Download Gandalf 2

The world has changed.. I feel it in water, I feel it in the ground,

I feel in air. Much, that was before - will not return never..


' The Lord of Rings ', Tolkien.

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The idea of creation Gandalf_PRO EA is taken from this branch of a forum.Drum kit for fl studio.

The EA holds open one buy and one sell orders (without dependence from each other)

Until the market of them will not close with fixed TP or SL.


The input in the market occurs on the basis of two-parametrical Exponential Smoothings

Time Series in view of 2 parameters:

1-st parameter: it is parameter of accommodation of the price-S,

2-nd parameter: it is parameter of an inclination of trend T,

Calculations go under recurrent formulas:


S [n] =w*y [n] + (1-w) * (S [n-1] +T [n-1])


T [n] =t * (S [n]-S [n-1]) + (1-t) *T [n-1]


Then, the predicted value: y [n+1] =S [n] +T [n]


As initial (i.e. initial) values (estimations) for 1-st and 2-nd parameter it is possible

To take factors from the formula of linear regress - from here.

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Entrance variables in the EA :


For longs:


In_BUY=true; long positions allowed,

Count_buy=24; number of bars in a history on which smooths out ВР,

w_price=0.18; factor of the price,

w_trend=0.18; factor of a trend,

SL_buy=62; a level stoploss in pips,

Risk_buy=0; a risk level in % .


For shorts: variablesIn_SELL, Count_sell, m_price, m_trend, SL_sell, Risk_sell- are similar.


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Optimization passes in 2 stages, on constant lot, i.e. when Risk_buy=0; and Risk_sell =0;


Stage 1, for longs: In_BUY=true; In_SELL=false; Count_buy from 3 up to 120, with step 1;

w_price and w_trend from 0.05 up to 0.6 with step 0.01; SL_buy from 30 up to 100, with step 1.


Stage 2, for shorts: In_BUY=false; In_SELL=true; the other-is similar.


The EA well trades on 'fat' sites of a trend on periods H4 and D - EURUSD,


However, the additional filtration is necessary for an input in the market with application of indicators

on the higher periods.

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Examples.


1. Movement on the north from March, 9 till March, 20, 2009:

Gandalf_PRO

SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2009.03.09 00:00 - 2009.03.19 20:00 (2009.03.09 - 2009.03.20)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersIn_BUY=true; Count_buy=24; w_price=0.18; w_trend=0.18; SL_buy=62; Risk_buy=0; In_SELL=false; Count_sell=24; m_price=0.18; m_trend=0.18; SL_sell=62; Risk_sell=0;
Bars in test1055Ticks modelled420744Modelling quality90.00%
Mismatched charts errors3
Initial deposit10000.00
Total net profit326.02Gross profit389.82Gross loss-63.80
Profit factor6.11Expected payoff27.17
Absolute drawdown116.90Maximal drawdown142.10 (1.42%)Relative drawdown1.42% (142.10)
Total trades12Short positions (won %)0 (0.00%)Long positions (won %)12 (91.67%)
Profit trades (% of total)11 (91.67%)Loss trades (% of total)1 (8.33%)
Largestprofit trade58.10loss trade-63.80
Averageprofit trade35.44loss trade-63.80
Maximumconsecutive wins (profit in money)11 (389.82)consecutive losses (loss in money)1 (-63.80)
Maximalconsecutive profit (count of wins)389.82 (11)consecutive loss (count of losses)-63.80 (1)
Averageconsecutive wins11consecutive losses1


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№2. Movement on the south from September, 24 till October, 31, 2008:

Strategy Tester Report

SymbolEURUSD (Euro vs US Dollar)
Period4 Hours (H4) 2008.09.24 00:00 - 2008.10.30 20:00 (2008.09.24 - 2008.10.31)
ModelEvery tick (the most precise method based on all available least timeframes)
ParametersIn_BUY=false; Count_buy=24; w_price=0.18; w_trend=0.18; SL_buy=62; Risk_buy=0; In_SELL=true; Count_sell=24; m_price=0.18; m_trend=0.18; SL_sell=62; Risk_sell=0;
Bars in test1163Ticks modelled780695Modelling quality90.00%
Mismatched charts errors32
Initial deposit10000.00
Total net profit857.40Gross profit2007.24Gross loss-1149.84
Profit factor1.75Expected payoff17.86
Absolute drawdown67.70Maximal drawdown362.48 (3.31%)Relative drawdown3.31% (362.48)
Total trades48Short positions (won %)48 (62.50%)Long positions (won %)0 (0.00%)
Profit trades (% of total)30 (62.50%)Loss trades (% of total)18 (37.50%)
Largestprofit trade251.20loss trade-64.88
Averageprofit trade66.91loss trade-63.88
Maximumconsecutive wins (profit in money)7 (384.44)consecutive losses (loss in money)5 (-319.36)
Maximalconsecutive profit (count of wins)394.04 (3)consecutive loss (count of losses)-319.36 (5)
Averageconsecutive wins3consecutive losses2