v2.013.1

[kenorb]

Release notes

• Development fixes.
• Optimized for EURUSD and 2018-2023 years using MT5.

New in Advanced/Rider

• New task conditions: On each week, Active orders in trend / not in trend, Orders profit doubles loss, Equity </> Risk margin, Profitable side is at peak, Profitable side is at peak or pivot.
• New SOFM/SCFM filter: InLoss/InProfit (64/-64).
• New Signal Open Strategy Filter (SOSF) param for confirming strategies on lower timeframes by hourly signals.
• New Strategy active filter param useful for finding the strongest and weakest strategies while optimizing.
• New Task active filter param useful for finding the best configuration of tasks.

Known issues

• In some brokers, when order fails to close, EA is losing its ability to close it again. These orders needs to be closed manually. Bug: Orders not closed properly #372.

Other notes

• Not suitable for real trading without proper knowledge or prior testing.
• For professional trading EA, try EA31337 VIP (free version available) or checkout our live MAM programs (read more at: https://t.me/EA31337/62).

Usage

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

Backtest

EURUSD 2021

Lite

                                                                Strategy Tester Report
                                                EA31337-Lite-v2.013
                                                                     (Build 1382)

   Symbol                           EURUSD (Euro vs US Dollar)
   Period                           1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
   Model                            Every tick (the most precise method based on all available least timeframes)
                                    __EA_Params__=">> EA31337 Lite v2.013 build 1690726372 <<"; __Strategies_Active__="-- Active strategies --";
                                    Strategy_M1=0; Strategy_M5=0; Strategy_M15=0; Strategy_M30=0; Strategy_H1=4; Strategy_H2=22; Strategy_H3=22;
   Parameters                       Strategy_H4=22; Strategy_H6=1; Strategy_H8=1; Strategy_H12=17; __EA_Risk_Params__="-- EA's risk management --";
                                    EA_Risk_MarginMax=1.79999995; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=4;
                                    EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                    EA_DisplayDetailsOnChart=true;
   Bars in test              364812 Ticks modelled                          41698632 Modelling quality                                       24.99%
   Mismatched charts errors       0
   Initial deposit          1000.00                                                  Spread                                                       1
   Total net profit           63.63 Gross profit                              344.55 Gross loss                                             -280.92
   Profit factor               1.23 Expected payoff                             1.35
   Absolute drawdown          88.75 Maximal drawdown                   96.85 (9.61%) Relative drawdown                                9.61% (96.85)
   Total trades                  47 Short positions (won %)              25 (56.00%) Long positions (won %)                             22 (50.00%)
                                    Profit trades (% of total)           25 (53.19%) Loss trades (% of total)                           22 (46.81%)
                            Largest profit trade                               18.50 loss trade                                              -23.41
                            Average profit trade                               13.78 loss trade                                              -12.77
                            Maximum consecutive wins (profit in money)     5 (71.13) consecutive losses (loss in money)                  6 (-58.80)
                            Maximal consecutive profit (count of wins)     71.13 (5) consecutive loss (count of losses)                  -58.80 (6)
                            Average consecutive wins                               3 consecutive losses                                           2

Advanced

                                                                Strategy Tester Report
                                              EA31337-Advanced-v2.013
                                                                     (Build 1382)

 Symbol                            EURUSD (Euro vs US Dollar)
 Period                            1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
 Model                             Every tick (the most precise method based on all available least timeframes)
                                   __EA_Params__=">> EA31337 Advanced v2.013 build 1690726431 <<"; __Strategies_Active__="-- Active strategies --";
                                   EA_Strategy_Filter=2047; Strategy_M1=0; Strategy_M5=15; Strategy_M15=18; Strategy_M30=32; Strategy_H1=4;
                                   Strategy_H2=32; Strategy_H3=34; Strategy_H4=5; Strategy_H6=1; Strategy_H8=13; Strategy_H12=14;
                                   __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_M1=0; EA_Stops_M5=22; EA_Stops_M15=0; EA_Stops_M30=0;
                                   EA_Stops_H1=22; EA_Stops_H2=36; EA_Stops_H3=22; EA_Stops_H4=36; EA_Stops_H6=22; EA_Stops_H8=0; EA_Stops_H12=0;
                                   __Signal_Filters__="-- Signal filters --"; EA_SignalOpenFilterMethod=68; EA_SignalCloseFilterMethod=96;
 Parameters                        EA_SignalOpenFilterTime=10; EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=32; __EA_Tasks__="-- EA's tasks --
                                   "; EA_Tasks_Filter=31; EA_Task1_If=9; EA_Task1_Then=3; EA_Task2_If=15; EA_Task2_Then=2; EA_Task3_If=13;
                                   EA_Task3_Then=6; EA_Task4_If=1; EA_Task4_Then=6; EA_Task5_If=0; EA_Task5_Then=0; __Order_Params__="-- Orders'
                                   limits --"; EA_OrderCloseLoss=300; EA_OrderCloseProfit=120; EA_OrderCloseTime=-90; __EA_Risk_Params__="-- EA's
                                   risk management --"; EA_Risk_MarginMax=1.79999995; __EA_Trade_Params__="-- EA's trade parameters --";
                                   EA_LotSize=0; EA_MaxSpread=4; EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --";
                                   VerboseLevel=1; EA_DisplayDetailsOnChart=true;
 Bars in test               364812 Ticks modelled                     41698632 Modelling quality                                              24.99%
 Mismatched charts errors        0
 Initial deposit          10000.00                                             Spread                                                             10
 Total net profit           791.93 Gross profit                        2153.79 Gross loss                                                   -1361.86
 Profit factor                1.58 Expected payoff                        5.70
 Absolute drawdown          100.90 Maximal drawdown             307.99 (2.82%) Relative drawdown                                      2.82% (307.99)
 Total trades                  139 Short positions (won %)        112 (62.50%) Long positions (won %)                                    27 (44.44%)
                                   Profit trades (% of total)      82 (58.99%) Loss trades (% of total)                                  57 (41.01%)
                           Largest profit trade                         111.10 loss trade                                                     -47.50
                           Average profit trade                          26.27 loss trade                                                     -23.89
                           Maximum consecutive wins (profit in     20 (905.50) consecutive losses (loss in money)                        5 (-131.20)
                                   money)
                           Maximal consecutive profit (count of    905.50 (20) consecutive loss (count of losses)                        -131.20 (5)
                                   wins)
                           Average consecutive wins                          3 consecutive losses                                                  2

Rider

                                                                Strategy Tester Report
                                                EA31337-Rider-v2.013
                                                                     (Build 1382)

Symbol                             EURUSD (Euro vs US Dollar)
Period                             1 Minute (M1) 2021.01.03 23:45 - 2021.12.30 23:59 (2021.01.01 - 2021.12.31)
Model                              Every tick (the most precise method based on all available least timeframes)
                                   __EA_Params__=">> EA31337 Rider v2.013 build 1690726420 <<"; __Strategies_Active__="-- Active strategies --";
                                   EA_Strategy_Filter=2047; Strategy_M1=2; Strategy_M5=13; Strategy_M15=30; Strategy_M30=28; Strategy_H1=27;
                                   Strategy_H2=7; Strategy_H3=32; Strategy_H4=5; Strategy_H6=32; Strategy_H8=14; Strategy_H12=6;
                                   __Strategies_Stops__="-- Strategies' stops --"; EA_Stops_Strat=36; EA_Stops_Tf=1440; __EA_Tasks__="-- EA's tasks --
                                   "; EA_Tasks_Filter=31; EA_Task1_If=9; EA_Task1_Then=3; EA_Task2_If=13; EA_Task2_Then=2; EA_Task3_If=13;
Parameters                         EA_Task3_Then=6; EA_Task4_If=15; EA_Task4_Then=1; EA_Task5_If=0; EA_Task5_Then=0; __Signal_Filters__="-- Signal
                                   filters --"; EA_SignalOpenFilterMethod=68; EA_SignalCloseFilterMethod=98; EA_SignalOpenFilterTime=11;
                                   EA_SignalOpenStrategyFilter=2; EA_TickFilterMethod=32; __EA_Risk_Params__="-- EA's risk management --";
                                   EA_Risk_MarginMax=1.79999995; __EA_Trade_Params__="-- EA's trade parameters --"; EA_LotSize=0; EA_MaxSpread=4;
                                   EA_MagicNumber=31337; __Logging_Params__="-- EA's logging & messaging --"; VerboseLevel=1;
                                   EA_DisplayDetailsOnChart=true;
Bars in test                364812 Ticks modelled                        41698632 Modelling quality                                             24.99%
Mismatched charts errors         0
Initial deposit          100000.00                                                Spread                                                            10
Total net profit          37485.24 Gross profit                         116917.34 Gross loss                                                 -79432.10
Profit factor                 1.47 Expected payoff                           5.84
Absolute drawdown         34829.59 Maximal drawdown             47917.93 (42.37%) Relative drawdown                                  42.37% (47917.93)
Total trades                  6423 Short positions (won %)          6348 (38.91%) Long positions (won %)                                   75 (52.00%)
                                   Profit trades (% of total)       2509 (39.06%) Loss trades (% of total)                               3914 (60.94%)
                           Largest profit trade                            969.98 loss trade                                                   -430.36
                           Average profit trade                             46.60 loss trade                                                    -20.29
                           Maximum consecutive wins (profit in       65 (3820.50) consecutive losses (loss in money)                     81 (-3525.29)
                                   money)
                           Maximal consecutive profit (count of     23134.01 (47) consecutive loss (count of losses)                     -6048.08 (28)
                                   wins)
                           Average consecutive wins                             3 consecutive losses                                                 5

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: https://github.com/EA31337/EA31337/discussions
• 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.
• Full changelog.

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 %). Better deals with higher spreads.

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.

---

This discussion was created from the release v2.013.

[kenorb]

Backtest

• Symbol: EURUSD
• Modelling: Every tick based on real ticks (default MetaQuotes Demo)
• Spread: 10pts (=1pip for 5-digit symbol)
• Leverage: 1:500
• Platform: MT5 (note: results in MT4 can be slightly different due to different backtest algorithms and tick data)
• Period: 2018-2023.05
• Parameters: default

Lite

• Deposit: 200GBP

Advanced

• Deposit: 1000GBP

Rider

• Deposit: 10000GBP

[Topfaraqoch]

Hello
Please I need an mql5 code which close all opened positions at once without using for()
Or while
Thanks

[kenorb]

Try asking GPT.

[ienugr]

Hi @kenorb, want to confirm regarding the backtest, what is the strategy that being used on period M1? Since the default is none. Thanks in advance 🙇

[kenorb]

None is set for M1 timeframe by default, as M1 strategies are unpredictable and less profitable. But feel free to assign any if you find some with the better results (after optimization tests).

[ienugr]

Just tried it myself, and I thought the EA only run on the timeframe that is selected when applying the EA. Turns out, all strategies assigned to the timeframe are evaluating the price. Thanks for the confirmation 🙇

[kenorb]

EA v2.013.1 update has been released with hot fixes for order issues.

Fixes included:

• https://github.com/EA31337/EA31337/milestone/26?closed=1
• https://github.com/EA31337/EA31337-classes/milestone/26?closed=1