Upgraded "CycleTrapAsianBreak2" strategy to V4.51 and added payment pattern.

"CycleTrapAsianBreak2Strategy has been upgraded to V4.51.

As a correction point of this time, the payment pattern can be selected.

◎ Additional parameters

・ ModifyPattern (payment pattern, set from XNUMX to XNUMX. The smaller the value is set, the earlier the payment is made and the profit is determined. On the other hand, the larger the value is set, the later the payment is made and the profit is made It is designed to pull.)

We believe that changing the settings of modifyPattern above enables flexible operation according to the market situation.

Specifically, the value of modifyPattern is set to a large value in a market with high volatility, and the value of modifyPattern is set to be small in a market with low volatility.

From a technical point of view, it is better to use an ATR or the like.

However, with this version upgrade, we have not been able to automate that much, but we believe this is a future issue.

First, using the modifyPattern parameter,

I tried optimization in the last 2005 years (1 / 2015-12 / XNUMX).

As mentioned above, when modifyPattern = 6, the best performance was obtained.

In addition, when modifyPattern = 6, the back test result using all tick data is as follows.

Profit factor: XNUMX
Maximum drawdown: XNUMX%

Maximum profit: XNUMX pips
Average profit: XNUMX pips

Next, we performed optimization in the last three years (2013 / 1-2015 / 12).

The best performance was obtained when modifyPattern = 4.

In addition, when modifyPattern = 4, the back test result using all tick data is as follows.

Profit factor: XNUMX
Maximum drawdown: XNUMX%

Maximum profit: XNUMX pips
Average profit: XNUMX pips

Comparing the above two results, it can be seen that modifyPattern = 6 outperforms modifyPattern = 4 by about XNUMX times the average profit.

Therefore, from the viewpoint of long-term operation, the default is set to modifyPattern = 6.

The pound / yen pair in XNUMX has been rough since the beginning of the year, and the market has high volatility. In the future, there is a theme that will greatly change the market whether the UK will leave the EU, and volatility is expected to be high for a while, so I think it is better to set the modifyPattern value higher and operate it.

EA to enter using Asian Box Breakout. Backtest verified for the past 11 years.
CycleTrapAsianBreak2_GBPJPY
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