EM_VOL - expert for MetaTrader 4

Description:
This Strategy use ADX and ATR for the volatity, when Adx is < 30 open 1 buy stop and 1 Sell stop in High+ATR (14) and Low-ATR(14) the money management is similar Sophia1.1



Strategy Tester Report
EM_VOL
EGlobal-PAMM (Build 427)

Symbol    EURUSD (Euro vs US Dollar)
Period    1 Hour (H1) 2012.02.08 00:00 - 2012.06.25 21:00
Model    Every tick (the most precise method based on all available least timeframes)
Parameters    MMType=1; UseClose=false; UseAdd=true; LotExponent=1.2; slip=3; Lots=0.02; LotsDigits=2; TakeProfit=100; Stoploss=500; TrailStart=10; TrailStop=10; PipStep=100; MaxTrades=30; UseEquityStop=false; TotalEquityRisk=20; UseTrailingStop=true; UseTimeOut=false; MaxTradeOpenHours=2; MaximumRisk=0.001;
Bars in test    2452    Ticks modelled    927548    Modelling quality    90.14%
Mismatched charts errors    9               
Initial deposit    10000.00               
Total net profit    250.82    Gross profit    514.67    Gross loss    -263.86
Profit factor    1.95    Expected payoff    0.71       
Absolute drawdown    297.54    Maximal drawdown    330.30 (3.29%)    Relative drawdown    3.29% (330.30)
Total trades    352    Short positions (won %)    202 (72.28%)    Long positions (won %)    150 (52.67%)
Profit trades (% of total)    225 (63.92%)    Loss trades (% of total)    127 (36.08%)
Largest    profit trade    83.14    loss trade    -35.70
Average    profit trade    2.29    loss trade    -2.08
Maximum    consecutive wins (profit in money)    19 (38.66)    consecutive losses (loss in money)    7 (-81.96)
Maximal    consecutive profit (count of wins)    84.36 (6)    consecutive loss (count of losses)    -81.96 (7)
Average    consecutive wins    4    consecutive losses    2