this is the strategy
Strategy name: mavcrossSupertrendBollinger
Forex Strategy Builder v3.8.2.0
Exported on: 21.10.2014 22:44:09
Description:
This is an "empty" strategy.
You can use it as a base to build your strategy from scratch.
Feel free to experiment!
You can set the opening and the closing point of the position, add opening or closing logic conditions, and adjust the strategy properties.
The "Opening Point of the Position" slot shows the price, at which the strategy enters the market and adds/removes from an open position. We enter the market at a price level determined by an indicator value or by time ("Bar Opening" for example). However, before we open position we need confirmation from the "Opening Logic Condition" slots.
The "Opening Logic Conditions" basically tell you whether to enter the market or not when the entry price has been reached. They also determine the position's direction (whether we enter short or long). There is no any "Opening Logic Condition" in this strategy and that leads to undetermined entry direction. Because of that the program doesn’t open positions during the backtest.
The "Closing Point of the Position" sets the exit price. If you set it at "Bar Closing", you can add "Closing Logic Conditions". They will block the exit until at least one of them is fulfilled. If you do not use "Closing Logic Conditions", the position will be closed when the "Closing Point" is reached.
The Strategy Overview explains the strategy logic in an additional window and can be exported to a file.
Look in the forum for help or more information on creating forex strategies.
Remember! The strategy slots describe the long position logic only. Forex Strategy Builder will set the short position logic automatically using the same logic but in the opposite direction.
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Modified by the strategy generator on 31.05.2014 19:10.
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Modified by the strategy generator on 01.06.2014 23:37.
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Modified by the strategy generator on 10.07.2014 16:45.
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Modified by the strategy generator on 10.07.2014 17:26.
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Modified by the strategy generator on 11.07.2014 11:00.
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Modified by the strategy generator on 07.10.2014 05:25.
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Modified by the strategy generator on 07.10.2014 05:32.
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Modified by the strategy generator on 07.10.2014 05:43.
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Modified by the strategy generator on 07.10.2014 05:48.
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Modified by the strategy generator on 07.10.2014 05:55.
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Modified by the strategy generator on 18.10.2014 00:32.
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Modified by the strategy generator on 18.10.2014 01:12.
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Modified by the strategy generator on 20.10.2014 03:24.
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Modified by the strategy generator on 20.10.2014 03:24.
Market: EURUSD 4 Hours
Spread in points: 44,00
Swap Long in Points: -3,00
Swap Short in Points: -3,00
Commission per lot at opening and closing in Points: 0,00
Slippage in points: 0
Maximum open lots: 100,00
Entry lots: 1,00
Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 7253
Balance: 118687 points (163687,00 USD)
Minimum account: -1288 points (43712,00 USD)
Maximum drawdown: 6359 points (6359,00 USD)
Time in position: 62 %
[Strategy Properties]
A same direction signal - Does nothing
An opposite direction signal - Reverses the position
Permanent Stop Loss - 1220
Permanent Take Profit - 2570
Break Even - 1740
[Opening Point of the Position]
Bar Opening
Enter the market at the beginning of the bar
Base price - Open
[Opening Logic Condition]
Moving Averages Crossover
Fast MA is lower than Slow MA
Base price - Close
Fast MA method - Weighted
Slow MA method - Exponential
Fast MA period - 1
Slow MA period - 138
Fast MA shift - 87
Slow MA shift - 70
Use previous bar value - Yes
[Opening Logic Condition]
SuperTrend
The Moving Average falls
Period - 2
Multiplier - 137,5
Use previous bar value - Yes
[Closing Point of the Position]
Bollinger Bands
Exit long at Upper Band
Smoothing method - Smoothed
Base price - Close
MA period - 23
Multiplier - 4,88
Use previous bar value - Yes