超级套利交易策略 - Expert Advisor (Super Carry Trading Strategy - Expert Ad)
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:luisdosal
发布日期:First Post: Jul 4, 2008 9:11pm | Edited Jul 5, 2008 10:38am
原帖作者:luisdosal
发布日期:First Post: Jul 4, 2008 9:11pm | Edited Jul 5, 2008 10:38am
Hi everyone,
As many of you I had been trading currencies for many years, I tried a lot of trading strategies, until I read in this forum about Carry Trading, thats why I studied this system and developed this awesome Expert Advisor, with the objective of testing it in the past years (principally during the huge volatility of 2007), and see what it does during this big unwindings scenarios, the main characterisitic of the EA are the following:
- The EA was tested on AUDJPY 30M
- The EA sends a buy limit order 10 pips below the actual ask price, with a Profit target of just 10 pips
- The EA will only execute one order at a time, if the AUDJPY goes down it waits until the profit factor is above the Profit Target (considering the interest earned during that period), so we do not have to wait until the price recovers to our ask price.
As you will see the results are quite good, the following report shows a return of more thatn 100% per year, I have been trading live with this EA during the last 2 months with a return of more than 40%.
Strategy Tester Report
Carry
FXDD-MT4 Live Server (Build 216)
SymbolAUDJPY (Australian Dollar vs. Japanese Yen)Period30 Minutes (M30) 2005.01.01 00:00 - 2008.07.01 23:30 (2005.01.01 - 2008.07.02)ModelEvery tick (the most precise method based on all available least timeframes)ParametersTakeProfit=10; Trades=1;LotSizer=2500;
Initial deposit 10000.00
Total net profit 43775.66
Gross profit 48521.67
Gross loss -4746.01
Profit factor 10.22
Expected payoff 97.28
I hope this will help you win some pips,
Regards,
Luis
As many of you I had been trading currencies for many years, I tried a lot of trading strategies, until I read in this forum about Carry Trading, thats why I studied this system and developed this awesome Expert Advisor, with the objective of testing it in the past years (principally during the huge volatility of 2007), and see what it does during this big unwindings scenarios, the main characterisitic of the EA are the following:
- The EA was tested on AUDJPY 30M
- The EA sends a buy limit order 10 pips below the actual ask price, with a Profit target of just 10 pips
- The EA will only execute one order at a time, if the AUDJPY goes down it waits until the profit factor is above the Profit Target (considering the interest earned during that period), so we do not have to wait until the price recovers to our ask price.
As you will see the results are quite good, the following report shows a return of more thatn 100% per year, I have been trading live with this EA during the last 2 months with a return of more than 40%.
Strategy Tester Report
Carry
FXDD-MT4 Live Server (Build 216)
SymbolAUDJPY (Australian Dollar vs. Japanese Yen)Period30 Minutes (M30) 2005.01.01 00:00 - 2008.07.01 23:30 (2005.01.01 - 2008.07.02)ModelEvery tick (the most precise method based on all available least timeframes)ParametersTakeProfit=10; Trades=1;LotSizer=2500;
Initial deposit 10000.00
Total net profit 43775.66
Gross profit 48521.67
Gross loss -4746.01
Profit factor 10.22
Expected payoff 97.28
I hope this will help you win some pips,
Regards,
Luis
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