197 Zeilen
9,3 KiB
INI
197 Zeilen
9,3 KiB
INI
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;+------------------------------------------------------------------+
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;| Strategy Tester Configuration |
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;| ForexTrader v3.2 Scalper Production |
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;| This .ini file configures the MT5 Strategy Tester for |
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;| high-frequency scalping backtest on M1/M5 timeframes |
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;+------------------------------------------------------------------+
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[Tester]
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;--- Test Mode
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Expert=ForexTrader_v3.2_Scalper_Production
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ExpertParameters=ForexTrader_v3.2_Scalper.set
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;--- Symbol & Timeframe
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Symbol=EURUSD
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Period=M5
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;Use M1 or M5 for scalping tests
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;--- Test Period
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FromDate=2024.01.01
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ToDate=2024.12.31
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;Shorter period for M1/M5 due to data size
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;--- Model
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Model=0
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;0 = Every tick (required for accurate scalping test)
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;1 = 1 minute OHLC (acceptable for M5)
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;2 = Open prices only (not recommended)
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;--- Deposit & Currency
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Deposit=10000.00
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Currency=USD
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Leverage=1:100
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;--- Optimization
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Optimization=0
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;0 = Disabled
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;1 = Slow complete algorithm
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;2 = Fast genetic algorithm
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;--- Optimization Criterion
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OptimizationCriterion=6
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;6 = Complex criterion max (best for scalping)
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;--- Visual Mode
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Visual=0
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;Disable for speed
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;--- Forward Testing
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ForwardMode=0
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ForwardDate=2024.09.01
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;+------------------------------------------------------------------+
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;| Scalping Testing Requirements |
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;+------------------------------------------------------------------+
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;| CRITICAL: Use "Every tick" mode for accurate scalping tests |
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;| Reason: Scalping depends on tick-level precision |
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;| |
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;| Data Requirements: |
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;| - High-quality tick data from broker |
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;| - Minimum 3 months for M1 tests |
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;| - Minimum 6 months for M5 tests |
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;| - Real spread data is essential |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Optimization Parameters (Scalping) |
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;+------------------------------------------------------------------+
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[OptimizationParameters]
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;--- Signal Generation
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MinSignalScore=15,25,5
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;Range: 15 to 25, Step: 5
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;--- Risk Management
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BaseRiskPercent=0.5,1.5,0.25
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;Range: 0.5 to 1.5, Step: 0.25
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;--- Position Sizing (Critical for scalping)
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StopLossPips=8,15,2
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TakeProfitPips=12,20,2
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;Keep TP/SL ratio around 1.2:1 to 1.5:1
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;--- Spread Filter (Most critical)
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MaxSpreadPips=1.5,3.0,0.5
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;Very important for scalping profitability
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;--- Momentum & Breakout
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MinMomentumPips=2,5,1
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BreakoutMinPips=4,8,2
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;--- Breakeven (Important for scalping)
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BreakevenTriggerPips=3,7,2
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;--- Trailing Stop
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TrailingStopPips=6,10,2
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TrailingActivationPips=4,8,2
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;+------------------------------------------------------------------+
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;| Expected Scalping Performance |
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;+------------------------------------------------------------------+
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;| With optimal settings: |
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;| - Win Rate: 60-70% (higher than swing trading) |
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;| - Profit Factor: 1.3-1.6 |
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;| - Average Trade: 3-8 pips profit |
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;| - Trade Frequency: 10-50 trades per day (per symbol) |
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;| - Max Drawdown: 10-15% |
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;| - Recovery Factor: >3.0 |
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;| |
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;| Key Metrics to Monitor: |
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;| - Average Win vs Average Loss ratio |
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;| - Cost per trade (spread + commission) |
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;| - Slippage impact |
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;| - Execution speed |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Scalping Best Practices |
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;+------------------------------------------------------------------+
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;| 1. ALWAYS test on "Every tick" mode |
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;| 2. Use real spread data from your broker |
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;| 3. Account for realistic slippage (1-2 pips) |
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;| 4. Test during high liquidity hours only |
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;| 5. Verify execution speeds with your broker |
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;| 6. Start with longer periods (M5) before M1 |
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;| 7. Monitor costs: spread + commission + slippage |
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;| 8. Scalping requires VPS with <10ms latency |
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;| 9. Not all brokers allow scalping - verify first |
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;| 10. Forward test on demo with live spreads |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Scalping Test Procedure |
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;+------------------------------------------------------------------+
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;| Step 1: Single Symbol M5 Test |
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;| - Symbol: EURUSD (most liquid) |
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;| - Period: M5 |
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;| - Mode: Every tick |
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;| - Duration: 6 months minimum |
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;| - Verify: Win rate >60%, PF >1.3 |
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;| |
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;| Step 2: Multi-Symbol M5 Test |
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;| - Symbols: EURUSD,GBPUSD,USDJPY,AUDUSD |
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;| - Verify: No correlation issues |
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;| - Check: Max concurrent positions |
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;| |
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;| Step 3: M1 High-Frequency Test (Advanced) |
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;| - Period: M1 |
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;| - Duration: 3 months |
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;| - WARNING: Very data-intensive |
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;| - May require >32GB RAM for backtest |
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;| |
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;| Step 4: Optimization |
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;| - Focus on spread tolerance |
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;| - Optimize BreakevenTrigger |
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;| - Fine-tune TP/SL ratio |
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;| - Validate on out-of-sample data |
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;| |
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;| Step 5: Real-World Validation |
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;| - Forward test on demo (1 month minimum) |
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;| - Monitor during different sessions |
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;| - Compare backtest vs forward test spreads |
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;| - Verify execution speed acceptable |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Broker Requirements for Scalping |
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;+------------------------------------------------------------------+
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;| REQUIRED: |
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;| - ECN/STP execution (no dealing desk) |
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;| - Low spreads (EURUSD <1 pip average) |
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;| - Fast execution (<50ms) |
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;| - No scalping restrictions |
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;| - Low/zero commission |
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;| |
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;| RECOMMENDED: |
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;| - VPS hosting near broker server |
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;| - Latency <10ms to broker |
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;| - Tick-by-tick data feed |
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;| - Level 2 pricing (if available) |
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;+------------------------------------------------------------------+
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;+------------------------------------------------------------------+
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;| Scalping Profitability Checklist |
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;+------------------------------------------------------------------+
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;| [ ] Win rate >60% |
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;| [ ] Profit factor >1.3 |
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;| [ ] Average win > average loss |
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;| [ ] Max drawdown <15% |
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;| [ ] Cost per trade <30% of average profit |
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;| [ ] Execution speed verified (<50ms) |
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;| [ ] Spread acceptable during test hours |
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;| [ ] Forward test matches backtest (±20%) |
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;| [ ] Broker allows scalping (verified) |
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;| [ ] VPS or stable connection available |
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;+------------------------------------------------------------------+
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