v2.008

[kenorb]

Release notes

• Indicators code refactor
• Development fixes and improvements.

Known issues

• Rider performance is performing slow, this is going to be fixed in the next release.
• Signal close filter (SCFM) param is broken, it's going to be fixed in the next release.
• Signal strategy filter param is broken and disabled. To be fixed soon.

Other notes

• Not suitable for real trading without proper knowledge or prior testing.
• For professional trading EA, you may try EA31337 VIP Preview (free version available).

Usage

• Default settings are suitable for EURUSD pair only with spread 10 points or less.
• When EA is not profitable, try optimizing params for your data by choosing better strategies.
• Check README for further details.
• Read more at Wiki pages.

Backtest

EURUSD 2020

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-d5e38d3959274d196fdd8c4099c0541ce0657b5d
                                                                     (Build 1320)

Symbol                            EURUSD (Euro vs US Dollar)
Period                            1 Minute (M1) 2020.01.01 23:41 - 2020.12.30 23:59 (2020.01.01 - 2020.12.31)
Model                             Every tick (the most precise method based on all available least timeframes)
                                  __EA_Params__=">> EA31337 Lite v2.007 build 1635091138 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=4; Strategy_M30=28; Strategy_H1=11; Strategy_H2=34; Strategy_H3=25;
Parameters                        Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __EA_Risk_Params__="-- EA's risk management --";
                                  EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MagicNumber=31337;
                                  __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1; EA_DisplayDetailsOnChart=true;
Bars in test               372155 Ticks modelled                          167831773 Modelling quality                                           24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                                   Spread                                                          10
Total net profit            20.12 Gross profit                              6914.81 Gross loss                                                -6894.69
Profit factor                1.00 Expected payoff                              0.02
Absolute drawdown          174.03 Maximal drawdown                   855.82 (8.01%) Relative drawdown                                   8.01% (855.82)
Total trades                  813 Short positions (won %)              383 (55.09%) Long positions (won %)                                430 (53.02%)
                                  Profit trades (% of total)           439 (54.00%) Loss trades (% of total)                              374 (46.00%)
                          Largest profit trade                                71.00 loss trade                                                 -133.60
                          Average profit trade                                15.75 loss trade                                                  -18.44
                          Maximum consecutive wins (profit in money)     9 (134.29) consecutive losses (loss in money)                    11 (-116.19)
                          Maximal consecutive profit (count of wins)     178.70 (5) consecutive loss (count of losses)                     -264.50 (5)
                          Average consecutive wins                                2 consecutive losses                                               2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-d5e38d3959274d196fdd8c4099c0541ce0657b5d
                                                                     (Build 1320)

Symbol                            EURUSD (Euro vs US Dollar)
Period                            1 Minute (M1) 2020.01.01 23:41 - 2020.12.30 23:59 (2020.01.01 - 2020.12.31)
Model                             Every tick (the most precise method based on all available least timeframes)
                                  __EA_Params__=">> EA31337 Advanced v2.007 build 1635091147 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=37; Strategy_M30=5; Strategy_H1=17; Strategy_H2=13; Strategy_H3=25;
                                  Strategy_H4=33; Strategy_H6=18; Strategy_H8=32; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
                                  EA_Stops_M5=0; EA_Stops_M15=28; EA_Stops_M30=21; EA_Stops_H1=17; EA_Stops_H2=26; EA_Stops_H3=23; EA_Stops_H4=8;
                                  EA_Stops_H6=8; EA_Stops_H8=33; __Strategies_Filters__="-- Strategies' filters --"; EA_SignalOpenFilterMethod=32;
Parameters                        EA_SignalCloseFilterMethod=-24; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --";
                                  EA_Task1_If=3; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2; EA_Task3_If=7; EA_Task3_Then=2; __Order_Params__="-
                                  - Orders' limits --"; EA_OrderCloseLoss=200; EA_OrderCloseProfit=0; EA_OrderCloseTime=-30; __EA_Risk_Params__="-
                                  - EA's risk management --"; EA_Risk_MarginMax=1.20000005; __EA_Trade_Params__="-- EA's trade parameters --";
                                  EA_LotSize=0; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                  EA_DisplayDetailsOnChart=true;
Bars in test               372155 Ticks modelled                      167831773 Modelling quality                                              24.99%
Mismatched charts errors        0
Initial deposit          10000.00                                               Spread                                                             10
Total net profit           420.81 Gross profit                          8078.47 Gross loss                                                   -7657.67
Profit factor                1.05 Expected payoff                          0.76
Absolute drawdown          110.66 Maximal drawdown             2053.00 (17.19%) Relative drawdown                                    17.19% (2053.00)
Total trades                  551 Short positions (won %)          182 (30.22%) Long positions (won %)                                   369 (41.19%)
                                  Profit trades (% of total)       207 (37.57%) Loss trades (% of total)                                 344 (62.43%)
                          Largest profit trade                           625.46 loss trade                                                    -167.60
                          Average profit trade                            39.03 loss trade                                                     -22.26
                          Maximum consecutive wins (profit in        8 (214.27) consecutive losses (loss in money)                       24 (-726.28)
                                  money)
                          Maximal consecutive profit (count of      1199.11 (2) consecutive loss (count of losses)                       -726.28 (24)
                                  wins)
                          Average consecutive wins                            2 consecutive losses                                                  3

Rider

n/a

Notes:

• The results can be slightly different in MetaTrader 5. To see backtest results for MT5, check the discussion below.
• Backtest results cannot reliably simulate the future outcome.

More test results

• MT4 yearly backtest results, check: docker/backtest/.
• MT4 monthly test results, check: docker/tests/.

Changelog

• EA's bug fixes and improvements.
• EA's framework bug fixes and improvements.

Which version to use?

Lite, Advanced and Rider have slightly different logic (despite sharing the same codebase).

• Lite configuration is easy to use with simple strategy configuration per timeframe, but less customizable.
• Advanced has more options to offer (more complex filters), ideally for advanced users.
• Rider is the riskiest of all as it tries to keep the orders open for longer by "riding" on the equity (which means it closes trades when EA's equity reaches certain %).

Which version to use, it's to you. Check Input parameters wiki page for more details.

For MetaTrader 4, please download file with .ex4 extension, for MetaTrader 5 use .ex5 accordingly. Beta version is the earlier release (not polished and more riskier), but it has different logic before the code refactor.

---

This discussion was created from the release v2.008.

[kenorb]

Backtest

• Symbol: EURUSD
• Period: 2019-2021.10
• Modelling: Every tick based on real ticks (default MetaQuotes Demo)
• Spread: 10pts (=1pip)
• Platform: MT5 (note: results in MT4 can be different due to different backtest algorithms)
• Parameters: default

Lite

• Deposit: 1000USD

Advanced

• Deposit: 1000USD
• Period: 2019-2021.10

• Period: 2018-2021.10

Rider

• Deposit: 4000USD
• Period: 2020-2021.10
• Modelling: 1 minute OHLC (default MetaQuotes Demo)