Topic: eurusd d1
here's my strategy, or you can check it on their tick data from the date of 01.01.2001 - 20.11.2013 deposits $ -1000 risk 2%My data comes from ticks ironFX
Strategy name: EU_D1_v5
Forex Strategy Builder v3.0.2.0
Exported on: 2013-11-20 08:37:51
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.
Market: EURUSD 1 Day
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
Use account % for margin round to whole lots
Maximum open lots: 3,00
Entry lots: 2,00% of the account for margin
Adding lots: 1,00% of the account for margin
Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 3332
Balance: 260003 points (261003,25 USD)
Minimum account: 0 points (1000,00 USD)
Maximum drawdown: 24195 points (24195,00 USD)
Time in position: 43 %
[Strategy Properties]
A same direction signal - Adds to the position
An opposite direction signal - Does nothing
Permanent Stop Loss - 2800
Permanent Take Profit - None
Break Even - None
[Opening Point of the Position]
HMA
Enter the market at HMA
Smoothing method - Weighted
Base price - Open
Line Color - Orange
Period - 14
Shift - 0
Use previous bar value - No
[Opening Logic Condition]
SuperTrend
[ A ] The bar opens above the Moving Average
Period - 10
Multiplier - 3,0
Use previous bar value - Yes
[Opening Logic Condition]
Intra-Day Momentum Oscillator
[ A ] The fast line crosses the slow line downward
Smoothing method - Simple
Period - 4
Level - 0,000
Use previous bar value - Yes
[Opening Logic Condition]
Stochastics
[ A ] Slow %D is higher than Level line
Smoothing method - Simple
%K period - 5
Fast %D period - 3
Slow %D period - 3
Level - 23
Use previous bar value - Yes
[Closing Point of the Position]
Week Closing
Exit the market at the end of the week
Base price - Close
[Closing Logic Condition]
Intra-Day Momentum Oscillator
[ a ] The slow line rises
Smoothing method - Simple
Period - 2
Level - 0,000
Use previous bar value - No
[Closing Logic Condition]
Directional Indicators
[ b ] ADI+ crosses ADI- line downward
Smoothing method - Exponential
Base price - Bar range
Period - 15
Use previous bar value - No
[Closing Logic Condition]
Momentum MT
[ c ] Momentum changes its direction upward
Smoothing method - Simple
Base price - Close
Period - 21
Additional smoothing - 0
Level - 100,00
Use previous bar value - No
[Closing Logic Condition]
Williams' Percent Range
[ d ] WPR crosses the Level line downward
Smoothing method - Simple
Period of %R - 3
Smoothing period - 0
Level - -20
Use previous bar value - No