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The system was developed as the advisor for work in
the market Forex for currency pair EURUSD. The time interval on which
works the advisor - H1. Above you can see graph of growth of
profitableness at the initial deposit 500 $ from the beginning of 2004.
The advisor works on trading platform Metatrader and well itself has
recommended at work on real accounts. Tests for histories completely
coincide with tests for real accounts (+-2p). It allows to arrange
parameters of system for work in the fluid market. Advantages - Automatic / manual setting stop loss - Regulation risk of operations - A filtration of signals. It allows to not open against long time trend - An opportunity to add positions - Unique trailing stop loss - An opportunity to detect flat - Stopping work when with achievement of the minimal balance - Alert system of all operations on mobile devices with SMS
| TrendTrader |
Possibilities of the system If
you work on the forex market you know what place has the psychological
factor of the person. To achieve stability of work on the Forex market
years and years of work first of all above themselves are necessary. To
avoid influence of the psychological factor this trading mechanical
system has been written. In a basis of work of this system the
algorithm which is used in indicator TrendTrader is incorporated. In
more details about work of this indicator it is possible to read here.
Given trading mechanical system TrendTrader is 100 % completely
independent, that is works without intervention of the person. MTS uses
a set of independently designed indicators to define and confirm a
trend, and also the moments of his change. MTS grasp search trend at
the moment of his early stage, and never passes the big movement. Even
when you are not present on the market, MTS watches every second the
market and in time opens/closes a position. Time of day as if it is day
or night is not important for it - it works. Trend is not a trend while
movement did not begin. Therefore MTS as well as any other tool ,be not
capable to find out a point, at the moment of its formation. MTS
operates on the facts (being based on position of the market existing
at present), instead of on assumptions (that the market should or can
make). Optimum stops provide the big flexibility for an input / output,
a repeated input, pyramiding.
Principle of work
The
trend-watching is put in a basis of work of MTS indicator TrendTrader
which, by an objective estimation of many, on the order surpasses the
majority, traders known to the broad audience and discussed, trading
systems. Important and his most attractive feature is that it does not
pass any trend, i.e. practically on each movement it is possible to
receive profit. At a strong trend, helps to remain in it up to the
end.On the historical data, you can check up work of MTS for any
period, such as " Black Monday " 1987. MTS were defined with necessity
of sale for ten days, previous to " Black Monday " 1987, than could
provide exclusive profit! Besides the system is still added with the
filter which does not allow to open a position in case of opening
against long time trend. On a figure you can see result of work of
indicators which you can Download for free.
Results The
system was tested on history and on real accounts and shows perfect
results. The best results we was on EURUSD and timeframe H1 with
default parameters. A little worth results where on GBPUSD and USDCHF. The results of testing on EURUSD H1 from 01.01.2001.
| Performance report |
| Initial deposit |
500.00 |
|
Spread |
4 points |
|
Model |
"spread/2 points" |
| Total net profit |
5424.00 |
| Gross profit |
15119.00 |
|
Gross loss |
9695.00 |
| |
| Total trades |
649 |
| Winning trades |
356 |
|
Losing trades |
293 |
| Largest winning trade |
200.00 |
|
Largest losing trade |
50.00 |
| |
| Max consecutive winners |
9 (219.00) |
|
Max consecutive losers |
6 (141.00) |
| Avg consecutive winners |
2 |
|
Avg consecutive losers |
2 |
| Max consecutive profit |
356.00 (7) |
|
Max consecutive loss |
201.00 (5) |
| |
| Absolute drawdown |
35.00 |
|
Max drawdown |
245.00 (4.0%) |
The results of testing on EURUSD H1 from 01.02.2004.
| Performance report |
| Initial deposit |
500.00 |
|
Spread |
4 points |
|
Model |
"spread/2 points" |
| Total net profit |
1231.00 |
| Gross profit |
3637.00 |
|
Gross loss |
2406.00 |
| |
| Total trades |
145 |
| Winning trades |
80 |
|
Losing trades |
65 |
| Largest winning trade |
200.00 |
|
Largest losing trade |
50.00 |
| |
| Max consecutive winners |
5 (216.00) |
|
Max consecutive losers |
5 (199.00) |
| Avg consecutive winners |
2 |
|
Avg consecutive losers |
2 |
| Max consecutive profit |
254.00 (3) |
|
Max consecutive loss |
199.00 (5) |
| |
| Absolute drawdown |
0.00 |
|
Max drawdown |
266.00 (18.4%) |
Parameters Risk(5) - risk of operations; Dist(25) - distance in pips when setting stop orders; ProfitZero(35) - when position will have the ProfitZero profit or more, then we move stoploss at open price; StayOrder(18000) - life time of stop orders in sec. When StayOrder=0 - unlimited life time; Distance(3600) - minimal time when adding positions to currently open position. Works only if AddPos=1; UseFilter(0) - to use or not internal filter; AddPos(1) - add on no to add positions. Works only if UseFilter=1; AutoTS(1)
- if AutoTS=1, then we use intellectual trailing stop. If AutoTS=0 and
Trailing stop=0 - trailing is off. If Trailing stop<>0, then will
work standard trailing stop.; AlertSMS(1) - to use or not SMS alert system; AudibleAlert(0) - to use or not audible alert; Patr(9) - period of ATR for calculating intellectual trailing stop; kts(4)
- number, which define how close trailing will be at price. The smaller
value - the closest to the price. Recommended value are: (1.5-4); OpBar(0) - when 0, signal for openning position will appear on current bar. If equal 1 - then on previous bar; ClBar(0) - when 0, signal for closing position will appear on current bar. If equal 1 - then on previous bar; Pslow(54), n1slow(9),n2slow(49) - periods for calculating long time trend; Pfast(9), n1fast(9),n2fast(49) - periods for calculating short time trend; Slippage(5) - number of slippage; Mbalance(200) - minimal deposit when advisor keeps working; AlertHour(21) - the hour when we send statistics by alert system; MyYear(2004) - year of testing ; MyMonth(1) - month of testing; Stoploss(50) - if stop loss equal 0, then we use automatic set of stop loss. |