Topic: Strategies generated by FSB v2.5 b-1
EURUSD 1Day
Forex Strategy Builder V 2.5.b-1
Strategy name: Unnamed
Exported on: 6/15/2007 11:40:52 AM
Market: EURUSD 1 Day
Spread: 4 pips
Swap Number: 1 pip
Intrabar scanning: Not necessary
Interpolaton method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 4371
Balance: 16442 pips
Minimum account: 0 pips
Maximum drawdown: 377 pips
Time in position: 16 %
A same direction signal - Adds to the position
An opposite direction signal - Reduces the position
[Opening point of the position]
Donchian Channel
Open long at the Up Band
Period - 169
Shift - 137
[Opening logic condition]
Parabolic SAR
PSAR determines the position's direction
Starting AF - 3.66
Increment - 2.17
Maximum AF - 8.1
[Opening logic condition]
Cumulative Sum
The Cumulative Sum rises
Smoothing method - Simple
Base price - Close
Period - 3
Additional smoothing - 2
Use previous bar value - Yes
[Opening logic condition]
Starc Bands
The current bar opens below the Up Band
Smoothing method - Simple
Base price - Close
MA period - 4
Multiplier - 2
Use previous bar value - Yes
[Closing point of the position]
Bar Closing
Exit the market at the end of the bar
Base price - Close
[Closing logic condition]
Oscillator of RSI
The Oscillator crosses the zero line upward
Smoothing method - Weighted
Base price - Open
First RSI period - 21
Second RSI period - 80
Use previous bar value - No
This profitable strategy would be difficult to find manually but it was generated by the new "Generator" function follow by "Optimization"
FSB still suffer from it weakness of easily putting the discovered strategy into real trading. It need a translator to translate the strategy to MT4 or have the ability to execute the trade directly from FSB.