Topic: EurUsd 1 hour exit on close
Strategy name: EURUSD_1HOUR_L_8
Forex Strategy Builder v3.0.2.0
Exported on: 28/11/2013 08:45:37
Description:
(This description might be outdated!)
Automatically generated on 27/11/2013 22:53.
Out of sample testing, percent of OOS bars: 50%
Balance: 16117.85 USD (21/06/2010 10:00 Bar: 21292)
-----------
Modified by the strategy generator on 27/11/2013 22:57.
Out of sample testing, percent of OOS bars: 50%
Balance: 12252.40 USD (21/06/2010 10:00 Bar: 21292)
-----------
Modified by the strategy generator on 27/11/2013 23:11.
Out of sample testing, percent of OOS bars: 50%
Balance: 10054.00 USD (21/06/2010 10:00 Bar: 21292)
-----------
Modified by the strategy generator on 28/11/2013 08:10.
Out of sample testing, percent of OOS bars: 50%
Balance: 19066.70 USD (21/06/2010 10:00 Bar: 21292)
Market: EURUSD 1 Hour
Spread in points: 1.00
Swap Long in Points: 2.00
Swap Short in Points: -2.00
Commission per lot at opening and closing in Points: 0.25
Slippage in points: 1
Maximum open lots: 1.00
Entry lots: 0.10
Adding lots: 0.10
Martingale money management multiplier: 2.00
Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 1
Tested bars: 42314
Balance: 17893 points (27892.95 USD)
Minimum account: -70 points (9929.60 USD)
Maximum drawdown: 3103 points (3103.22 USD)
Time in position: 25 %
[Strategy Properties]
A same direction signal - Adds to the position
An opposite direction signal - Reverses the position
Permanent Stop Loss - 700
Permanent Take Profit - 1000
Break Even - None
[Opening Point of the Position]
Moving Average
Enter the market at Moving Average
Smoothing method - Simple
Base price - Low
Period - 3
Shift - 0
Use previous bar value - Yes
[Opening Logic Condition]
Long or Short
[All] Open long positions only
[Opening Logic Condition]
Detrended Oscillator
[ A ] The Detrended Oscillator rises
Smoothing method MA1 - Weighted
Smoothing method MA2 - Simple
Base price - Close
Period MA1 - 22
Period MA2 - 20
Use previous bar value - Yes
[Opening Logic Condition]
Parabolic SAR
[ A ] The price is higher than the PSAR value
Starting AF - 2.09
Increment - 1.60
Maximum AF - 0.52
[Opening Logic Condition]
Vidya Moving Average
[ A ] The bar opens above the Vidya Moving Average
Base price - Median
Period - 75
Smooth - 194
Use previous bar value - Yes
[Closing Point of the Position]
Day Closing
Exit the market at the end of the day
Base price - Close
[Closing Logic Condition]
Starc Bands
[ a ] The bar closes below Lower Band
Smoothing method - Simple
Base price - Close
MA period - 171
Multiplier - 1.24
Use previous bar value - Yes
[Closing Logic Condition]
Oscillator of ROC
[ b ] Oscillator falls
Smoothing method - Weighted
Base price - Weighted
First ROC period - 62
Second ROC period - 60
Use previous bar value - Yes
[Closing Logic Condition]
Oscillator of ATR
[ c ] Oscillator rises
Smoothing method - Simple
First ATR period - 151
Second ATR period - 110
Use previous bar value - Yes