1 (edited by kazik1616 2012-10-11 18:51:34)

Topic: EmaSar strateg

Strategy name: EmaSar strategy
Forex Strategy Builder v2.72.0.0
Exported on: 2012-10-11 19:39:14

Description:
This is simple Parabolic SAR strategy with added moving average to direct trend.

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.


Market: EURUSD 1 Day
Spread in pips: 20,00
Swap Long in pips: 2,00
Swap Short in pips: -2,00
Commission per lot at opening and closing in pips: 0,00
Slippage in pips: 0

Use account % for margin round to whole lots
Maximum open lots: 100,00
Entry lots: 2,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 5661
Balance: 7043 pips (14198,76 USD)
Minimum account: -1945 pips (8016,67 USD)
Maximum drawdown: 6336 pips (6228,24 USD)
Time in position: 76 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - None
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
     Parabolic SAR
     The price is higher than the PSAR value
     Starting AF  -  0,02
     Increment  -  0,02
     Maximum AF  -  2,00

[Opening Logic Condition]
     Moving Average
     The bar opens above the Moving Average
     Smoothing method  -  Exponential
     Base price  -  Close
     Period  -  52
     Shift  -  0
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Parabolic SAR
     Exit the market at PSAR
     Starting AF  -  0,02
     Increment  -  0,02
     Maximum AF  -  2,00

Post's attachments

EmaSar strategy.xml 5.15 kb, 16 downloads since 2012-10-11 

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