v2.009

[kenorb]

Release notes

• Development, performance and strategy enhancements.
• Indicator processing improvements.
• Optimized for EURUSD and 2019-2021 years using MT5.

Known issues

• 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-2a0ecb34d2b21d420dedc138b7c2a03c2a5b1558
                                                                     (Build 1280)

  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_Mode_Parameters__="-- EA parameters for EA31337 Lite v2.001 --"; __Strategies_Active__="-- Active
                                   strategies --"; Strategy_M1=0; Strategy_M5=0; Strategy_M15=23; Strategy_M30=23; __Trade_Params__="-- EA's trade
  Parameters                       parameters --"; EA_LotSize=0; EA_SignalOpenFilter=16; __EA_Risk_Params__="-- EA's risk management --";
                                   EA_Risk_MarginMax=10; __EA_Logging_Parameters__="-- Settings for logging & messages --"; VerboseLevel=3;
                                   __EA_Other_Parameters__="-- Other parameters --"; EA_DisplayDetailsOnChart=true; EA_MagicNumber=31337;
                                   __EA_Parameters__="-- End of input parameters for EA31337 Lite v2.001 --";
  Bars in test              372155 Ticks modelled                     167831773 Modelling quality                                            24.99%
  Mismatched charts errors       0
  Initial deposit          1000.00                                              Spread                                                           10
  Total net profit          259.17 Gross profit                         5023.99 Gross loss                                                 -4764.82
  Profit factor               1.05 Expected payoff                         0.56
  Absolute drawdown         483.46 Maximal drawdown             725.89 (49.48%) Relative drawdown                                   55.21% (636.59)
  Total trades                 462 Short positions (won %)         227 (53.30%) Long positions (won %)                                 235 (53.62%)
                                   Profit trades (% of total)      247 (53.46%) Loss trades (% of total)                               215 (46.54%)
                           Largest profit trade                          124.10 loss trade                                                  -196.40
                           Average profit trade                           20.34 loss trade                                                   -22.16
                           Maximum consecutive wins (profit in        8 (65.23) consecutive losses (loss in money)                      7 (-176.00)
                                   money)
                           Maximal consecutive profit (count of      206.17 (3) consecutive loss (count of losses)                      -210.67 (5)
                                   wins)
                           Average consecutive wins                           2 consecutive losses                                                2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-e2d21201e07ba57d632ce49e1d38fe1533a641a8
                                                                     (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 v2.009 build 1639183732 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=29; Strategy_H1=4; Strategy_H2=19; Strategy_H3=29;
                                    Strategy_H4=42; Strategy_H6=14; Strategy_H8=8; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0;
                                    EA_Stops_M5=0; EA_Stops_M15=0; EA_Stops_M30=0; EA_Stops_H1=0; EA_Stops_H2=0; EA_Stops_H3=0; EA_Stops_H4=0;
                                    EA_Stops_H6=23; EA_Stops_H8=17; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=8;
  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=-40;
                                    __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          4500.86 Gross profit                        15208.71 Gross loss                                                -10707.85
  Profit factor                1.42 Expected payoff                         6.57
  Absolute drawdown          253.86 Maximal drawdown             1002.63 (6.51%) Relative drawdown                                    7.59% (913.10)
  Total trades                  685 Short positions (won %)         445 (28.54%) Long positions (won %)                                 240 (37.08%)
                                    Profit trades (% of total)      216 (31.53%) Loss trades (% of total)                               469 (68.47%)
                            Largest profit trade                          788.85 loss trade                                                  -101.70
                            Average profit trade                           70.41 loss trade                                                   -22.83
                            Maximum consecutive wins (profit in       7 (209.08) consecutive losses (loss in money)                     15 (-377.88)
                                    money)
                            Maximal consecutive profit (count of      798.18 (2) consecutive loss (count of losses)                     -377.88 (15)
                                    wins)
                            Average consecutive wins                           2 consecutive losses                                                3

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-e2d21201e07ba57d632ce49e1d38fe1533a641a8
                                                                     (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 Rider v2.009 build 1639183778 <<"; __Strategies_Active__="-- Active strategies --";
                                  Strategy_M1=0; Strategy_M5=0; Strategy_M15=35; Strategy_M30=25; Strategy_H1=15; Strategy_H2=28; Strategy_H3=13;
                                  Strategy_H4=25; Strategy_H6=34; Strategy_H8=27; __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=34;
                                  EA_Stops_Tf=480; __EA_Tasks__="-- EA's tasks --"; EA_Task1_If=2; EA_Task1_Then=2; EA_Task2_If=3; EA_Task2_Then=2;
Parameters                        EA_Task3_If=6; EA_Task3_Then=5; __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=16;
                                  EA_SignalCloseFilterMethod=32; EA_SignalOpenFilterTime=3; EA_TickFilterMethod=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         23997.15 Gross profit                         29463.09 Gross loss                                                   -5465.95
Profit factor                5.39 Expected payoff                        136.35
Absolute drawdown         2328.87 Maximal drawdown             7917.89 (29.99%) Relative drawdown                                    29.99% (7917.89)
Total trades                  176 Short positions (won %)           14 (21.43%) Long positions (won %)                                   162 (76.54%)
                                  Profit trades (% of total)       127 (72.16%) Loss trades (% of total)                                  49 (27.84%)
                          Largest profit trade                          1605.64 loss trade                                                   -1259.06
                          Average profit trade                           231.99 loss trade                                                    -111.55
                          Maximum consecutive wins (profit in      29 (7518.48) consecutive losses (loss in money)                      18 (-1716.89)
                                  money)
                          Maximal consecutive profit (count of     7518.48 (29) consecutive loss (count of losses)                      -1716.89 (18)
                                  wins)
                          Average consecutive wins                            7 consecutive losses                                                  3

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

• MT5 backtest results: v2.009 #315
• 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.

[kenorb]

Backtest

• Symbol: EURUSD
• 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
• Period: 2020-2021.12

Advanced

• Deposit: 1000USD
• Period: 2019-2021.12

Rider

• Deposit: 2000USD
• Period: 2020.01-2021.12

• Deposit: 10000USD
• Period: 2019.04-2021.12
• Lot size: 0.1

• Deposit: 10000USD
• Period: 2017-2021.12
• Lot size: auto

[Harry040]

optimization is 2020-2021.12, backtest is 2020-2021.12. The backtest result may be over trained? @kenorb

[kenorb]

Could be. I usually do the same period for optimization and backtesting. Don't do forward testing for now. Some versions aren't ready for the previous years yet, each the following version trying to improve that.

[kenorb]

New improved test results for the new version have been posted at #335.