Quote:
Originally Posted by freemenn
you using M15 timeframe? If i am not wrong it should be 4H
Anyway, will test this.
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Yes for only M1&2 as it stopout in short time in higher tfs but in lower time frames working goo . Now M5 underway having very good result lot allowed max. o.1 , ts 49 & may be some modification I did .already 105000 for 1071 trades .
fontu
followup:
done M1&2 fast test in M5 tf & thinking can be improved with more lots to do.
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Strategy Tester Report
Combine M1 & M2
Belvedere-Demo (Build 220)
Symbol EURJPY (Euro vs Japanese Yen)
Period 5 Minutes (M5) 2008.09.22 05:20 - 2008.12.05 23:04 (2007.11.06 - 2008.12.06)
Model Open prices only (only for Expert Advisors that explicitly control bar opening)
Parameters MinLots=0.1; MaxLotSize=0.1; AutoSL=false; StopLoss=199; TakeProfit1=55; TakeProfit2=77; TakeProfit3=111; TakeProfit4=135; TakeProfit5=157; TakeProfit6=222; TakeProfit7=1111; TrailingStop=49; MaximumRisk=0.06; IncreaseFactor=2; xAtr=0.8; xAtr_High=0.9; xAtr_Low=0.69; MA_PERIODE_M1=11; ATR_PERIODE=37; MA_PERIODE_M2=120; Force_Period=77; K_Period_M1=21; D_Period_M1=8; Slowing_Period_M1=8; K_Period_M2=5; D_Period_M2=3; Slowing_Period_M2=3;
Bars in test 15728 Ticks modelled 31350 Modelling quality n/a
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 124595.91 Gross profit 128384.61 Gross loss -3788.71
Profit factor 33.89 Expected payoff 89.00
Absolute drawdown 4911.06 Maximal drawdown 34470.37 (37.36%) Relative drawdown 61.16% (8014.65)
Total trades 1400 Short positions (won %) 1400 (97.07%) Long positions (won %) 0 (0.00%)
Profit trades (% of total) 1359 (97.07%) Loss trades (% of total) 41 (2.93%)
Largest profit trade 426.96 loss trade -333.13
Average profit trade 94.47 loss trade -92.41
Maximum consecutive wins (profit in money) 443 (43055.17) consecutive losses (loss in money) 20 (-3672.47)
Maximal consecutive profit (count of wins) 43055.17 (443) consecutive loss (count of losses) -3672.47 (20)
Average consecutive wins 85 consecutive losses 3