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