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Modifications include:
1.) allow for trading on multiple pairs/charts in same account
2.) User Variable TimeBegin & TimeEnd for (re)placing stop orders
3.) User Variable TimeDelete for deleting unexecuted orders at end of trading day.
on 5m GBPUSD data from 8/30/04 & 1m GBPUSD data from 6/16/04 (IBFX bid based) and the parameter set* attached, backtest (for what it's worth) returned the following:
*(save the parameter set to "Presets" & "Tester" Folders, then load through "F7, Inputs" and
"Expert Properties" for Chart & StrategyTester respectively.)
Bars in test 80524
Ticks modelled 1598148
Modelling quality 90.00%
Initial deposit 2000.00
Total net profit 3267.13
Gross profit 12393.42
Gross loss -9126.30
Profit factor 1.36
Expected payoff 5.29
Absolute drawdown 214.47
Maximal drawdown (%) 1046.72 (25.7%)
Total trades 618
Short positions (won %) 308 (62.99%)
Long positions (won %) 310 (59.35%)
Profit trades (% of total) 378 (61.17%)
Loss trades (% of total) 240 (38.83%)
Largest
profit trade 55.17
loss trade -85.00
Average
profit trade 32.79
loss trade -38.03
Maximum
consecutive wins (profit in money) 27 (904.23)
consecutive losses (loss in money) 8 (-422.00)
Maximal
consecutive profit (count of wins) 904.23 (27)
consecutive loss (count of losses) -422.00 (8)
Average
consecutive wins 5
consecutive losses 3
I found an other version of this EA. May be it is the same which was already posted here. I do not know. The author tested it with defauls settings, m5, 7 pairs and 0.1 lot having results.
Last edited by newdigital; 10-11-2005 at 02:22 AM.
New Version of Envelope ... refined, edited, will trade multiple pairs/charts in same account w/o conflict, will sendmail() trade results to email/sms address when trade closed. (DeleteOrders==true) will delete all open StopOrders, default=false. Double (variable)TimeDelete incorporated into OrderExpiration(). Use 0.4 EnvDeviation GBPUSD & 0.57 EURUSD.
Last edited by newdigital; 10-21-2005 at 10:02 AM.
sorry for all the updates, when i see something in the code that can be improved or streamlined i do it, but i'm not sure if it warrants a version number change. i too am testing on ibfx demo, defaults USD majors, and when the account expires i'll change the version number so that everyone can be sure to have the latest mod...
Linear Mode
