112 lines
2.8 KiB
INI
112 lines
2.8 KiB
INI
[Tester]
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; Strategy Tester Configuration for ForexTrader v4.0 Enhanced
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Model=0 ; 0 = Every tick (most accurate), 1 = 1 minute OHLC, 2 = Open prices only
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FromDate=2019.01.01
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ToDate=2024.12.31
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ForwardDate=2023.06.01 ; Forward testing split
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Deposit=10000.00
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Currency=USD
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Leverage=100
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; Optimization Settings
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Optimization=1 ; 1 = Enabled, 0 = Disabled
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OptimizationCriterion=5 ; 0 = Balance, 1 = Profit Factor, 2 = Expected Payoff, 3 = Drawdown, 4 = Recovery Factor, 5 = Sharpe Ratio
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[Symbols]
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; Test on multiple major pairs
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Symbol1=EURUSD
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Symbol2=GBPUSD
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Symbol3=USDJPY
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Symbol4=AUDUSD
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Symbol5=USDCAD
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Symbol6=NZDUSD
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Symbol7=EURJPY
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Symbol8=GBPJPY
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[Timeframes]
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; Recommended timeframes for v4.0
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Period1=30 ; M30
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Period2=60 ; H1
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Period3=240 ; H4
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[Comments]
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; ForexTrader v4.0 Enhanced Multi-Strategy EA
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; Testing Instructions:
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; 1. Load this .ini file into Strategy Tester
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; 2. Select ForexTrader_v4.0_Enhanced_MultiStrategy.mq5
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; 3. Choose one symbol at a time (EURUSD recommended for baseline)
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; 4. Use M30 or H1 timeframe
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; 5. Model: Every tick (for accuracy)
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; 6. Date range: Minimum 1 year, 5 years recommended
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; 7. Load .set file for preset parameters
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; Performance Targets (5 years, EURUSD M30):
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; Total Trades: 3,000+ (1.6/day average)
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; Win Rate: 55-65%
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; Profit Factor: 1.4-1.8
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; Max Drawdown: <25%
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; Return: 60-100% annual
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[Optimization_Ranges]
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; Key parameters to optimize (if needed)
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; Signal Generation
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MinSignalScore_Start=20
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MinSignalScore_Stop=35
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MinSignalScore_Step=5
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; Risk Management
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BaseRiskPercent_Start=1.0
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BaseRiskPercent_Stop=2.5
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BaseRiskPercent_Step=0.5
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; Position Sizing
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ATR_SL_Multiplier_Start=1.5
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ATR_SL_Multiplier_Stop=2.5
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ATR_SL_Multiplier_Step=0.5
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ATR_TP_Multiplier_Start=3.0
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ATR_TP_Multiplier_Stop=5.0
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ATR_TP_Multiplier_Step=1.0
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; Regime Detection
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Regime_ADX_Trending_Start=22.0
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Regime_ADX_Trending_Stop=28.0
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Regime_ADX_Trending_Step=2.0
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; MA Strategy
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FastMA_Period_Start=8
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FastMA_Period_Stop=12
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FastMA_Period_Step=2
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SlowMA_Period_Start=40
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SlowMA_Period_Stop=60
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SlowMA_Period_Step=10
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; Filters
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ADX_Minimum_Start=15.0
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ADX_Minimum_Stop=25.0
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ADX_Minimum_Step=5.0
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ATR_MinimumPips_Start=8.0
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ATR_MinimumPips_Stop=15.0
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ATR_MinimumPips_Step=2.0
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[Notes]
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; v4.0 Key Features to Validate in Testing:
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; 1. Market Regime Detection - Check logs for regime changes
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; 2. Adaptive Signal Scoring - Verify threshold adjustments
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; 3. Strategy Filtering - Confirm only appropriate strategies trigger in each regime
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; 4. Dynamic Lot Sizing - Verify lots scale with ATR/volatility
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; 5. Confluence Bonus - Check multi-strategy agreement signals
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; 6. Momentum/Breakout Filters - Confirm additional scoring triggers
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; Comparison Baseline:
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; v3.2 Multi-Strategy: ~17% in 5 years (baseline)
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; v4.0 Target: 60-100% in 5 years (4-6x improvement)
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; Expected Signal Increase:
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; v3.2: 1-2 signals/day per symbol
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; v4.0: 8-15 signals/day per symbol (4-7x increase)
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