continued generations of same RH-TP 'linked' strategy. 18700 test bars, 57 wins - no losses, Sharpe ratio = 5.82, beautiful monotonic increasing Balance/equity curve, no evidence obvious of the Phantom
Fudge Factor at work.
Strategy name: Generated
Forex Strategy Builder v2.98.3.0 RC
Exported on: 6/15/2013 2:20:28 PM
Description:
(This description might be outdated!)
Automatically generated on 6/14/2013 7:08 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 51885.40 USD (8/29/2012 4:00 AM Bar: 2591)
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Modified by the strategy generator on 6/14/2013 7:45 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 52680.10 USD (8/29/2012 10:00 PM Bar: 10316)
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Modified by the strategy generator on 6/14/2013 8:35 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 55632.10 USD (8/29/2012 10:00 PM Bar: 10316)
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Modified by the strategy generator on 6/14/2013 8:42 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 56038.80 USD (8/29/2012 9:00 PM Bar: 10317)
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Modified by the strategy generator on 6/14/2013 9:07 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 50626.10 USD (11/21/2012 3:30 AM Bar: 13999)
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Modified by the strategy generator on 6/14/2013 9:16 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 51787.60 USD (11/21/2012 3:30 AM Bar: 13999)
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Modified by the strategy generator on 6/14/2013 9:21 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 51787.60 USD (11/21/2012 3:30 AM Bar: 13999)
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Modified by the strategy generator on 6/14/2013 9:35 AM.
Out of sample testing, percent of OOS bars: 30%
Balance: 59218.20 USD (8/29/2012 4:00 AM Bar: 2591)
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Modified by the strategy generator on 6/15/2013 11:47 AM.
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Modified by the strategy generator on 6/15/2013 11:48 AM.
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Modified by the strategy generator on 6/15/2013 12:08 PM.
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Modified by the strategy generator on 6/15/2013 1:18 PM.
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Modified by the strategy generator on 6/15/2013 2:19 PM.
Market: GBPUSD 4 Hours
Spread in points: 20.00
Swap Long in Points: 2.00
Swap Short in Points: -2.00
Commission per lot at opening and closing in Points: 0.00
Slippage in points: 0
Maximum open lots: 1.00
Entry lots: 0.10
Adding lots: 0.10
Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 18710
Balance: 7556 points (57555.80 USD)
Minimum account: 0 points (50000.00 USD)
Maximum drawdown: 0 points (0.00 USD)
Time in position: 19 %
[Strategy Properties]
A same direction signal - Adds to a winning position
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None
Break Even - None
[Opening Point of the Position]
Ross Hook
Enter long at an Up Ross hook
[Opening Logic Condition]
Detrended Oscillator
The Detrended Oscillator crosses the zero line upward
Smoothing method MA1 - Simple
Smoothing method MA2 - Weighted
Base price - Close
Period MA1 - 10
Period MA2 - 45
Use previous bar value - Yes
[Closing Point of the Position]
Take Profit
Exit at the Take Profit level
Take Profit - 1347