post the charts showing where the losses were I can look at them and maybe suggest some changes.
What I see right away just from the data:

GBPUSD (Great Britain Pound vs US Dollar) Period1 Hour (H1) 2009.07.01 00:00 - 2010.07.12 23:00 (2009.07.01 - 2010.07.13) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=8435501; GMTOffset=2; TradeStartHour=5; TradeEndHour=9; Lots=0.1; TakeProfit1=30; TrailingStop1=80; TakeProfit2=50; TrailingStop2=100; StopLoss=150; PendingPips=30; ExpireCandles=10; DelayOrder2=20; CheckSlope=true; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=false; T3MA_name="T3MA"; T3MA_Periods=8; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=38; Channel_EMAShift=0; ShowComment=false; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=5; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=12; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=20; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=55; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=197; MA5_Method=0; MA5_Shift=0;

Ticks modelled 13715570
Modelling quality n/a
Mismatched charts errors 154712

Slope check is a function very rarely used if at all. Better set as false.
Modelling quality is very important. It is said that n/a is as good as no test at all.
This modeling quality issue is something I am searching at present how to get a reliable source of data for the test.
One thing that can help but doesn't always is going to tools menu selecting history and then downloading the 1min data for the pair.
Please state which broker you are using. Alpari for this test?
I cannot seem to get acceptable modeling quality from their demo.
Working on fixing this issue..:nerd:

In the meantime if you want to play a little. Try setting T3MA to 400 and slope check to false. Run it again.
If I can see the charts where the losses were maybe I can see an adjustment.
I'll run your settings on FXDD.
Thanks again. I know this is very time consuming. These tests take a while.

It is like Taiyakixz has reminded me first is the strategy then comes the curve fitting.
So it looks like your strategy is to trade the European mkt open.
I have run your settings but changed a couple of parameters.
Using fxdd:
The chart shows one of the bad trades. The other bad trade was similar. The usual "sell at the bottom buy at the top syndrome". It seems even robots have that Achilles heel.
Am running your settings again and changing a few more things. Let's see..
SymbolGBPUSD (Great Britain Pound vs. United States Dollar) Period1 Hour (H1) 2009.07.01 00:00 - 2010.07.12 23:00 (2009.07.01 - 2010.07.13) ModelEvery tick (the most precise method based on all available least timeframes) ParametersiMagicNumber=532753; GMTOffset=3; TradeStartHour=5; TradeEndHour=9; Lots=0.1; TakeProfit1=25; TrailingStop1=80; TakeProfit2=50; TrailingStop2=100; StopLoss=150; PendingPips=35; ExpireCandles=10; DelayOrder2=20; CheckSlope=false; DSS_name="Robby DSS Bressert Colored with alert v1.1"; DSS_EMA=8; DSS_stoch=13; Use_T3MA=false; T3MA_name="T3MA"; T3MA_Periods=400; T3MA_VolumeFactor=0.7; Channel_EMAPeriod=38; Channel_EMAShift=0; ShowComment=true; EXP_MA_1="-------- MA settings --------"; EXP_MA_2="-- Method 0:SMA, 1:EMA, 2:SMMA, 3:LWMA"; EXP_MA_3="-- Timeframe 0:current or minutes"; Use_MA1=false; MA1_Timeframe=0; MA1_Period=0; MA1_Method=1; MA1_Shift=0; Use_MA2=false; MA2_Timeframe=0; MA2_Period=0; MA2_Method=1; MA2_Shift=0; Use_MA3=false; MA3_Timeframe=0; MA3_Period=0; MA3_Method=1; MA3_Shift=0; Use_MA4=false; MA4_Timeframe=0; MA4_Period=0; MA4_Method=1; MA4_Shift=0; Use_MA5=false; MA5_Timeframe=0; MA5_Period=0; MA5_Method=0; MA5_Shift=0;
Bars in test6273Ticks modelled10624353Modelling quality90.00% Mismatched charts errors2




Initial deposit10000.00



Total net profit798.87Gross profit1399.99Gross loss-601.11 Profit factor2.33Expected payoff13.31

Absolute drawdown82.00Maximal drawdown426.31 (3.93%)Relative drawdown3.93% (426.31)
Total trades60Short positions (won %)30 (86.67%)Long positions (won %)30 (93.33%)
Profit trades (% of total)54 (90.00%)Loss trades (% of total)6 (10.00%) Largestprofit trade50.40loss trade-150.16 Averageprofit trade25.93loss trade-100.19 Maximumconsecutive wins (profit in money)24 (549.60)consecutive losses (loss in money)2 (-300.31) Maximalconsecutive profit (count of wins)549.60 (24)consecutive loss (count of losses)-300.31 (2) Averageconsecutive wins11consecutive losses2