Trading using Digital filters

[robertinno]

ok. if you have any trading strategy based on any indicators and if you replace your indicators on digital filters -you strategy will be more profitable.

[robertinno]

Vladimir Kravchuk articles about Digital Filters:


Spectral Analysis of EUR/USD Currency Rate Fluctuation Based on Maximum Entropy Method.
New Adaptive Method of Following the Tendency and Market Cycles

[robertinno]

For your attention NEW MetaTrader 4 Expert Advisor "SURFING".
More info: Metatrader 4 Experts Advisors

Timeframe: H4-D1 currency GBP/USD

Profit Factor: 1.52 Expected payoff : 122.77 Maximal drawdown: 15,98%
Total net profit: 38919.20 (2005.01.04 - 2008.01.08) Initial deposit: 10000.00
Lots=1; StopLoss=130; TakeProfit=200
Strategy Tester Report: Strategy Tester: e-gbp-usd-2TF

[robertinno]

Metatrader Expert Advisor "Surfing" + Money Management

Profit Factor: 1.49
Expected payoff : 1155.37

Maximal drawdown: 22.07%

Initial deposit: 10,000.0 USD Total net profit: 366,252.09 USD (2005.01.04 - 2008.01.10)

Strategy Tester Report E-Surfing+MM
Strategy Tester: e-Surfing-GBPUSD-H4

more info: Metatrader 4 Experts Advisors

[robertinno]

MM formula for Expert Advisor Surfing:

LotStep*AccountBalance()/BalanceStep

Parameters for this test:
LotStep=0.2; BalanceStep=500;
Initial deposit: 10,000.0
Total net profit: 366,252.09

Strategy Tester Report E-Surfing+MM
Strategy Tester: e-Surfing-GBPUSD-H4

[robertinno]

NEW Expert Advisor SURFING EUR/USD + Money Management


Timeframe: H4-D1 currency EUR/USD

Profit Factor: 2.15 Expected payoff : 175.85

Maximal drawdown: 26.33%

Initial deposit: 10,000.0 Total net profit: 19,343.00

Strategy Tester report without MM

+ Money Management

Profit Factor: 2.09 Expected payoff : 1094.03

Maximal drawdown: 31.50%

Initial deposit: 10, 000.0 Total net profit: 120, 343.85

MM formula for Expert Advisor Surfing:
LotStep*AccountBalance()/BalanceStep

Parameters for this test: LotStep=0.1; BalanceStep=500.

Strategy Testers Report with MM

more info: Metatrader 4 Experts Advisors