Forex strategies » Demo optimizer
Strategy Overview
Forex Strategy Builder v2.6.1.0
Strategy name: Demo optimizer
Date: 09.5.2008 г. 13:58:02
Description
This strategy serves to demonstrate how the Optimizer works.
To test it, simply open the Optimizer, check all parameters' check boxes and press the "Optimize" button.
Be careful! The resulting strategy may be over-optimized!
Logic
Opening (Entry Signal)
Open a new long position at the beginning of the bar when the following logic condition is satisfied:
- MACD* (Exponential, Close, Simple, 24, 6, 9); the MACD line crosses the Signal line upward.
Open a new short position at the beginning of the bar when the following logic condition is satisfied:
- MACD* (Exponential, Close, Simple, 24, 6, 9); the MACD line crosses the Signal line downward.
Closing (Exit Signal)
Close an existing long position at the Parabolic SAR (0,02, 0,02, 2). It determines the position direction also.
Close an existing short position at the Parabolic SAR (0,02, 0,02, 2). It determines the position direction also.
Additional entry** signals handling
Entry signal in the direction of the present position:
- An averaging is not allowed. Cancel any additional order, which is in the same direction.
Entry signal in the opposite direction:
- A present position modification is not allowed. Cancel any additional order, which is in the opposite direction.
Trading Sizes
Trade always a constant number of lots.
- Opening of a new position - 1 lot.
Protection
The strategy does not provide a permanent loss limitation.
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* Use the indicator value from the previous bar for all indicators marked with asterisk!
** The averaging rules concern the entry signals only. Exit signals close a position. They are not allowed to open, add or reduce one.
Environment
| Market | ||
| Symbol: | EURUSD | |
| Time frame: | 1 Day | |
| Spread: | 4 pips | (4,00 USD) |
| Swap Long: | 1 pip | (1,00 USD) |
| Swap Short: | -1 pip | (-1,00 USD) |
| Slippage: | 0 pips | (0,00 USD) |
| Lot size: | 10000,00 EUR | |
| Leverage: | 1/100 | |
Account | ||
| Initial account: | 10000,00 USD | |
| Required margin: | 100,00 USD for each open lot | |
Strategy Properties
| Additional entry signals handling | |
| A same direction signal | Does nothing |
| An opposite direction signal | Does nothing |
Trading size | |
| Maximum open lots | 5 |
| Entry lots | 1 |
| Adding lots | 1 |
| Reducing lots | 1 |
Permanent loss protection | |
| Permanent Stop Loss | None |
Indicator Slots
The slots show logic for the long positions only. Forex Strategy Builder computes proper logic for the short positions automatically.
| Base price | - Open |
| Smoothing method | - Exponential |
| Base price | - Close |
| Signal line method | - Simple |
| Slow MA period | - 24 |
| Fast MA period | - 6 |
| Signal line period | - 9 |
| Use previous bar value | - Yes |
| Starting AF | - 0,02 |
| Increment | - 0,02 |
| Maximum AF | - 2 |
Statistic Information
| Market | Account | ||
|---|---|---|---|
| Symbol | EURUSD | Intrabar scanning | Not accomplished |
| Period | 1 Day | Interpolation method | Pessimistic scenario |
| Number of bars | 4877 | Ambiguous bars | 0 |
| Date of updating | 18.04.08 | Tested bars | 4845 |
| Time of updating | 00:00 | Initial account | 10000,00 USD |
| Date of beginning | 27.06.89 | Account balance | 8129,00 USD |
| Time of beginning | 00:00 | Minimum account | 8129,00 USD |
| Data refining | Switched off | Maximum account | 12537,00 USD |
| Minimum price | 0,8229 | Maximum drawdown | 4408,00 USD |
| Maximum price | 1,5981 | Gross profit | 21356,00 USD |
| Average Gap | 5 pips | Gross loss | 23227,00 USD |
| Maximum Gap | 477 pips | Sent orders | 2838 |
| Average High-Low | 108 pips | Executed orders | 495 |
| Maximum High-Low | 607 pips | Dealt lots | 495 |
| Average Close-Open | 56 pips | Winning trades | 85 |
| Maximum Close-Open | 441 pips | Losing trades | 162 |
| Maximum days off | 5 | Win/loss ratio | 0,5246913 |
| Maximum data bars | 20000 | Time in position | 53 % |
| No data older than | No limits | Charged spread | 992,00 USD |
| No data newer than | No limits | Charged rollover | 3207,00 USD |
| Charged slippage | 0,00 USD | ||
| Total charges | 4199,00 USD | ||
| Balance without charges | 12328,00 USD | ||
| Account exchange rate | 1,0000 | ||
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