v2.008
Quick note: For download links, scroll down to the bottom of this page to the Assets section.
Release notes
- Indicators code refactor
- Development fixes and improvements.
Known issues
- Rider performance is performing slow (best to avoid it), this is going to be fixed in the next release.
- Signal close filter (SCFM) param is broken (set to -24 for a workaround), 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
- MT5 backtest results: #311
- MT4 yearly backtest results, check:
docker/backtest/. - MT4 monthly test results, check:
docker/tests/.
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 %).
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.