EA super extrimv.2

Strategy Tester Report

EA super extrimv.2

MetaQuotes-Demo (Build 1361)

 

交易品种		EURUSD (Euro vs US Dollar)
时间周期		15 分钟图 2020.01.01 22:00 – 2021.12.30 23:45 (2020.01.01 – 2022.01.01)
复盘模型		每个即时价格(基于所有可利用的最小时段的每一个价格的分形插值计算)
参数		TakeProfit=25; Lots=0.01; InitialStop=300; TrailingStop=200; MaxTrades=10; Multiplier=1.2; Pips=7; OrderstoProtect=6; Money_management=false; AccountType=2; risk=0.5; ReverseSignal=false; UseTimeFilter=false; StopTrade=18; StartTrade=19; ExtDepth=100; ExtDeviation=75; ExtBackstep=15;
经测试过的柱数	50080	用于复盘的即时价数量	904424	复盘模型的质量	90.00%
输入图表错误	0
起始资金	10000.00			点差	3
总净盈利	-1249.82	总获利	5670.70	总亏损	-6920.52
盈利比	0.82	预期盈利	-0.03
绝对亏损	1259.61	最大亏损	1291.04 (12.87%)	相对亏损	12.87% (1291.04)
交易单总计	41225	卖单 (%获利百分比)	21232 (65.74%)	买单 (%获利百分比)	19993 (65.66%)
		盈利交易(%占总百分比)	27085 (65.70%)	亏损交易(%占总百分比)	14140 (34.30%)
最大:		获利交易	0.26	亏损交易	-3.71
平均		获利交易	0.21	亏损交易	-0.49
最大:		连续获利金额	40 (6.90)	连续亏损金额	16 (-35.12)
最多:		连续获利次数	6.99 (32)	连续亏损次数	-35.12 (16)
平均:		连续获利	6	连续亏损	3

//+——————————————————————+
//| EA Super Extrim.mq4 |
//| Bambang Hariyono |
//| http://www.bahary84@yahoo.com |
//+——————————————————————+
#property copyright “Super Extrim”
#property link “http://www.bahary84@yahoo.com”

extern double TakeProfit = 25;
extern double Lots = 0.01;
extern double InitialStop = 300;
extern double TrailingStop = 200;
extern int MaxTrades = 10;
extern double Multiplier = 1.2;
extern int Pips = 7;
extern int OrderstoProtect = 6;
extern bool Money_management = false;
extern int AccountType = 2; //0: Standard account(NorthFinance,MiG,Alpari) 1: Normal account(FXLQ,FXDD) 2:InterbankFX’s NANO Account
extern double risk = 0.5;
extern bool ReverseSignal = false;
extern bool UseTimeFilter=false;
extern int StopTrade = 18;
extern int StartTrade = 19;

extern int ExtDepth=100;
extern int ExtDeviation=75;
extern int ExtBackstep=15;
int Urgency=2;

datetime TimeStamp=0;
int OpenOrders=0, cnt=0;
int slippage=5;
double sl=0, tp=0;
double BuyPrice=0, SellPrice=0;
double lotsi=0, mylotsi=0;
int mode=0, myOrderType=0;
bool ContinueOpening=True;
double LastPrice=0;
int PreviousOpenOrders=0;
double Profit=0;
int LastTicket=0, LastType=0;
double LastClosePrice=0, LastLots=0;
double PipValue=0;
string text=””, text2=””,text3=””,text4=””;

//+——————————————————————+
//| expert initialization function |
//+——————————————————————+
int init()
{

//—-

//—-
return(0);
}
//+——————————————————————+
//| expert deinitialization function |
//+——————————————————————+
int deinit()
{
//—-

//—-
return(0);
}
//+——————————————————————+
//| expert start function |
//+——————————————————————+
int start()
{

double MinLots = NormalizeDouble((MarketInfo(Symbol(), MODE_MINLOT)),2);
double MaxLots = NormalizeDouble((MarketInfo(Symbol(), MODE_MAXLOT)),2);
double LotSizeValue = NormalizeDouble((MarketInfo(Symbol(), MODE_LOTSIZE)),0);
double PipValue=MarketInfo(Symbol(),16);

if(Money_management)
{
switch(AccountType)
{
case 0: lotsi=NormalizeDouble(MathCeil((risk*AccountEquity())/10000)/10,1); break;
case 1: lotsi=NormalizeDouble((risk*AccountEquity())/100000,2); break;
case 2: lotsi=NormalizeDouble((risk*AccountEquity())/1000,2); break;
default: lotsi=NormalizeDouble(MathCeil((risk*AccountEquity())/10000)/10,1); break;
}
}
else
{
lotsi=Lots;
}

if(lotsi<MinLots){lotsi=MinLots;}
if(lotsi>MaxLots){lotsi=MaxLots;}

OpenOrders=0;
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol()==Symbol())
{
OpenOrders++;
}
}
if (PreviousOpenOrders>OpenOrders)
{
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
mode=OrderType();
if (OrderSymbol()==Symbol())
{
if (mode==OP_BUY) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Blue); }
if (mode==OP_SELL) { OrderClose(OrderTicket(),OrderLots(),OrderClosePrice(),slippage,Red); }
return(0);
}
}
}

PreviousOpenOrders=OpenOrders;
if (OpenOrders>=MaxTrades)
{
ContinueOpening=False;
} else {
ContinueOpening=True;
}

if (LastPrice==0)
{
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
mode=OrderType();
if (OrderSymbol()==Symbol())
{
LastPrice=OrderOpenPrice();
if (mode==OP_BUY) { myOrderType=1; }
if (mode==OP_SELL) { myOrderType=2; }
}
}
}

if (OpenOrders<1)
{
if (UseTimeFilter)
{//check trading time
if (Hour()>StopTrade && Hour()<StartTrade)
{Comment(” Medeni Brow…!”);
return(0);}//End of trading time check
}

myOrderType=ZIGZAG();

if (ReverseSignal)
{
if (myOrderType==1) { myOrderType=2; }
else { if (myOrderType==2) { myOrderType=1; } }
}
}

// if we have opened positions we take care of them
for(cnt=OrdersTotal();cnt>=0;cnt–)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol() == Symbol())
{
if (OrderType()==OP_SELL)
{
if (TrailingStop>0)
{
if (OrderOpenPrice()-Ask>=(TrailingStop*Point+Pips*Point))
{
if (OrderStopLoss()>(Ask+Point*TrailingStop))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Ask+Point*TrailingStop,OrderClosePrice()-TakeProfit*Point-TrailingStop*Point,800,Purple);
return(0);
}
}
}
}

if (OrderType()==OP_BUY)
{
if (TrailingStop>0)
{
if (Bid-OrderOpenPrice()>=(TrailingStop*Point+Pips*Point))
{
if (OrderStopLoss()<(Bid-Point*TrailingStop))
{
OrderModify(OrderTicket(),OrderOpenPrice(),Bid-Point*TrailingStop,OrderClosePrice()+TakeProfit*Point+TrailingStop*Point,800,Yellow);
return(0);
}
}
}
}
}
}

Profit=0;
LastTicket=0;
LastType=0;
LastClosePrice=0;
LastLots=0;
for(cnt=0;cnt<OrdersTotal();cnt++)
{
OrderSelect(cnt, SELECT_BY_POS, MODE_TRADES);
if (OrderSymbol()==Symbol())
{
LastTicket=OrderTicket();
if (OrderType()==OP_BUY) { LastType=OP_BUY; }
if (OrderType()==OP_SELL) { LastType=OP_SELL; }
LastClosePrice=OrderClosePrice();
LastLots=OrderLots();
if (LastType==OP_BUY)
{
//Profit=Profit+(Ord(cnt,VAL_CLOSEPRICE)-Ord(cnt,VAL_OPENPRICE))*PipValue*Ord(cnt,VAL_LOTS);
if (OrderClosePrice()<OrderOpenPrice())
{ Profit=Profit-(OrderOpenPrice()-OrderClosePrice())*OrderLots()/Point; }
if (OrderClosePrice()>OrderOpenPrice())
{ Profit=Profit+(OrderClosePrice()-OrderOpenPrice())*OrderLots()/Point; }
}
if (LastType==OP_SELL)
{
//Profit=Profit+(Ord(cnt,VAL_OPENPRICE)-Ord(cnt,VAL_CLOSEPRICE))*PipValue*Ord(cnt,VAL_LOTS);
if (OrderClosePrice()>OrderOpenPrice())
{ Profit=Profit-(OrderClosePrice()-OrderOpenPrice())*OrderLots()/Point; }
if (OrderClosePrice()<OrderOpenPrice())
{ Profit=Profit+(OrderOpenPrice()-OrderClosePrice())*OrderLots()/Point; }
}
//Print(Symbol,”:”,Profit,”,”,LastLots);
}
}

Profit=Profit*PipValue;
text2=”Profit: $”+DoubleToStr(Profit,2)+” +/-“;
if (OpenOrders>=OrderstoProtect)
{
//Print(Symbol,”:”,Profit);
if ((Profit>=(AccountBalance()*(risk/100) && Money_management)) || (Profit>=(lotsi*(LotSizeValue/100)) && !Money_management))
{
OrderClose(LastTicket,LastLots,LastClosePrice,slippage,Yellow);
ContinueOpening=False;
return(0);
}
}

if (!IsTesting())
{
if (myOrderType==3) { text=”Membidik Sasaran”; }
else { text=” “; }
Comment(
“\n Trading Extrim”);
}

if (myOrderType==2 && ContinueOpening)
{
if ((Bid-LastPrice)>=Pips*Point || OpenOrders<1)
{
SellPrice=Bid;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=SellPrice-TakeProfit*Point; }
if (InitialStop==0) { sl=0; }
else { sl=NormalizeDouble(SellPrice+InitialStop*Point + (MaxTrades-OpenOrders)*Pips*Point, Digits); }
if (OpenOrders!=0)
{
mylotsi=lotsi;
for(cnt=1;cnt<=OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*Multiplier,2); }
}
} else { mylotsi=lotsi; }
if (mylotsi>10) { mylotsi=10; }
OrderSend(Symbol(),OP_SELL,mylotsi,SellPrice,slippage,sl,tp,”OP Sell masuk kandang”,0,Red);
return(0);
}
}

if (myOrderType==1 && ContinueOpening)
{
if ((LastPrice-Ask)>=Pips*Point || OpenOrders<1)
{
BuyPrice=Ask;
LastPrice=0;
if (TakeProfit==0) { tp=0; }
else { tp=BuyPrice+TakeProfit*Point; }
if (InitialStop==0) { sl=0; }
else { sl=NormalizeDouble(BuyPrice-InitialStop*Point – (MaxTrades-OpenOrders)*Pips*Point, Digits); }
if (OpenOrders!=0) {
mylotsi=lotsi;
for(cnt=1;cnt<=OpenOrders;cnt++)
{
if (MaxTrades>12) { mylotsi=NormalizeDouble(mylotsi*1.5,2); }
else { mylotsi=NormalizeDouble(mylotsi*Multiplier,2); }
}
} else { mylotsi=lotsi; }
if (mylotsi>5) { mylotsi=5; }
OrderSend(Symbol(),OP_BUY,mylotsi,BuyPrice,slippage,sl,tp,”OP Buy masuk kandang”,0,Blue);
return(0);
}
}

//—-
return(0);
}
//+——————————————————————+

int ZIGZAG()
{
myOrderType=3;
int i, candle;
double ZigZag;
int CurrentCondition;

while(candle<100)
{
ZigZag=iCustom(NULL,0,”ZigZag”, ExtDepth,ExtDeviation,ExtBackstep, 0,candle);
if(ZigZag!=0) break;
candle++;
}
if(candle>99) return(0);
if(ZigZag==High[candle])
myOrderType=2;
else if(ZigZag==Low[candle])
myOrderType=1;

/*
double MACDMainCurr=iMACD(NULL,0,Fast_EMA,Slow_EMA,Signal_SMA,PRICE_CLOSE,MODE_MAIN,Shift);
double MACDSigCurr=iMACD(NULL,0,Fast_EMA,Slow_EMA,Signal_SMA,PRICE_CLOSE,MODE_SIGNAL,Shift);
double MACDMainPre=iMACD(NULL,0,Fast_EMA,Slow_EMA,Signal_SMA,PRICE_CLOSE,MODE_MAIN,Shift+1);
double MACDSigPre=iMACD(NULL,0,Fast_EMA,Slow_EMA,Signal_SMA,PRICE_CLOSE,MODE_SIGNAL,Shift+1);

double SellRange=TradingRange*Point;
double BuyRange=(TradingRange-(TradingRange*2))*Point;

if(MACDMainCurr>MACDSigCurr && MACDMainPre<MACDSigPre && MACDSigPre<BuyRange && MACDMainCurr<0 && TimeStamp!=iTime(NULL,0,0)) {myOrderType=2; TimeStamp=iTime(NULL,0,0);}
if(MACDMainCurr<MACDSigCurr && MACDMainPre>MACDSigPre && MACDSigPre>SellRange && MACDMainCurr>0 && TimeStamp!=iTime(NULL,0,0)) {myOrderType=1; TimeStamp=iTime(NULL,0,0);}

text3=DoubleToStr(SellRange,Digits);
text4=DoubleToStr(BuyRange,Digits);
*/
if(candle<=Urgency){return(myOrderType);}
else
return(0);
}