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网格系统 (Grid systems)

author emer | 0 人阅读 | 0 人评论 |
来源:ForexFactory · Trading Systems · 原帖链接
原帖作者:~bull.bear~
发布日期:First Post: Nov 5, 2012 5:40pm | Edited Feb 18, 2014 9:25pm
Here is my GRID SYSTEMS with various versions.
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1. These EA are not combined with my unique money management system. So the purpose of buying 1 lots here is just for hypothesis test. Please find below link if you want to see more on my game systems test and understanding. Of course this system will be attached into any EA and is not provided to public.
http://www.forexfactory.com/showthread.php?t=384691

2. If you are trying to backtest the EA with long position order during downtrend, you would definitely get worst result. It only works during uptrend.

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EA Version Status
Version V000/V001/V002: Separate Long and Short Position Order EA
1. These are the EA with long position order only. I separate long and short position trade with 2 EA but i am uploading the long version here.
2. Version modification V002 is not released to public currently.

Version V100: Combine Long and Short Position Order EA

Version V101: Combine Long and Short EA Scalping
Investigating and fine tuning is closed. It work on stable trend only. Check at post #48 to 50

Version V200: Combine Long and Short Position Order EA
It is a martingale method and would blow up your account if you doesn't have enough fund in trading account.

Version V202: 2x Risk and 3x Reward Grid EA
At post #71
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EA Parameters Explain
For Version V000/V001/V002
3 trading period are allowed (Overall,1D and 1W)
Overall: This is for non-stop trading period. Parameter Period_ONOFF=false
1D: Daily GMT 0000-2350
1W: Monday GMT 0000 to Friday 2350
Please check inside the code for further instruction and explanation



For version V101/V200
Please check inside the code for instruction and explanation
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Backtest Optimization
Version V000/V001/V002 have been backtest during 2007.01.01 to 2008.06.30-Uptrend scenario. Here is the optimal result by using capital USD$5000. Version V000(G000),V001(G001) and V002(G002) as shown below screenshot.

Max parameters value to test
SD: 200, TD: 200, GD: 100, RD: 100

Attached Image (click to enlarge)
Click to Enlarge

Name: Optimizing.jpg
Size: 136 KB


Attached Image (click to enlarge)
Click to Enlarge

Name: G000.jpg
Size: 43 KB


Attached Image (click to enlarge)
Click to Enlarge

Name: G001.jpg
Size: 42 KB


Attached Image (click to enlarge)
Click to Enlarge

Name: G002.jpg
Size: 42 KB


Version V101 has been backtest during 2004.01.01 to 2006.12.31. Please check in post #48 to 50 for further information.
Thanks.

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