Description:
(This description might be outdated!)
Automatically generated on 27/11/2013 22:53.
Out of sample testing, percent of OOS bars: 50%
Balance: 16117.85 USD (21/06/2010 10:00 Bar: 21292)
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Modified by the strategy generator on 27/11/2013 22:57.
Out of sample testing, percent of OOS bars: 50%
Balance: 12252.40 USD (21/06/2010 10:00 Bar: 21292)
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Modified by the strategy generator on 27/11/2013 23:11.
Out of sample testing, percent of OOS bars: 50%
Balance: 10054.00 USD (21/06/2010 10:00 Bar: 21292)
Market: EURUSD 1 Hour
Spread in points: 1.00
Swap Long in Points: 2.00
Swap Short in Points: -2.00
Commission per lot at opening and closing in Points: 0.25
Slippage in points: 1
Maximum open lots: 1.00
Entry lots: 0.10
Adding lots: 0.10
Martingale money management multiplier: 2.00
Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 42363
Balance: 9676 points (19675.55 USD)
Minimum account: -223 points (9776.80 USD)
Maximum drawdown: 2360 points (2359.60 USD)
Time in position: 13 %
[Strategy Properties]
A same direction signal - Adds to the position
An opposite direction signal - Reverses the position
Permanent Stop Loss - 1000
Permanent Take Profit - 1000
Break Even - None
[Opening Point of the Position]
Vidya Moving Average
Enter the market at the Vidya Moving Average
Base price - Low
Period - 2
Smooth - 5
Use previous bar value - Yes
[Opening Logic Condition]
Ease of Movement
[ A ] Ease of Movement falls
Smoothing method - Simple
Period - 80
Volume divisor - 52552
Use previous bar value - Yes
[Opening Logic Condition]
Price Oscillator
[ A ] Price Oscillator changes its direction downward
Smoothing method - Smoothed
Base price - Typical
Period - 22
Additional smoothing - 198
Level - 0.0000
Use previous bar value - Yes
[Opening Logic Condition]
Intra-Day Momentum Oscillator
[ A ] The slow line falls
Smoothing method - Smoothed
Period - 105
Level - 0.000
Use previous bar value - Yes
[Opening Logic Condition]
Long or Short
[All] Open long positions only
[Closing Point of the Position]
Day Closing
Exit the market at the end of the day
Base price - Close
[Closing Logic Condition]
Fisher Transform
[ a ] Fisher Transform rises
Base price - Close
Period - 14
Use previous bar value - Yes
[Closing Logic Condition]
Buddah candle indicator
[ b ] Flying Buddah
FastBase price - Low
SlowBase price - High
Fast MA method - Simple
Slow MA method - Smoothed
Fast MA period - 90
Slow MA period - 74
Fast MA shift - 50
Slow MA shift - 61
Use previous bar value - Yes
[Closing Logic Condition]
Moving Average
[ c ] The bar closes above Moving Average
Smoothing method - Simple
Base price - Weighted
Period - 200
Shift - 2
Use previous bar value - Yes
[Closing Logic Condition]
Donchian Channel
[ d ] The bar closes above Upper Band
Base price - High & Low
Period - 10
Shift - 200
Use previous bar value - Yes