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Posts: 5

Topic: Strategy

Hello, my strategy is

Market: EURUSD 30 Минуты

Intrabar scanning: Accomplished
Interpolation method: Пессимистический сценарий
Ambiguous bars: 0
Tested bars: 19798
Balance: 523 pips (2523,00 USD)
Minimum account: -553 pips (1447,00 USD)
Maximum drawdown: 656 pips (656,00 USD)
Time in position: 0 %

A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None
Permanent Take Profit - None

[Opening Point of the Position]
Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
Moving Average
     The bar opens below the Moving Average
     Smoothing method  -  Exponential
     Base price  -  Close
     Period  -  21
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Average
     The bar opens above the Moving Average after opening below it
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  50
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Average
     The bar opens above the Moving Average after opening below it
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  200
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
MACD Histogram
     The MACD histogram rises
     Smoothing method  -  Exponential
     Base price  -  Close
     Signal line method  -  Simple
     Slow MA period  -  26
     Fast MA period  -  12
     Signal line period  -  9
     Level  -  0,0000
     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]
Envelopes
     The bar closes above the Lower Band
     Smoothing method  -  Exponential
     Base price  -  Close
     MA period  -  21
     Deviation %  -  1,2
     Use previous bar value  -  No

http://pics4u.ru/image-A262_4D3BC9A7.jpg

there are mistakes, can you help me? I have a rihgt parameters, but I do not how?

Re: Strategy

there are mistakes, can you help me? I have a rihgt parameters, but I do not how?

What are the mistakes? Explain what behaviour of the strategy you need.

From what I see, the strategy will not close at the upper band of Envelopes as it's shown on the chart, but will close at the first bar that closes above the lower band.

[Closing Logic Condition]
Envelopes
     The bar closes above the Lower Band

If you want to close at the upper band, you have to use:

[Closing Point of the Position]
Envelopes
     Exit long at the Upper Band
     Smoothing method  -  Smoothed
     Base price  -  Close
     MA period  -  21
     Deviation %  -  1.20
     Use previous bar value  -  Yes

Put this in the "Closing Point of the Position" slot.

3 (edited by Alexander Taranenko 2011-01-24 03:14:11)

Re: Strategy

Explain what behaviour of the strategy you need.


Fist enter = the prise cross EMA20 and close. + new 1 bar.
                   Цена пересекла и закрылась над скользящей средней при этом сформировался еще 1 бар
Не обязательно что бы это была бычья свеча как показано на рисунке - там важно, что бы цена закрытия не опустилась ниже EMA - покупка по цене закрытия свечи

second enter = the EMA 20 and SMA 50 cross

http://pics4u.ru/image-86C6_4D3CDF5C.jpg

Re: Strategy

[Opening Point of the Position]
Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
Moving Average
     [ A ]   The bar opens above the Moving Average after opening below it
     Smoothing method  -  Exponential
     Base price  -  Close
     Period  -  20
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Averages Crossover
     [ B ]   The Fast MA crosses the Slow MA upward
     Base price  -  Close
     Fast MA method  -  Exponential
     Slow MA method  -  Simple
     Fast MA period  -  20
     Slow MA period  -  50
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  Yes

[Closing Point of the Position]
Envelopes
     Exit long at the Upper Band
     Smoothing method  -  Exponential
     Base price  -  Close
     MA period  -  20
     Deviation %  -  1.20
     Use previous bar value  -  Yes


This strategy opens long:
1. When price crosses EMA 20 and closes higher. Entry at next bar open.
OR
2. When EMA 20 crosses SMA50. Entry at next bar open.

Exit:
At Upper Envelop for long and Lower Envelop for short.

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Re: Strategy

Popov wrote:

[Opening Point of the Position]
Bar Opening
     Enter the market at the beginning of the bar
     Base price  -  Open

[Opening Logic Condition]
Moving Average
     [ A ]   The bar opens above the Moving Average after opening below it
     Smoothing method  -  Exponential
     Base price  -  Close
     Period  -  20
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
Moving Averages Crossover
     [ B ]   The Fast MA crosses the Slow MA upward
     Base price  -  Close
     Fast MA method  -  Exponential
     Slow MA method  -  Simple
     Fast MA period  -  20
     Slow MA period  -  50
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  Yes

[Closing Point of the Position]
Envelopes
     Exit long at the Upper Band
     Smoothing method  -  Exponential
     Base price  -  Close
     MA period  -  20
     Deviation %  -  1.20
     Use previous bar value  -  Yes


This strategy opens long:
1. When price crosses EMA 20 and closes higher. Entry at next bar open.
OR
2. When EMA 20 crosses SMA50. Entry at next bar open.

Exit:
At Upper Envelop for long and Lower Envelop for short.

OK! Super!

Posts: 5

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