ScalpBot
Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom.
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| Symbol | GBPUSD (Great Britain Pound vs US Dollar) | ||||
| Period | 5 Minutes (M5) 2008.02.27 19:35 - 2008.09.15 21:05 (2008.01.01 - 2008.09.16) | ||||
| Model | Every tick (the most precise method based on all available least timeframes) | ||||
| Parameters | Scalp=20; StopLoss=75; | ||||
| Bars in test | 40359 | Ticks modelled | 1523087 | Modelling quality | 69.58% |
| Mismatched charts errors | 0 | ||||
| Initial deposit | 10000.00 | ||||
| Total net profit | 18886.37 | Gross profit | 18995.41 | Gross loss | -109.04 |
| Profit factor | 174.21 | Expected payoff | 572.31 | ||
| Absolute drawdown | 6067.70 | Maximal drawdown | 15362.42 (56.98%) | Relative drawdown | 63.39% (6807.70) |
| Total trades | 33 | Short positions (won %) | 24 (95.83%) | Long positions (won %) | 9 (100.00%) |
| Profit trades (% of total) | 32 (96.97%) | Loss trades (% of total) | 1 (3.03%) | ||
| Largest | profit trade | 1000.00 | loss trade | -109.04 | |
| Average | profit trade | 593.61 | loss trade | -109.04 | |
| Maximum | consecutive wins (profit in money) | 29 (16253.97) | consecutive losses (loss in money) | 1 (-109.04) | |
| Maximal | consecutive profit (count of wins) | 16253.97 (29) | consecutive loss (count of losses) | -109.04 (1) | |
| Average | consecutive wins | 16 | consecutive losses | 1 | |
| # | Time | Type | Order | Size | Price | S / L | T / P | Profit | Balance |
| 1 | 2008.02.28 08:23 | buy | 1 | 1.80 | 1.9795 | 0.0000 | 1.9815 | ||
| 2 | 2008.02.28 09:48 | t/p | 1 | 1.80 | 1.9815 | 0.0000 | 1.9815 | 360.00 | 10360.00 |
| 3 | 2008.02.28 12:37 | buy | 2 | 1.90 | 1.9797 | 0.0000 | 1.9817 | ||
| 4 | 2008.02.28 13:08 | t/p | 2 | 1.90 | 1.9817 | 0.0000 | 1.9817 | 380.00 | 10740.00 |
| 5 | 2008.03.24 20:05 | sell | 3 | 1.90 | 1.9846 | 0.0000 | 1.9826 | ||
| 6 | 2008.03.31 13:31 | t/p | 3 | 1.90 | 1.9826 | 0.0000 | 1.9826 | 132.62 | 10872.62 |
| 7 | 2008.04.02 22:13 | sell | 4 | 2.00 | 1.9888 | 0.0000 | 1.9868 | ||
| 8 | 2008.04.03 01:03 | t/p | 4 | 2.00 | 1.9868 | 0.0000 | 1.9868 | 288.40 | 11161.02 |
| 9 | 2008.04.03 05:09 | sell | 5 | 2.00 | 1.9862 | 0.0000 | 1.9842 | ||
| 10 | 2008.04.03 09:30 | t/p | 5 | 2.00 | 1.9842 | 0.0000 | 1.9842 | 400.00 | 11561.02 |
| 11 | 2008.04.03 19:21 | sell | 6 | 2.10 | 1.9959 | 0.0000 | 1.9939 | ||
| 12 | 2008.04.03 20:20 | t/p | 6 | 2.10 | 1.9939 | 0.0000 | 1.9939 | 420.00 | 11981.02 |
| 13 | 2008.04.03 22:20 | sell | 7 | 2.20 | 1.9949 | 0.0000 | 1.9929 | ||
| 14 | 2008.04.04 14:56 | t/p | 7 | 2.20 | 1.9929 | 0.0000 | 1.9929 | 399.08 | 12380.10 |
| 15 | 2008.04.04 16:03 | sell | 8 | 2.20 | 1.9966 | 0.0000 | 1.9946 | ||
| 16 | 2008.04.04 16:37 | t/p | 8 | 2.20 | 1.9946 | 0.0000 | 1.9946 | 440.00 | 12820.10 |
| 17 | 2008.04.04 19:00 | sell | 9 | 2.30 | 1.9933 | 0.0000 | 1.9913 | ||
| 18 | 2008.04.04 21:00 | t/p | 9 | 2.30 | 1.9913 | 0.0000 | 1.9913 | 460.00 | 13280.10 |
| 19 | 2008.04.04 22:00 | sell | 10 | 2.40 | 1.9928 | 0.0000 | 1.9908 | ||
| 20 | 2008.04.07 02:58 | t/p | 10 | 2.40 | 1.9908 | 0.0000 | 1.9908 | 435.36 | 13715.46 |
| 21 | 2008.04.08 02:12 | sell | 11 | 2.50 | 1.9918 | 0.0000 | 1.9898 | ||
| 22 | 2008.04.08 02:52 | t/p | 11 | 2.50 | 1.9898 | 0.0000 | 1.9898 | 500.00 | 14215.46 |
| 23 | 2008.04.29 10:00 | buy | 12 | 2.60 | 1.9849 | 0.0000 | 1.9869 | ||
| 24 | 2008.04.30 20:26 | t/p | 12 | 2.60 | 1.9869 | 0.0000 | 1.9869 | 552.50 | 14767.96 |
| 25 | 2008.05.02 01:27 | buy | 13 | 2.70 | 1.9775 | 0.0000 | 1.9795 | ||
| 26 | 2008.05.02 09:21 | t/p | 13 | 2.70 | 1.9795 | 0.0000 | 1.9795 | 540.00 | 15307.96 |
| 27 | 2008.05.02 18:00 | buy | 14 | 2.80 | 1.9757 | 0.0000 | 1.9777 | ||
| 28 | 2008.05.05 08:21 | t/p | 14 | 2.80 | 1.9777 | 0.0000 | 1.9777 | 595.00 | 15902.96 |
| 29 | 2008.05.28 06:01 | buy | 15 | 2.90 | 1.9751 | 0.0000 | 1.9771 | ||
| 30 | 2008.05.28 08:00 | t/p | 15 | 2.90 | 1.9771 | 0.0000 | 1.9771 | 580.00 | 16482.96 |
| 31 | 2008.05.29 10:14 | buy | 16 | 3.00 | 1.9707 | 0.0000 | 1.9727 | ||
| 32 | 2008.05.29 11:07 | t/p | 16 | 3.00 | 1.9727 | 0.0000 | 1.9727 | 600.00 | 17082.96 |
| 33 | 2008.05.29 15:06 | buy | 17 | 3.10 | 1.9761 | 0.0000 | 1.9781 | ||
| 34 | 2008.05.30 07:23 | t/p | 17 | 3.10 | 1.9781 | 0.0000 | 1.9781 | 658.75 | 17741.71 |
| 35 | 2008.06.05 23:06 | sell | 18 | 3.20 | 1.9588 | 0.0000 | 1.9568 | ||
| 36 | 2008.06.06 07:00 | t/p | 18 | 3.20 | 1.9568 | 0.0000 | 1.9568 | 580.48 | 18322.19 |
| 37 | 2008.06.06 15:00 | sell | 19 | 3.30 | 1.9610 | 0.0000 | 1.9590 | ||
| 38 | 2008.06.06 15:18 | t/p | 19 | 3.30 | 1.9590 | 0.0000 | 1.9590 | 660.00 | 18982.19 |
| 39 | 2008.06.06 15:18 | sell | 20 | 3.40 | 1.9587 | 0.0000 | 1.9567 | ||
| 40 | 2008.06.10 11:43 | t/p | 20 | 3.40 | 1.9567 | 0.0000 | 1.9567 | 553.52 | 19535.71 |
| 41 | 2008.06.11 16:00 | sell | 21 | 3.50 | 1.9638 | 0.0000 | 1.9618 | ||
| 42 | 2008.06.12 02:46 | t/p | 21 | 3.50 | 1.9618 | 0.0000 | 1.9618 | 504.70 | 20040.41 |
| 43 | 2008.06.24 00:50 | buy | 22 | 3.60 | 1.9646 | 0.0000 | 1.9666 | ||
| 44 | 2008.06.24 07:33 | t/p | 22 | 3.60 | 1.9666 | 0.0000 | 1.9666 | 720.00 | 20760.41 |
| 45 | 2008.07.09 22:11 | sell | 23 | 3.70 | 1.9821 | 0.0000 | 1.9801 | ||
| 46 | 2008.07.10 07:16 | t/p | 23 | 3.70 | 1.9801 | 0.0000 | 1.9801 | 533.54 | 21293.95 |
| 47 | 2008.07.10 08:03 | sell | 24 | 3.80 | 1.9801 | 0.0000 | 1.9781 | ||
| 48 | 2008.07.10 09:12 | t/p | 24 | 3.80 | 1.9781 | 0.0000 | 1.9781 | 760.00 | 22053.95 |
| 49 | 2008.07.11 02:06 | sell | 25 | 4.00 | 1.9781 | 0.0000 | 1.9761 | ||
| 50 | 2008.07.11 07:50 | t/p | 25 | 4.00 | 1.9761 | 0.0000 | 1.9761 | 800.00 | 22853.95 |
| 51 | 2008.07.11 09:20 | sell | 26 | 4.10 | 1.9788 | 0.0000 | 1.9768 | ||
| 52 | 2008.07.11 09:50 | t/p | 26 | 4.10 | 1.9768 | 0.0000 | 1.9768 | 820.00 | 23673.95 |
| 53 | 2008.07.11 22:26 | sell | 27 | 4.30 | 1.9882 | 0.0000 | 1.9862 | ||
| 54 | 2008.07.14 01:57 | t/p | 27 | 4.30 | 1.9862 | 0.0000 | 1.9862 | 780.02 | 24453.97 |
| 55 | 2008.07.14 04:38 | sell | 28 | 4.40 | 1.9849 | 0.0000 | 1.9829 | ||
| 56 | 2008.07.14 08:20 | t/p | 28 | 4.40 | 1.9829 | 0.0000 | 1.9829 | 880.00 | 25333.97 |
| 57 | 2008.07.14 09:01 | sell | 29 | 4.60 | 1.9844 | 0.0000 | 1.9824 | ||
| 58 | 2008.07.14 10:32 | t/p | 29 | 4.60 | 1.9824 | 0.0000 | 1.9824 | 920.00 | 26253.97 |
| 59 | 2008.07.14 11:03 | sell | 30 | 4.70 | 1.9851 | 0.0000 | 1.9831 | ||
| 60 | 2008.07.24 14:53 | t/p | 30 | 4.70 | 1.9831 | 0.0000 | 1.9831 | -109.04 | 26144.93 |
| 61 | 2008.07.25 22:52 | sell | 31 | 4.70 | 1.9917 | 0.0000 | 1.9897 | ||
| 62 | 2008.07.28 00:20 | t/p | 31 | 4.70 | 1.9897 | 0.0000 | 1.9897 | 852.58 | 26997.51 |
| 63 | 2008.07.28 17:00 | sell | 32 | 4.90 | 1.9913 | 0.0000 | 1.9893 | ||
| 64 | 2008.07.29 12:22 | t/p | 32 | 4.90 | 1.9893 | 0.0000 | 1.9893 | 888.86 | 27886.37 |
| 65 | 2008.07.31 15:00 | sell | 33 | 5.00 | 1.9876 | 0.0000 | 1.9856 | ||
| 66 | 2008.07.31 16:18 | t/p | 33 | 5.00 | 1.9856 | 0.0000 | 1.9856 | 1000.00 | 28886.37 |
Hmm!! always thinking. 1 hour of tweaking and thinking through produced this result. Not too good for a modelling quality. email me for the final code. kafoatyahoodotcom.
can email me the source code at dyrws at yahoo dot com
I have some questions, wonder if anyone can clarify:
How does one related modelling quality of a EA vs its results when running live ?
Does it mean that 90% modelling quality means u will likely get the same result when running live?
Often than not, i get discouraged when the results is a big difference while running on different platforms.
It means that you are spending precious time to fine tune the codings, yet when u run it on live server, it is going in a different direction.
belgarion
1) You must back-test & optimise on the data of the account you are going to live-trade on, do not 'Download History' or use demo data to prepare for a live account, even of same broker
2) If you are running an EA that opens trades during a bar, there will be significant differences to the back testing as 'every tick mode' does not contain every tick,
see 'Strategy Tester: Modes of Modeling during Testing'
3) If your EA opens on first tick of a bar and you have the actual history data of the account you live trade on then back-test & optimise results are extremely virtually identical to the live trades you would have got
I back-test every EA every month to see same trades as made live
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anyone can try to improve this ScalpBot
another version using stochastic