Trend Surfer: Interrelations of the Trend Surfer EA Series

Sign Tool "Catch the trend in one big move." using the logic, we have created three types of EAs below.

Trend Surfer EA
Trend Surfer EA Type II
Trend Surfer EA Type III, stabilizing profit and loss with up to 4 positions

I would like to discuss the mutual relationship while comparing the backtest results since the beginning of the year.

The backtest is
Currency pair USDJPY (USD/JPY)
Period 1-hour chart (H1) 2017.01.03 01:00 - 2017.03.31 23:59 (2017.01.01 - 2017.04.01)
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Trend Surfer EA
This EA was developed first. The sign tool "Catch the trend in one big move." logic is such thatby changing two parameters, period and deviation, the trade point changes. This EA aimed to increase profits by giving two deviations for one period (i.e., two-positioning). In reality, depending on the market, profits can decrease, leading to the development of the single-position Mk-II.

Net profit 283650.00 Gross profit 1732950.00 Gross loss -1449300.00
Profit factor 1.20 Expected value 1130.08

Detailed data ⇒TSusdjpy2017H1.htm


Trend Surfer EA Type II
Next developed was this EA. Using the same logic of the sign tool "Catch the trend in one big move.", it was simplified into a single-position EA. This one has a nicer profit-loss curve and better profitability.

Net profit 418300.00 Gross profit 1781000.00 Gross loss -1362700.00
Profit factor 1.31 Expected value 3606.03

Detailed data ⇒TSA2017usdjpyH1b.htm


Trend Surfer EA Type III, stabilizing profit and loss with up to 4 positions
This EA was created after reconsidering how multi-positioning should be shaped to leverage the logic’s characteristics. The initial Trend Surfer EA had one period and two positions by varying the deviation; here, the period is staggered slightly to disperse trade points and achieve multi-positioning. It has long been known that the value "10" is broadly useful, but in actual markets, 9 or 11 can work better. That means the market rhythm isn’t constant, so there are optimal period values for that market. Since we cannot know that optimal period in advance, this EA holds four positions, varying each position’s period to spread out the trade points, so that one of the positions becomes the optimal trade point. As a result, this EA has the best performance among the three.

Net profit 470900.00 Gross profit 1856500.00 Gross loss -1385600.00
Profit factor 1.34 Expected value 943.69

Detailed data ⇒TSBusdjpy2017H1.htm