EMAplusWPRv1_1

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EMAplusWPRv1_1
作者: 旅遊18 (2011.03.30 09:24)
已下載: 5067
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實際版本 : http://codebase.mql4.com/7746

Expert advisor that trade in the trend of EMA and buy/sell signals get from Williams %R

I have tried to create an Expert advisor that could by traded with 1000 歐元起始資產並儘量減少回撤. Hope you like it. I appreciate every feedback.

Optimized for EURUSD 5 分鐘

I have removed some bugs, changed position sizing, you define the % of your account you want to risk on a single trade. I added simple trailing stop, if trailingStop = 0, then it is disabled.

You use it on your own risk. I am not responsible for your loss, you have to change, test and optimize it for your purpose.

輸入:

extern double takeProfit      = 200;      // take profit
extern double maxStopLoss     = 50;       // stop loss

extern double maxLots         = 10;       // max lots per position
extern double maxContracts    = 2;        // max open positions, 2 is optimal for smoother equity

extern double EMA             = 144;      // EMA to identify trend
extern int    iWPRPeriod      = 46;       // Williams' Percentage Range to determine buy/sell signals
       int    iWPRretracement = 30;       // retracement of Williams' Percentage to allow next trade
extern double trailingStop    = 50;       // 追踪止損, 使用 0 to disable trailing stop
extern int    risk            = 2;        // % of account you want to risk on a trade
extern double magicNumber     = 13131;

Strategy Tester Report

EMAplusWPRv1_1
XTrade-MT4 Demo (建造 229)
象徵 歐元美元 (歐元兌美元)
時期 5 分鐘 (M5) 2010.01.04 00:00 - 2011.02.01 23:55 (2010.01.04 - 2011.02.02)
模型 每一個刻度 (基於所有可用的最短時間範圍的最精確方法)
參數 takeProfit=200; maxStopLoss=50; maxLots=0.1; maxContracts=2; EMA=144; iWPRPeriod=46; trailingStop=50; risk=6; magicNumber=13131;
Bars in test 59025 Ticks modelled 7365767 Modelling quality n/a
圖表錯誤不匹配 8220
初始保證金 1000.00
Total net profit 1635.88 毛利 4478.56 Gross loss -2842.67
利潤係數 1.58 Expected payoff 3.92
Absolute drawdown 22.16 Maximal drawdown 249.69 (10.77%) Relative drawdown 12.99% (188.82)
總交易 417 Short positions (韓元 %) 198 (67.68%) Long positions (韓元 %) 219 (73.52%)
利潤交易 (% 總計) 295 (70.74%) 虧損交易 (% 總計) 122 (29.26%)
最大 profit trade 67.23 loss trade -39.62
平均的 profit trade 15.18 loss trade -23.30
最大限度 連續獲勝 (profit in money) 20 (273.93) consecutive losses (loss in money) 6 (-142.17)
Maximal consecutive profit (count of wins) 326.42 (15) consecutive loss (count of losses) -142.17 (6)
平均的 連續獲勝 4 consecutive losses 2

EMAplusWPRv1_1 1

To use my position sizing increase the maxLots size and define the risk - 多少 % of your account you want to risk on a single trade.

For position sizing I use the following code:

   minAllowedLot  =  MarketInfo(象徵(), MODE_MINLOT);    //IBFX= 0.10
   lotStep        =  MarketInfo(象徵(), MODE_LOTSTEP);   //IBFX= 0.01
   maxAllowedLot  =  MarketInfo(象徵(), MODE_MAXLOT );   //IBFX=50.00

   balance = AccountBalance();  
   ilo   =  ((平衡 * 風險 / 100) / maxStopLoss); 

   lots  =  NormalizeDouble(ilo, 0) * 手數步驟;

   如果 (很多 < minAllowedLot)  lots = minAllowedLot;
   如果 (很多 > maxLots)        lots = maxLots;
   如果 (很多 > maxAllowedLot)  lots = maxAllowedLot;

Strategy Tester Report

EMAplusWPRv1_1 + position sizing
XTrade-MT4 Demo (建造 229)
象徵 歐元美元 (歐元兌美元)
時期 5 分鐘 (M5) 2010.01.04 00:00 - 2011.02.01 23:55 (2010.01.04 - 2011.02.02)
模型 每一個刻度 (基於所有可用的最短時間範圍的最精確方法)
參數 takeProfit=200; maxStopLoss=50; maxLots=10; maxContracts=2; EMA=144; iWPRPeriod=46; trailingStop=50; risk=6; magicNumber=13131;
Bars in test 59025 Ticks modelled 7365767 Modelling quality n/a
圖表錯誤不匹配 8220
初始保證金 1000.00
Total net profit 4655.80 毛利 13740.16 Gross loss -9084.36
利潤係數 1.51 Expected payoff 11.16
Absolute drawdown 22.16 Maximal drawdown 1139.43 (28.08%) Relative drawdown 28.08% (1139.43)
總交易 417 Short positions (韓元 %) 198 (67.68%) Long positions (韓元 %) 219 (73.52%)
利潤交易 (% 總計) 295 (70.74%) 虧損交易 (% 總計) 122 (29.26%)
最大 profit trade 268.93 loss trade -256.75
平均的 profit trade 46.58 loss trade -74.46
最大限度 連續獲勝 (profit in money) 20 (353.21) consecutive losses (loss in money) 6 (-354.36)
Maximal consecutive profit (count of wins) 1466.13 (15) consecutive loss (count of losses) -664.91 (4)
平均的 連續獲勝 4 consecutive losses 2

EMAplusWPRv1_1 2

 

9 評論 發表新評論, 請 登錄 或者 登記

genial!!!!!

01.06.2011 06:11 ea20102010

EMAplusWPRv1_1 3
19.05.2011 01:16 Pityka888

but its a great job m8

03.05.2011 20:32 zaratrau

with me doesnt work at all

03.05.2011 20:20 zaratrau

你好, congratulations for your EA, I am already using it on real, however with 500 usd start deposit. It is doing ok so far for a month and a half.

The new version, 儘管如此, will not open trades correctly, it will start with 0.01 很多, Broker STS Finance, and will not increase it. Please vefify this it might be just a little bug 🙂

建議: You might include MACD 4H filter, and open trades only in the direction of relationship of Convergence/divergence bars and signal line. This is only suggestion not mandatory, the EA worsk ok so far as I said.

乾杯,

Vladimir Draganov

[email protected]

11.04.2011 20:19 vlddrg

Can i ask you, how can i set my own lot size with this EA.

I am a beginner so i hope some one can teach me, Thank you.

31.03.2011 21:22 nomis

你好,

thanks for new version.

you should make a backtest from 2011.02.02 在, because the last version made only losses since then.

Re

31.03.2011 09:21 KlamseN

the trailingStop does not trail at all
30.03.2011 14:06 razoff

你好

Can you help me to create a Bollinger Bands and Stochastic in 1 劇本 ?

so that i can use it in my expert advisor

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作者: 外匯維基團隊
我們是一支經驗豐富的外匯交易員團隊 [2000-2023] 致力於以我們自己的方式生活的人. 我們的主要目標是實現財務獨立和自由, 我們追求自我教育並在外匯市場上獲得豐富的經驗,以此作為實現自我可持續生活方式的手段.