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ADX ATR波动EA (EM_VOL)

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发表于 2013-7-21 13:37:13 | 显示全部楼层 |阅读模式
该EA是使用了ADX和ATR作为原理基础,当ADX小于30,开一个Buy Stop,价位是High+ATR(14)

同时开一个Sell Stop, 价位是Low-ATR(14)

同时还有一套不错的资金管理系统

测试结果如下:
Strategy Tester Report
EM_VOL
EGlobal-PAMM (Build 427)

SymbolEURUSD (Euro vs US Dollar)
Period1 Hour (H1) 2012.02.08 00:00 - 2012.06.25 21:00
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersMMType=1; UseClose=false; UseAdd=true; LotExponent=1.2; slip=3; Lots=0.02; LotsDigits=2; TakeProfit=100; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=100; MaxTrades=30; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=true; UseTimeOut=false; MaxTradeOpenHours=2; MaximumRisk=0.001;
Bars in test
2452
Ticks modelled
927548
Modelling quality
90.14%
Mismatched charts errors
9


Initial deposit
10000.00


Total net profit
250.82
Gross profit
514.67
Gross loss
-263.86
Profit factor
1.95
Expected payoff
0.71

Absolute drawdown
297.54
Maximal drawdown
330.30 (3.29%)
Relative drawdown
3.29% (330.30)
Total trades
352
Short positions (won %)
202 (72.28%)
Long positions (won %)
150 (52.67%)

Profit trades (% of total)
225 (63.92%)
Loss trades (% of total)
127 (36.08%)
Largest
profit trade
83.14
loss trade
-35.70
Average
profit trade
2.29
loss trade
-2.08
Maximum
consecutive wins (profit in money)
19 (38.66)
consecutive losses (loss in money)
7 (-81.96)
Maximal
consecutive profit (count of wins)
84.36 (6)
consecutive loss (count of losses)
-81.96 (7)
Average
consecutive wins
4
consecutive losses
2

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