Topic: Round Numbers with Keltner Channel

Dear All
i find that most of us use the program to test strategies in our own and miss a huge opportunity to discuss our findings and also know the best way to use that great software
so i will open the discussion here , all are welcome to partecipate

Automatically generated on 12/14/2009 4:01 PM.

Market: EURUSD 1 Day
Spread in pips: 3
Swap Long in pips: 1
Swap Short in pips: -1
Commission per lot at opening and closing in pips: 0
Slippage in pips: 0

Maximum open lots: 20
Entry lots: 1
Adding lots: 1
Reducing lots: 1

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 20
Tested bars: 5093
Balance: 57760 pips (67760.00 USD)
Minimum account: 0 pips (10000.00 USD)
Maximum drawdown: 16113 pips (16113.00 USD)
Time in position: 43 %

A same direction signal - Adds to the position
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None

[Opening Point of the Position]
Keltner Channel
     Enter long at the Upper Band
     Smoothing method  -  Smoothed
     Base price  -  Close
     MA period  -  148
     ATR period  -  36
     ATR multiplier  -  5
     Use previous bar value  -  Yes

[Closing Point of the Position]
Round Number
     Exit long at the higher round number
     Vertical shift  -  -815
     Digids  -  3

Post's attachments

Round Numbers with Keltner Channel.pdf 41.95 kb, 19 downloads since 2009-12-14 

You don't have the permssions to download the attachments of this post.