量化交易系统

MT5-NasdaqTrader

  • 型号:
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To access the MT4 version of this EA you can contact via private message.

Also you can contact for further modifications.

strategy description:

- Detect underlying trend using the BxTrender indicator in daily time frame.

- Trigger entry using supertrend indicator in M15 time frame.

- Also use supertrend indicator to set SL and TP accordingly.

EA setup

- Nasdaq and other indices(like DAX40) are suggested to be traded.

- Risk per trade is hard coded to 0.5%.

- Risk:Reward ratio is hard coded to 1:1.

- All indicators are being used with default setting. No optimization done.

- You have the magic number option to use the EA in several symbols simultaneously.


Strategy Tester Report
FTMO-Server (Build 3884)
Settings
Expert: NasdaqTrader
Symbol: US100.cash
Period: M15 (2021.01.01 - 2023.08.21)
Inputs: magic_number=1234
Company: FTMO S.R.O.
Currency: USD
Initial Deposit: 100 000.00
Leverage: 1:100
Results
History Quality: 72%
Bars: 49490 Ticks: 2724205 Symbols: 1
Total Net Profit: 9 893.09 Balance Drawdown Absolute: 2 354.35 Equity Drawdown Absolute: 2 540.02
Gross Profit: 45 385.25 Balance Drawdown Maximal: 3 341.45 (3.02%) Equity Drawdown Maximal: 4 267.87 (3.84%)
Gross Loss: -35 492.16 Balance Drawdown Relative: 3.02% (3 341.45) Equity Drawdown Relative: 3.84% (4 267.87)
Profit Factor: 1.28 Expected Payoff: 63.83 Margin Level: 1931.09%
Recovery Factor: 2.32 Sharpe Ratio: 3.38 Z-Score: 1.22 (77.75%)
AHPR: 1.0006 (0.06%) LR Correlation: 0.94 OnTester result: 0
GHPR: 1.0006 (0.06%) LR Standard Error: 1 344.28
Total Trades: 155 Short Trades (won %): 69 (59.42%) Long Trades (won %): 86 (54.65%)
Total Deals: 310 Profit Trades (% of total): 88 (56.77%) Loss Trades (% of total): 67 (43.23%)
Largest profit trade: 550.71 Largest loss trade: -607.30
Average profit trade: 515.74 Average loss trade: -529.73
Maximum : 5 (2 714.45) Maximum consecutive losses ($): 6 (-3 338.63)
Maximal : 2 714.45 (5) Maximal consecutive loss (count): -3 338.63 (6)
Average : 2 Average consecutive losses: 2