Hey guys, It’s me Leg0nd and I’m back with a new bot that I would like to share for free with the exception that I would like some feedback. I made this bot a few weeks ago and have been testing it rigorously at different start up points, ending points etc. It’s an extremely simple bot made using the Simple Moving Average sample on MT4. Here are the reports.
2013 up to present: 2% Maximal Risk, Periodicity: 1 hour chart, simple moving average 8, moving shift 29. Total Profit over 1 months 17 days time: $305
DATE Buy/Sell Size Entry/Exit ??? ??? P/L ACC BAL
1 2013.01.01 21:00 buy 1 0.10 1.32804 0.00000 0.00000 0.00 1000.00
2 2013.01.02 12:00 close 1 0.10 1.31946 0.00000 0.00000 -85.80 914.20
3 2013.01.06 19:00 sell 2 0.10 1.30674 0.00000 0.00000 0.00 914.20
4 2013.01.07 05:00 close 2 0.10 1.30408 0.00000 0.00000 26.60 940.80
5 2013.01.10 05:00 buy 3 0.10 1.31062 0.00000 0.00000 0.00 940.80
6 2013.01.15 06:00 close 3 0.10 1.33493 0.00000 0.00000 243.10 1183.90
7 2013.01.17 02:00 buy 4 0.10 1.33061 0.00000 0.00000 0.00 1183.90
8 2013.01.17 03:00 close 4 0.10 1.32918 0.00000 0.00000 -14.30 1169.60
9 2013.01.17 04:00 buy 5 0.10 1.33443 0.00000 0.00000 0.00 1169.60
10 2013.01.21 19:00 close 5 0.10 1.33091 0.00000 0.00000 -35.20 1134.40
11 2013.01.21 23:00 buy 6 0.10 1.33309 0.00000 0.00000 0.00 1134.40
12 2013.01.22 05:00 close 6 0.10 1.33032 0.00000 0.00000 -27.70 1106.70
13 2013.01.22 06:00 buy 7 0.10 1.33529 0.00000 0.00000 0.00 1106.70
14 2013.01.22 09:00 close 7 0.10 1.33128 0.00000 0.00000 -40.10 1066.60
15 2013.01.22 14:00 buy 8 0.10 1.33178 0.00000 0.00000 0.00 1066.60
16 2013.01.22 19:00 close 8 0.10 1.33119 0.00000 0.00000 -5.90 1060.70
17 2013.01.22 20:00 buy 9 0.10 1.33212 0.00000 0.00000 0.00 1060.70
18 2013.01.23 00:00 close 9 0.10 1.33106 0.00000 0.00000 -10.60 1050.10
19 2013.01.23 05:00 buy 10 0.10 1.33346 0.00000 0.00000 0.00 1050.10
20 2013.01.23 09:00 close 10 0.10 1.33344 0.00000 0.00000 -0.20 1049.90
21 2013.01.23 18:00 sell 11 0.10 1.33097 0.00000 0.00000 0.00 1049.90
22 2013.01.23 22:00 close 11 0.10 1.33219 0.00000 0.00000 -12.20 1037.70
23 2013.01.24 02:00 buy 12 0.10 1.33469 0.00000 0.00000 0.00 1037.70
24 2013.01.24 03:00 close 12 0.10 1.33036 0.00000 0.00000 -43.30 994.40
25 2013.01.24 04:00 buy 13 0.10 1.33239 0.00000 0.00000 0.00 994.40
26 2013.01.28 14:00 close 13 0.10 1.34484 0.00000 0.00000 124.50 1118.90
27 2013.01.29 10:00 buy 14 0.10 1.34854 0.00000 0.00000 0.00 1118.90
28 2013.02.04 04:00 close 14 0.10 1.35944 0.00000 0.00000 109.00 1227.90
29 2013.02.05 14:00 sell 15 0.10 1.35806 0.00000 0.00000 0.00 1227.90
30 2013.02.06 10:00 close 15 0.10 1.35290 0.00000 0.00000 51.60 1279.50
31 2013.02.06 13:00 sell 16 0.10 1.35140 0.00000 0.00000 0.00 1279.50
32 2013.02.11 12:00 close 16 0.10 1.34168 0.00000 0.00000 97.20 1376.70
33 2013.02.11 15:00 sell 17 0.10 1.33880 0.00000 0.00000 0.00 1376.70
34 2013.02.13 21:00 close 17 0.10 1.34559 0.00000 0.00000 -67.90 1308.80
35 2013.02.15 14:00 buy 18 0.10 1.33623 0.00000 0.00000 0.00 1308.80
36 2013.02.15 16:59 close at stop 18 0.10 1.33585 0.00000 0.00000 -3.80 1305.00
Bars in test 1805
Ticks modelled 2145573
Modelling quality 89.89%
Mismatched charts errors 31
Initial deposit 1000.00
Total net profit 305.00
Gross profit 652.00
Gross loss -347.00
Profit factor 1.88
Expected payoff 16.94
Absolute drawdown 95.90
Maximal drawdown 254.90 (20.59%)
Relative drawdown 20.59% (254.90)
Total trades 18
Short positions (won %) 5 (60.00%)
Long positions (won %) 13 (23.08%)
Profit trades (% of total) 6 (33.33%)
Loss trades (% of total) 12 (66.67%)
Largest profit trade 243.10
loss trade -85.80
Average profit trade 108.67
loss trade -28.92
Maximum
consecutive wins (profit in money) 4 (382.30)
consecutive losses (loss in money) 9 (-189.50)
Maximal
consecutive profit (count of wins) 382.30 (4)
consecutive loss (count of losses) -189.50 (9)
Average
consecutive wins 3
consecutive losses 4
What do you guys think? I find it odd it only wins 33% of the trades.
I intend on running the bot live in a few weeks. The settings: Max risk is 22%. Simple Moving Average 8 with a Moving Shift of 29
[B]With an intial deposit of 1000 set at 22% max risk, this bot would have made $744 in 2 months 17 days time.
Graph:
[/B]
Strategy Tester Report
Moving Average
OANDA-MT4 (Build 445)
Symbol EURUSD (Euro vs US Dollar)
Period 1 Hour (H1) 2013.01.01 20:00 - 2013.02.15 17:00 (2013.01.01 - 2013.12.28)
Model Every tick (the most precise method based on all available least timeframes)
Parameters Lots=0.1; MaximumRisk=0.22; DecreaseFactor=0; MovingPeriod=8; MovingShift=29;
Bars in test 1805 Ticks modelled 2145409 Modelling quality 89.89%
Mismatched charts errors 5
Initial deposit 1000.00
Total net profit 744.40 Gross profit 1659.00 Gross loss -914.60
Profit factor 1.81 Expected payoff 41.36
Absolute drawdown 191.80 Maximal drawdown 782.80 (34.48%) Relative drawdown 40.14% (596.20)
Total trades 18 Short positions (won %) 5 (60.00%) Long positions (won %) 13 (23.08%)
Profit trades (% of total) 6 (33.33%) Loss trades (% of total) 12 (66.67%)
Largest profit trade 486.20 loss trade -271.60
Average profit trade 276.50 loss trade -76.22
Maximum consecutive wins (profit in money) 4 (1119.60) consecutive losses (loss in money) 9 (-456.20)
Maximal consecutive profit (count of wins) 1119.60 (4) consecutive loss (count of losses) -456.20 (9)
Average consecutive wins 3 consecutive losses 4
Graph
Time Type Order Size Price S / L T / P Profit Balance
1 2013.01.01 21:00 buy 1 0.20 1.32804 0.00000 0.00000
2 2013.01.02 12:00 close 1 0.20 1.31946 0.00000 0.00000 -171.60 828.40
3 2013.01.06 19:00 sell 2 0.20 1.30674 0.00000 0.00000
4 2013.01.07 05:00 close 2 0.20 1.30408 0.00000 0.00000 53.20 881.60
5 2013.01.10 05:00 buy 3 0.20 1.31062 0.00000 0.00000
6 2013.01.15 06:00 close 3 0.20 1.33493 0.00000 0.00000 486.20 1367.80
7 2013.01.17 02:00 buy 4 0.30 1.33061 0.00000 0.00000
8 2013.01.17 03:00 close 4 0.30 1.32918 0.00000 0.00000 -42.90 1324.90
9 2013.01.17 04:00 buy 5 0.30 1.33443 0.00000 0.00000
10 2013.01.21 19:00 close 5 0.30 1.33091 0.00000 0.00000 -105.60 1219.30
11 2013.01.21 23:00 buy 6 0.30 1.33309 0.00000 0.00000
12 2013.01.22 05:00 close 6 0.30 1.33032 0.00000 0.00000 -83.10 1136.20
13 2013.01.22 06:00 buy 7 0.20 1.33529 0.00000 0.00000
14 2013.01.22 09:00 close 7 0.20 1.33128 0.00000 0.00000 -80.20 1056.00
15 2013.01.22 14:00 buy 8 0.20 1.33178 0.00000 0.00000
16 2013.01.22 19:00 close 8 0.20 1.33119 0.00000 0.00000 -11.80 1044.20
17 2013.01.22 20:00 buy 9 0.20 1.33212 0.00000 0.00000
18 2013.01.23 00:00 close 9 0.20 1.33106 0.00000 0.00000 -21.20 1023.00
19 2013.01.23 05:00 buy 10 0.20 1.33346 0.00000 0.00000
20 2013.01.23 09:00 close 10 0.20 1.33344 0.00000 0.00000 -0.40 1022.60
21 2013.01.23 18:00 sell 11 0.20 1.33097 0.00000 0.00000
22 2013.01.23 22:00 close 11 0.20 1.33219 0.00000 0.00000 -24.40 998.20
23 2013.01.24 02:00 buy 12 0.20 1.33469 0.00000 0.00000
24 2013.01.24 03:00 close 12 0.20 1.33036 0.00000 0.00000 -86.60 911.60
25 2013.01.24 04:00 buy 13 0.20 1.33239 0.00000 0.00000
26 2013.01.28 14:00 close 13 0.20 1.34484 0.00000 0.00000 249.00 1160.60
27 2013.01.29 10:00 buy 14 0.30 1.34854 0.00000 0.00000
28 2013.02.04 04:00 close 14 0.30 1.35944 0.00000 0.00000 327.00 1487.60
29 2013.02.05 14:00 sell 15 0.30 1.35806 0.00000 0.00000
30 2013.02.06 10:00 close 15 0.30 1.35290 0.00000 0.00000 154.80 1642.40
31 2013.02.06 13:00 sell 16 0.40 1.35140 0.00000 0.00000
32 2013.02.11 12:00 close 16 0.40 1.34168 0.00000 0.00000 388.80 2031.20
33 2013.02.11 15:00 sell 17 0.40 1.33880 0.00000 0.00000
34 2013.02.13 21:00 close 17 0.40 1.34559 0.00000 0.00000 -271.60 1759.60
35 2013.02.15 14:00 buy 18 0.40 1.33623 0.00000 0.00000
36 2013.02.15 16:59 close at stop 18 0.40 1.33585 0.00000 0.00000 -15.20 1744.40
And Lastly What 2012 up to present would have looked like at 22% Risk. Total Profit: $6074.50
