pSAR bug

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Name:
pSAR bug
Author: tonny (2010.01.21 10:00)
Downloaded: 3346
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pSAR bug 1
 pSAR bug.mq4 (4.7 Kb) View
An expert advisor designed to open and close respective orders at the first parabolic SAR signal. Its performance depends on the custom parameters of stop loss, take profit, trailing stop and lot size for opening trades. If the last time you were here this red note wasnt here please download the version available at this moment. From this version onwards the trailing stop should be manually entered in your orders as i try to put a more effective trailingstop script.

 

pSAR bug 2

 

 

Strategy Tester Report
pSAR bug
Btrader-Real (Build 225)
Symbol EURJPY (Euro vs Japanese Yen)
Period 1 Hour (H1) 2010.01.04 00:00 - 2010.01.20 23:00 (2010.01.01 - 2010.01.21)
Model Every tick (the most precise method based on all available least timeframes)
Parameters StopLoss=40; TakeProfit=70; Lots=10; TrailingStop=30;
Bars in test 886 Ticks modelled 198037 Modelling quality 90.00%
Mismatched charts errors 0
Initial deposit 10000.00
Total net profit 40705.62 Gross profit 93454.67 Gross loss -52749.05
Profit factor 1.77 Expected payoff 1507.62
Absolute drawdown 1741.78 Maximal drawdown 20393.39 (34.61%) Relative drawdown 43.66% (14046.28)
Total trades 27 Short positions (won %) 14 (64.29%) Long positions (won %) 13 (30.77%)
Profit trades (% of total) 13 (48.15%) Loss trades (% of total) 14 (51.85%)
Largest profit trade 7622.78 loss trade -4387.12
Average profit trade 7188.82 loss trade -3767.79
Maximum consecutive wins (profit in money) 4 (30453.47) consecutive losses (loss in money) 4 (-17453.31)
Maximal consecutive profit (count of wins) 30453.47 (4) consecutive loss (count of losses) -17453.31 (4)
Average consecutive wins 2 consecutive losses 2
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pSAR bug 3

Symbol EURUSDFXF (Euro vs US Dollar)
Period 1 Hour (H1) 2007.03.30 17:01 - 2011.09.30 00:59 (2007.03.01 - 2011.06.20)
Model Every tick (the most precise method based on all available least timeframes)
Parameters MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; UseStopLoss=false; StopLossLong=0; StopLossShort=0; UseTakeProfit=false; TakeProfitLong=0; TakeProfitShort=0; UseTrailingStop=false; TrailingStopLong=0; TrailingStopShort=0; StepLong=0.01; StepShort=0.01; StepMAXLong=0.2; StepMAXShort=0.2; _startPeriod1="00:00"; _endPeriod1="23:59"; _startPeriod2="14:00"; _endPeriod2="14:59"; _startPeriod3="14:00"; _endPeriod3="14:59";
Bars in test 28117 Ticks modelled 34632921 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1000000.00
Total net profit 37850.00 Gross profit 466646.00 Gross loss -428796.00
Profit factor 1.09 Expected payoff 27.47
Absolute drawdown 6032.00 Maximal drawdown 24796.00 (2.43%) Relative drawdown 2.43% (24796.00)
Total trades 1378 Short positions (won %) 689 (35.41%) Long positions (won %) 689 (40.49%)
Profit trades (% of total) 523 (37.95%) Loss trades (% of total) 855 (62.05%)
Largest profit trade 6208.00 loss trade -3010.00
Average profit trade 892.25 loss trade -501.52
Maximum consecutive wins (profit in money) 6 (3844.00) consecutive losses (loss in money) 14 (-3544.00)
Maximal consecutive profit (count of wins) 7568.00 (4) consecutive loss (count of losses) -10484.00 (11)
Average consecutive wins 2 consecutive losses 3
Symbol EURUSDFXF (Euro vs US Dollar)
Period 1 Hour (H1) 2007.03.30 17:01 - 2011.09.30 00:59 (2007.03.01 - 2011.06.20)
Model Every tick (the most precise method based on all available least timeframes)
Parameters MagicNumber=0; SignalMail=false; EachTickMode=true; Lots=1; Slippage=3; UseStopLoss=false; StopLossLong=0; StopLossShort=0; UseTakeProfit=false; TakeProfitLong=0; TakeProfitShort=0; UseTrailingStop=false; TrailingStopLong=0; TrailingStopShort=0; StepLong=0.02; StepShort=0.02; StepMAXLong=0.2; StepMAXShort=0.2; _startPeriod1="00:00"; _endPeriod1="23:59"; _startPeriod2="14:00"; _endPeriod2="14:59"; _startPeriod3="14:00"; _endPeriod3="14:59";
Bars in test 28117 Ticks modelled 34632921 Modelling quality 99.00%
Mismatched charts errors 0
Initial deposit 1000000.00
Total net profit 13522.00 Gross profit 557944.00 Gross loss -544422.00
Profit factor 1.02 Expected payoff 6.29
Absolute drawdown 2684.00 Maximal drawdown 38428.00 (3.70%) Relative drawdown 3.70% (38428.00)
Total trades 2151 Short positions (won %) 1076 (36.25%) Long positions (won %) 1075 (38.42%)
Profit trades (% of total) 803 (37.33%) Loss trades (% of total) 1348 (62.67%)
Largest profit trade 5756.00 loss trade -3226.00
Average profit trade 694.82 loss trade -403.87
Maximum consecutive wins (profit in money) 6 (4310.00) consecutive losses (loss in money) 12 (-4384.00)
Maximal consecutive profit (count of wins) 9666.00 (4) consecutive loss (count of losses) -6234.00 (5)
Average consecutive wins 2 consecutive losses

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