Topic: Is this real ?

Forex Strategy Builder V 2.3.2.0 Beta
Strategy name: Is this real
Generated on: 04/02/2007 0:11:40



Market: USDJPY 1 Day
Spread: 3 pips
Swap Number: 1 pip

Statistic Information
Market Account
Symbol
Period
Number of bars
Date of beginning
Date of updating
Minimum price
Maximum price
Average Gap
Maximum Gap
Average High-Low
Maximum High-Low
Average Close-Open
Maximum Close-Open
Maximum days off
USDJPY
1 Day
7562
03/01/78 00:00
26/01/07 00:00
80,75
278,27
36 pips
674 pips
107 pips
1190 pips
34 pips
831 pips
5
Account balance
Minimum account
Maximum account
Maximum drawdown
Gross profit
Gross loss
Sent orders
Executed orders
Dealt lots
Number of bars
Time in position
47421 pips
0 pips
47893 pips
1101 pips
71074 pips
23652 pips
962
962
962
7512
61 %





Strategy Logic
The same direction signal - does Nothing
The opposite direction signal - Closes the position

[Open] Price Open


[Filter] Bulls Bears Power
     Logic The BBP rises.
     Smoothing Method Simple
     Base Price Open
     Smoothing Period 13
     Level 0
     Use previous bar value False


[Filter] MACD
     Logic The MACD line is higher than zero.
     Smoothing Method Exponential
     Base Price Close
     Period Slow Line 26
     Period Fast Line 12
     Period Signal Line 9
     Use previous bar value True


[Filter] Directional Indicators
     Logic The ADI+ is higher than ADI-.
     Smoothing Method Exponential
     Period 10
     Use previous bar value True


[Filter] Money Flow
     Logic The Money Flow rises.
     Use previous bar value True


[Close] Price Close


[Filter] Moving Average
     Logic The Price Close is lower than the MA value.
     Smoothing Method Simple
     Base Price Close
     Period 49
     Shift 0
     Use previous bar value False


[Filter] Directional Indicators
     Logic The ADI+ crosses below the ADI- line.
     Smoothing Method Exponential
     Period 10
     Use previous bar value False

Re: Is this real ?

I forgot it.
It is for all pair´s

Re: Is this real ?

There is a problem here:

[Filter] Bulls Bears Power
     Logic The BBP rises.
     Smoothing Method Simple
     Base Price Open
     Smoothing Period 13
     Level 0
     Use previous bar value False

The indicator BBP compares the current high and the current low to a MA. We don't  know the High and the Low price of the bar before its end.  We can use this indicator at the end of the bar (we know exactly PHigh, PLow and MA) - in open slot - Price Close  or at the beginning of the bar with Use previous bar value True. It seems there is a bug here. When we put Price Open as a base price - FSB calculates the MA(Open Price) and removes the tick from the"Use previous bar value" but continues to use the current Price High / Low.
It is vary dangerous on the real market.

Please, use Base Price  - Close. or tick the "Use previous bar value" manually if you want to use Price Open (you have to turn off the automatic control from the main menu).

Re: Is this real ?

Ok, I change it to Base Price - Close.
Even with it the result is very high.
Forex Strategy Builder V 2.3.2.0 Beta
Strategy name: New
Generated on: 04/02/2007 23:15:25



Market: USDJPY 1 Day
Spread: 3 pips
Swap Number: 1 pip

Statistic Information
Market Account
Symbol
Period
Number of bars
Date of beginning
Date of updating
Minimum price
Maximum price
Average Gap
Maximum Gap
Average High-Low
Maximum High-Low
Average Close-Open
Maximum Close-Open
Maximum days off
USDJPY
1 Day
7562
03/01/78 00:00
26/01/07 00:00
80,75
278,27
36 pips
674 pips
107 pips
1190 pips
34 pips
831 pips
5
Account balance
Minimum account
Maximum account
Maximum drawdown
Gross profit
Gross loss
Sent orders
Executed orders
Dealt lots
Number of bars
Time in position
39679 pips
0 pips
42383 pips
2873 pips
74511 pips
34831 pips
1300
1300
1300
7512
67 %





Strategy Logic
The same direction signal - does Nothing
The opposite direction signal - Closes the position

[Open] Price Open


[Filter] Bulls Bears Power
     Logic The BBP rises.
     Smoothing Method Simple
     Base Price Close
     Smoothing Period 13
     Level 0
     Use previous bar value True


[Filter] MACD
     Logic The MACD line is higher than zero.
     Smoothing Method Exponential
     Base Price Close
     Period Slow Line 26
     Period Fast Line 12
     Period Signal Line 9
     Use previous bar value True


[Filter] Directional Indicators
     Logic The ADI+ is higher than ADI-.
     Smoothing Method Exponential
     Period 10
     Use previous bar value True


[Filter] Money Flow
     Logic The Money Flow rises.
     Use previous bar value True


[Close] Price Close


[Filter] Moving Average
     Logic The Price Close is lower than the MA value.
     Smoothing Method Simple
     Base Price Close
     Period 49
     Shift 0
     Use previous bar value False


[Filter] Directional Indicators
     Logic The ADI+ crosses below the ADI- line.
     Smoothing Method Exponential
     Period 10
     Use previous bar value False

Re: Is this real ?

It still good for usd/jpy usd/chf and gbp/usd
but not good for eur/usd.

Re: Is this real ?

Yes, it is real.