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RobinVOL是一款全自动外汇机器人,由RobinTradingHub开发,通过OpenSistemas 服务和开发管理环境框架执行,该框架涉及用于交易环境的osBrain多代理软件。

交易理念

Forex RobinVOL 交易波动率突破及其回撤。它不是黄牛,只要满足第一个入场条件,就会打开额外的交易,最多达到预设的交易数量(默认情况下为 8 笔),并且仅在柱开盘时进行交易。

规格

执照

单台机器上无限的真实和模拟账户有效期为一年。

NFA 合规性

是(启用 FIFO 设置)。

经纪商/外汇 VPS

与任何经纪商兼容,为了获得最佳盈利和稳定性,我们推荐TickmillAlpari或[prod -link][104] 外汇经纪商TradingFX VPS

用户手册/支持

包含详细的初学者友好用户手册,并提供专业的 24/7 客户支持。

退款政策

供应商保证 60 天退款。

支持的货币对

AUDJPY, AUDUSD, CADJPY, EURAUD, EURGBP, EURJPY, EURUSD, GBPAUD, GBPUSD, USDCAD and USDJPY

MetaTrader 图表时间框架

M1, non-standard timeframes are supported.

现场表演

MyfxBook 和 FxBlue 验证了实时性能结果声明:

真实货币账户
开始于
Sep 09, 2013
杠杆
1:400
经纪商
Pepperstone
初始余额
$Undisclosed
总收益
+387.64%
MyFxBook (测试主机)

实时测试摘要

开始于
Sep 09, 2013
账户杠杆
1:400
利润因子
1.30
总收益
+387.64%
绝对收益
+89.27%
月收益
3.36%
日收益
0.08%
总点数
37245.0
总交易
9500
利润金额
(%) 赢交易
37245.0
回撤
2.11%
开始于
Apr 27, 2015
杠杆
1:200
经纪商
FXDD
初始余额
$$1,000
总收益
+63.65%
MyFxBook (测试主机)

实时测试摘要

开始于
Apr 27, 2015
账户杠杆
1:200
利润因子
1.16
总收益
+63.65%
绝对收益
+63.85%
月收益
1.06%
日收益
0.04%
总点数
17966.5
总交易
5248
利润金额
$1341.72
(%) 赢交易
17966.5
回撤
12.79%

回测

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2000.01.03 00:00 - 2000.12.29 23:44 (2000.01.01 - 2000.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25797
模拟的Tick数
50553
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
66523.87
总盈利
202882.10
总亏损
-136358.23
盈利因子
1.49
预期收益
146.53
绝对余额回撤
150.00
最大余额回撤
23295.67 (12.97%)
相对余额回撤
12.97% (23295.67)
总交易数
454
空头头寸
247 (52.63%)
多头头寸
207 (46.38%)
盈利交易
226 (49.78%)
亏损交易
228 (50.22%)
最大盈利交易
8479.75
最大亏损交易
-2221.10
平均盈利交易
897.71
平均亏损交易
-598.06
最大连续盈利次数(以金额计)
18 (15104.85)
最大连续亏损次数(以金额计)
11 (-6503.90)
最大连续盈利次数(以笔数计)
15104.85 (18)
最大连续亏损次数(以笔数计)
-7846.35 (7)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2001.01.01 00:00 - 2001.12.28 23:59 (2001.01.01 - 2001.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25783
模拟的Tick数
50547
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
40415.65
总盈利
145220.35
总亏损
-104804.70
盈利因子
1.39
预期收益
101.04
绝对余额回撤
5600.44
最大余额回撤
14341.02 (10.05%)
相对余额回撤
10.73% (11346.34)
总交易数
400
空头头寸
202 (50.00%)
多头头寸
198 (43.94%)
盈利交易
188 (47.00%)
亏损交易
212 (53.00%)
最大盈利交易
3195.28
最大亏损交易
-2544.10
平均盈利交易
772.45
平均亏损交易
-494.36
最大连续盈利次数(以金额计)
8 (8771.47)
最大连续亏损次数(以金额计)
12 (-5604.20)
最大连续盈利次数(以笔数计)
8771.47 (8)
最大连续亏损次数(以笔数计)
-9297.19 (5)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2002.01.01 00:00 - 2002.12.30 23:59 (2002.01.01 - 2002.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25831
模拟的Tick数
50646
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
31646.40
总盈利
82307.16
总亏损
-50660.76
盈利因子
1.62
预期收益
108.38
绝对余额回撤
465.20
最大余额回撤
10189.82 (8.97%)
相对余额回撤
8.97% (10189.82)
总交易数
292
空头头寸
115 (46.09%)
多头头寸
177 (50.85%)
盈利交易
143 (48.97%)
亏损交易
149 (51.03%)
最大盈利交易
2940.44
最大亏损交易
-960.00
平均盈利交易
575.57
平均亏损交易
-340.01
最大连续盈利次数(以金额计)
11 (8165.91)
最大连续亏损次数(以金额计)
19 (-5726.65)
最大连续盈利次数(以笔数计)
8165.91 (11)
最大连续亏损次数(以笔数计)
-6405.78 (10)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2003.01.01 05:45 - 2003.12.30 23:59 (2003.01.01 - 2003.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25868
模拟的Tick数
50728
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
45420.91
总盈利
137464.02
总亏损
-92043.11
盈利因子
1.49
预期收益
135.58
绝对余额回撤
6674.91
最大余额回撤
11915.30 (10.33%)
相对余额回撤
10.33% (11915.30)
总交易数
335
空头头寸
162 (41.36%)
多头头寸
173 (51.45%)
盈利交易
156 (46.57%)
亏损交易
179 (53.43%)
最大盈利交易
3468.09
最大亏损交易
-4248.90
平均盈利交易
881.18
平均亏损交易
-514.21
最大连续盈利次数(以金额计)
10 (8800.40)
最大连续亏损次数(以金额计)
8 (-4080.35)
最大连续盈利次数(以笔数计)
9166.50 (6)
最大连续亏损次数(以笔数计)
-5807.70 (4)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2004.01.01 00:00 - 2004.12.30 23:59 (2004.01.01 - 2004.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25906
模拟的Tick数
50796
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
115159.90
总盈利
255472.81
总亏损
-140312.91
盈利因子
1.82
预期收益
278.16
绝对余额回撤
729.35
最大余额回撤
17539.67 (10.75%)
相对余额回撤
10.75% (17539.67)
总交易数
414
空头头寸
175 (53.71%)
多头头寸
239 (50.63%)
盈利交易
215 (51.93%)
亏损交易
199 (48.07%)
最大盈利交易
6232.25
最大亏损交易
-1875.30
平均盈利交易
1188.25
平均亏损交易
-705.09
最大连续盈利次数(以金额计)
15 (21140.80)
最大连续亏损次数(以金额计)
10 (-7150.80)
最大连续盈利次数(以笔数计)
21140.80 (15)
最大连续亏损次数(以笔数计)
-9480.15 (9)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2005.01.03 00:00 - 2005.12.30 22:59 (2005.01.01 - 2005.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25725
模拟的Tick数
50428
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
53095.19
总盈利
222950.42
总亏损
-169855.23
盈利因子
1.31
预期收益
104.93
绝对余额回撤
3370.10
最大余额回撤
19367.44 (11.23%)
相对余额回撤
12.02% (18935.60)
总交易数
506
空头头寸
271 (45.02%)
多头头寸
235 (46.38%)
盈利交易
231 (45.65%)
亏损交易
275 (54.35%)
最大盈利交易
6159.65
最大亏损交易
-1550.35
平均盈利交易
965.15
平均亏损交易
-617.66
最大连续盈利次数(以金额计)
14 (15088.75)
最大连续亏损次数(以金额计)
14 (-8568.15)
最大连续盈利次数(以笔数计)
15088.75 (14)
最大连续亏损次数(以笔数计)
-10041.98 (11)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2006.01.02 00:30 - 2006.12.29 22:59 (2006.01.01 - 2006.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25579
模拟的Tick数
50145
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
25502.40
总盈利
168610.74
总亏损
-143108.34
盈利因子
1.18
预期收益
47.94
绝对余额回撤
3523.05
最大余额回撤
18371.86 (13.01%)
相对余额回撤
13.01% (18371.86)
总交易数
532
空头头寸
256 (41.02%)
多头头寸
276 (47.83%)
盈利交易
237 (44.55%)
亏损交易
295 (55.45%)
最大盈利交易
4273.62
最大亏损交易
-1904.30
平均盈利交易
711.44
平均亏损交易
-485.11
最大连续盈利次数(以金额计)
11 (8660.63)
最大连续亏损次数(以金额计)
13 (-8994.94)
最大连续盈利次数(以笔数计)
9180.86 (3)
最大连续亏损次数(以笔数计)
-9996.17 (11)
平均连续盈利次数
3
平均连续亏损次数
4

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2007.01.02 08:00 - 2007.12.28 22:59 (2007.01.01 - 2007.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25440
模拟的Tick数
49868
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
28564.69
总盈利
120341.32
总亏损
-91776.63
盈利因子
1.31
预期收益
61.43
绝对余额回撤
1295.60
最大余额回撤
8596.07 (7.93%)
相对余额回撤
7.93% (8596.07)
总交易数
465
空头头寸
220 (40.45%)
多头头寸
245 (47.35%)
盈利交易
205 (44.09%)
亏损交易
260 (55.91%)
最大盈利交易
2959.00
最大亏损交易
-1206.95
平均盈利交易
587.03
平均亏损交易
-352.99
最大连续盈利次数(以金额计)
8 (6483.45)
最大连续亏损次数(以金额计)
15 (-3485.65)
最大连续盈利次数(以笔数计)
6483.45 (8)
最大连续亏损次数(以笔数计)
-5742.65 (11)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2008.01.02 10:00 - 2008.12.30 23:59 (2008.01.01 - 2008.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25536
模拟的Tick数
50067
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
122907.25
总盈利
298705.75
总亏损
-175798.50
盈利因子
1.70
预期收益
326.88
绝对余额回撤
3188.05
最大余额回撤
24482.70 (10.68%)
相对余额回撤
10.68% (24482.70)
总交易数
376
空头头寸
193 (53.37%)
多头头寸
183 (49.18%)
盈利交易
193 (51.33%)
亏损交易
183 (48.67%)
最大盈利交易
6869.40
最大亏损交易
-6016.20
平均盈利交易
1547.70
平均亏损交易
-960.65
最大连续盈利次数(以金额计)
16 (28991.04)
最大连续亏损次数(以金额计)
15 (-12429.47)
最大连续盈利次数(以笔数计)
28991.04 (16)
最大连续亏损次数(以笔数计)
-17623.75 (9)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2009.01.02 10:00 - 2009.12.30 23:59 (2009.01.01 - 2009.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25493
模拟的Tick数
49981
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
175567.02
总盈利
325756.45
总亏损
-150189.43
盈利因子
2.17
预期收益
546.94
绝对余额回撤
10.00
最大余额回撤
27985.48 (11.36%)
相对余额回撤
11.36% (27985.48)
总交易数
321
空头头寸
164 (53.66%)
多头头寸
157 (50.32%)
盈利交易
167 (52.02%)
亏损交易
154 (47.98%)
最大盈利交易
13910.62
最大亏损交易
-2847.15
平均盈利交易
1950.64
平均亏损交易
-975.26
最大连续盈利次数(以金额计)
12 (29574.51)
最大连续亏损次数(以金额计)
12 (-14075.86)
最大连续盈利次数(以笔数计)
29574.51 (12)
最大连续亏损次数(以笔数计)
-14075.86 (12)
平均连续盈利次数
4
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2010.01.04 00:00 - 2010.12.30 23:59 (2010.01.01 - 2010.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25654
模拟的Tick数
50305
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
82912.20
总盈利
198941.92
总亏损
-116029.71
盈利因子
1.71
预期收益
231.60
绝对余额回撤
6214.78
最大余额回撤
16370.64 (9.16%)
相对余额回撤
9.16% (16370.64)
总交易数
358
空头头寸
143 (42.66%)
多头头寸
215 (50.70%)
盈利交易
170 (47.49%)
亏损交易
188 (52.51%)
最大盈利交易
7534.47
最大亏损交易
-2336.00
平均盈利交易
1170.25
平均亏损交易
-617.18
最大连续盈利次数(以金额计)
14 (22803.02)
最大连续亏损次数(以金额计)
19 (-14425.85)
最大连续盈利次数(以笔数计)
22803.02 (14)
最大连续亏损次数(以笔数计)
-14425.85 (19)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2011.01.03 00:00 - 2011.12.30 22:59 (2011.01.01 - 2011.12.31)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
25712
模拟的Tick数
50423
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
111310.31
总盈利
248684.49
总亏损
-137374.18
盈利因子
1.81
预期收益
308.34
绝对余额回撤
1406.55
最大余额回撤
23619.03 (13.08%)
相对余额回撤
13.08% (23619.03)
总交易数
361
空头头寸
188 (54.26%)
多头头寸
173 (50.87%)
盈利交易
190 (52.63%)
亏损交易
171 (47.37%)
最大盈利交易
5005.58
最大亏损交易
-3431.62
平均盈利交易
1308.87
平均亏损交易
-803.36
最大连续盈利次数(以金额计)
9 (11254.45)
最大连续亏损次数(以金额计)
13 (-12124.59)
最大连续盈利次数(以笔数计)
20296.63 (7)
最大连续亏损次数(以笔数计)
-12789.86 (7)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2012.01.02 00:00 - 2012.11.12 23:59 (2012.01.01 - 2012.11.13)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1="----==== TRADE DEFINITION ====----"; Magic_Number=10101; TradeComment="Robin VOL"; fifo=false; s2="----==== POSITION SIZING ====----"; s21="Set Fixed Lots=0 to enable risk Percent (%risk)"; FixedLots=0; s22="Percent of the capital to risk on each trade"; riskPercent=2; s23="Adjust the position to the recent range of the market"; atrAdjustedMM=false; s24="Keep the same size on all trades of the same basket"; KeepTradeSizeInBasket=true; s25="Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)"; UseMinLotIfUnderMinimum=true; s26="Maximum concurrent trades allowed on a basket"; TradesMax=8; s3="----==== CAPITAL PRESERVATION ====----"; s31="Ignore the account balance and limit the capital used to the specified here"; useInitialBalance=false; initialBalance=0; s32="Close all opened trades before friday closing of the market"; avoidTradesOverWeekend=false; s33="Set a secure stop loss and take profit on every trade at a constant distance from the price"; useBracketSLTP=true; bracketSLTPatr=1.1; s333="Use Breakeven"; useBreakeven=true; s34="Friday closing date and time of the market."; fridayClosingDay=5; fridayClosingHour=21; s4="----==== TRADING STRATEGY ====----"; strat_1="--- Strategy 1 ---"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2="--- Strategy 2 ---"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment="(s2)"; exit_str="--- Exit strategy ---"; s44="Take Profit and Stop Loss as a percentage of the recent range"; TP=0.31; SL=0.18; s45="Number of bars to calculate the recent range"; s46="Activate aditional exit conditions after this number of bars"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5="----==== MARKET CONDITIONS ====----"; s51="Maximal acceptable slippage"; Slippage=3; s52="Spread Filter - in pips"; useSpreadFilter=false; maxSpreadInPips=0; s6="----==== BELLS AND WHISTLES ====----"; showInfo=true; saveScreenshots=false; s7="----==== ANALYSIS AND ADVANCED HACKING ====----"; s72="--- S2 control ---"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73="--- Time Filter ---"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71="--- Date filters ---"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81="--- Functional testing ---"; testid=-1;
测试中的K线数
22508
模拟的Tick数
44011
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
50121.59
总盈利
158119.76
总亏损
-107998.17
盈利因子
1.46
预期收益
119.05
绝对余额回撤
2448.35
最大余额回撤
13654.31 (10.62%)
相对余额回撤
10.62% (13654.31)
总交易数
421
空头头寸
215 (49.30%)
多头头寸
206 (45.15%)
盈利交易
199 (47.27%)
亏损交易
222 (52.73%)
最大盈利交易
5636.46
最大亏损交易
-1828.30
平均盈利交易
794.57
平均亏损交易
-486.48
最大连续盈利次数(以金额计)
14 (9458.67)
最大连续亏损次数(以金额计)
17 (-9377.62)
最大连续盈利次数(以笔数计)
10535.98 (6)
最大连续亏损次数(以笔数计)
-9377.62 (17)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1=\"----==== TRADE DEFINITION ====----\"; Magic_Number=10101; TradeComment=\"Robin VOL\"; fifo=false; s2=\"----==== POSITION SIZING ====----\"; s21=\"Set Fixed Lots=0 to enable risk Percent (%risk)\"; FixedLots=0.1; s22=\"Percent of the capital to risk on each trade\"; riskPercent=2; s23=\"Adjust the position to the recent range of the market\"; atrAdjustedMM=false; s24=\"Keep the same size on all trades of the same basket\"; KeepTradeSizeInBasket=true; s25=\"Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)\"; UseMinLotIfUnderMinimum=true; s26=\"Maximum concurrent trades allowed on a basket\"; TradesMax=8; s3=\"----==== CAPITAL PRESERVATION ====----\"; s31=\"Ignore the account balance and limit the capital used to the specified here\"; useInitialBalance=false; initialBalance=0; s32=\"Close all opened trades before friday closing of the market\"; avoidTradesOverWeekend=false; s33=\"Set a secure stop loss and take profit on every trade at a constant distance from the price\"; useBracketSLTP=true; bracketSLTPatr=1.1; s333=\"Use Breakeven\"; useBreakeven=true; s34=\"Friday closing date and time of the market.\"; fridayClosingDay=5; fridayClosingHour=21; s4=\"----==== TRADING STRATEGY ====----\"; strat_1=\"--- Strategy 1 ---\"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2=\"--- Strategy 2 ---\"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment=\"(s2)\"; exit_str=\"--- Exit strategy ---\"; s44=\"Take Profit and Stop Loss as a percentage of the recent range\"; TP=0.31; SL=0.18; s45=\"Number of bars to calculate the recent range\"; s46=\"Activate aditional exit conditions after this number of bars\"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5=\"----==== MARKET CONDITIONS ====----\"; s51=\"Maximal acceptable slippage\"; Slippage=3; s52=\"Spread Filter - in pips\"; useSpreadFilter=false; maxSpreadInPips=0; s6=\"----==== BELLS AND WHISTLES ====----\"; showInfo=true; saveScreenshots=false; s7=\"----==== ANALYSIS AND ADVANCED HACKING ====----\"; s72=\"--- S2 control ---\"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73=\"--- Time Filter ---\"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71=\"--- Date filters ---\"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81=\"--- Functional testing ---\"; testid=-1;
测试中的K线数
319471
模拟的Tick数
637799
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
35522.86
总盈利
94160.16
总亏损
-58637.30
盈利因子
1.61
预期收益
6.76
绝对余额回撤
7.50
最大余额回撤
768.93 (0.67%)
相对余额回撤
0.68% (698.37)
总交易数
5255
空头头寸
2561 (47.83%)
多头头寸
2694 (48.33%)
盈利交易
2527 (48.09%)
亏损交易
2728 (51.91%)
最大盈利交易
621.01
最大亏损交易
-141.63
平均盈利交易
37.26
平均亏损交易
-21.49
最大连续盈利次数(以金额计)
18 (691.42)
最大连续亏损次数(以金额计)
19 (-267.50)
最大连续盈利次数(以笔数计)
1198.63 (6)
最大连续亏损次数(以笔数计)
-451.32 (5)
平均连续盈利次数
3
平均连续亏损次数
3

回测设置

交易品种
EURUSD (Euro vs US Dollar)
周期
15 Minutes (M15) 2000.01.03 00:00 - 2012.11.12 23:59 (2000.01.01 - 2012.11.13)
建模方式
Open prices only (only for Expert Advisors that explicitly control bar opening)
参数
s1=\"----==== TRADE DEFINITION ====----\"; Magic_Number=10101; TradeComment=\"Robin VOL\"; fifo=false; s2=\"----==== POSITION SIZING ====----\"; s21=\"Set Fixed Lots=0 to enable risk Percent (%risk)\"; FixedLots=0; s22=\"Percent of the capital to risk on each trade\"; riskPercent=2; s23=\"Adjust the position to the recent range of the market\"; atrAdjustedMM=false; s24=\"Keep the same size on all trades of the same basket\"; KeepTradeSizeInBasket=true; s25=\"Use minimum allowed lots by the [link][/forex-broker.html][broker][df] if calculated lotsize is below this minimum (risky)\"; UseMinLotIfUnderMinimum=true; s26=\"Maximum concurrent trades allowed on a basket\"; TradesMax=8; s3=\"----==== CAPITAL PRESERVATION ====----\"; s31=\"Ignore the account balance and limit the capital used to the specified here\"; useInitialBalance=false; initialBalance=0; s32=\"Close all opened trades before friday closing of the market\"; avoidTradesOverWeekend=false; s33=\"Set a secure stop loss and take profit on every trade at a constant distance from the price\"; useBracketSLTP=true; bracketSLTPatr=1.1; s333=\"Use Breakeven\"; useBreakeven=true; s34=\"Friday closing date and time of the market.\"; fridayClosingDay=5; fridayClosingHour=21; s4=\"----==== TRADING STRATEGY ====----\"; strat_1=\"--- Strategy 1 ---\"; Strat_1=true; FastVol=3; SlowVol=60; VolRatio=3; strat_2=\"--- Strategy 2 ---\"; Strat_2=true; osc1Period=8; osc2Period=9; ma_period=65; separation=0.15; maxSeparation=0.75; S2addcomment=\"(s2)\"; exit_str=\"--- Exit strategy ---\"; s44=\"Take Profit and Stop Loss as a percentage of the recent range\"; TP=0.31; SL=0.18; s45=\"Number of bars to calculate the recent range\"; s46=\"Activate aditional exit conditions after this number of bars\"; useTimedExit=false; timedExitBarsTP=140; timedExitFactor=0.4; s5=\"----==== MARKET CONDITIONS ====----\"; s51=\"Maximal acceptable slippage\"; Slippage=3; s52=\"Spread Filter - in pips\"; useSpreadFilter=false; maxSpreadInPips=0; s6=\"----==== BELLS AND WHISTLES ====----\"; showInfo=true; saveScreenshots=false; s7=\"----==== ANALYSIS AND ADVANCED HACKING ====----\"; s72=\"--- S2 control ---\"; useOldS2=false; onlyHighProbabilityS2=false; tightRiskControlS2=true; s73=\"--- Time Filter ---\"; useS2TimeFilter=false; S2TimeFilterStartHour=0; S2TimeFilterEndHour=6; s71=\"--- Date filters ---\"; disableNFP=false; onlyNFP=false; disableSunday=false; disableMonday=false; disableTuesday=false; disableWednesday=false; disableThursday=false; disableFriday=false; disableSaturday=false; onlyMonth=0; s81=\"--- Functional testing ---\"; testid=-1;
测试中的K线数
319471
模拟的Tick数
637799
建模质量
n/a
初始资金
$100000.00
点差

回测结果

总净利润
82035532.95
总盈利
212359862.00
总亏损
-130324329.05
盈利因子
1.63
预期收益
15610.95
绝对余额回撤
150.00
最大余额回撤
7471681.16 (10.62%)
相对余额回撤
14.35% (232006.46)
总交易数
5255
空头头寸
2561 (47.83%)
多头头寸
2694 (48.33%)
盈利交易
2527 (48.09%)
亏损交易
2728 (51.91%)
最大盈利交易
3087565.26
最大亏损交易
-998499.70
平均盈利交易
84036.35
平均亏损交易
-47772.85
最大连续盈利次数(以金额计)
18 (15104.85)
最大连续亏损次数(以金额计)
19 (-2037751.18)
最大连续盈利次数(以笔数计)
5771448.14 (6)
最大连续亏损次数(以笔数计)
-5132662.92 (17)
平均连续盈利次数
3
平均连续亏损次数
3

交易策略

与之前的版本相比,最新的RobinVOL v3.0是一款全新的外汇机器人,除了其前身 v2.0 的一些重要功能之外,还包括许多改进和新功能。

它交易波动性突破。它使用两种不同的策略在突破方向建仓:

  • 关于突破的发生。
  • 关于突破回调。

只要满足条件,就会在每个柱的突破方向上添加头寸, RobinVOL仅在收盘柱上进行交易,以防止一些市场尖峰和虚假走势。

如果止盈或止损水平触及交易对价格,则已开仓交易不会立即平仓,但RobinVOL会等待柱线收盘以查看价格是否收于这些水平之后,因此每笔交易平仓总是会稍微远一点来自获利和止损水平。

投资组合模式

这是 EA 最新版本 3 中的一项新功能,它现在可以通过快速准确地保存和操纵市场数据,同时运行多种配置。

订单管理

与投资组合模式相结合, RobinVOL v3.0现在可以有效管理同一货币对的所有操作,并避免不必要的佣金,从而提高其效率。

单一交易模式

这是之前2.0版本的传统交易模式,在最新的3.0版本中仍然可以使用,由于最新版本的改进,现在利润更高,其中最重要的是能够在非标准时间范围内进行交易例如7M和12M。

安全与保护

旧版本 2.0 的所有安全功能(如周末保护、括号止损/止盈以及无论真实账户余额如何设置初始余额)都保留在最新版本 3.0 中,此外还有用于指定账户货币大小的新选项用于添加到 EA 设置的计算操作大小。

性能变化扩展

现在支持不同时间范围的多个货币对,这些时间范围是经过深入的性能分析和使用各种技术进行测试后精心选择的。

图形界面

现在集成了重新设计的图形界面,以一种简单干净的方式在图表上显示重要信息,以便在一个地方跟踪来自不同图表的信息。

设置文件和文件夹结构

安装RobinVOL v3.0后,每月必须将可在官方客户端下载的每月更新的设置文件复制到EA文件夹中,这些文件夹的新结构已被设置,以使此过程比以前的版本更容易。

在每个月初更新设置文件时,即使没有设置文件,仍会自动管理上个月的交易。

RobinVOL v3.0还可以与其他外汇机器人一起运行。

风险

外汇交易可能涉及超出您初始存款的损失风险。这并不适合所有投资者,您应确保了解所涉及的风险,如有必要,请寻求独立建议。

外汇账户通常提供不同程度的杠杆,其较高的利润潜力与同样高的风险水平平衡。您永远不应该冒超过您准备损失的风险,并应仔细考虑您的交易经验。

过去的表现和模拟结果并不一定表明未来的表现。本网站上的所有内容仅代表作者的意见,不构成对购买其页面中描述的任何产品的明确建议。