• Registered: 2011-08-25
  • Posts: 3

Topic: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

Strategy name: FOR-TEST1M
Forex Strategy Builder v2.64.0.0
Exported on: 9/8/2011 9:01:04 PM

40 days


Market: EURUSD 1 Minute
Spread in pips: 20.00
Swap Long in pips: 2.00
Swap Short in pips: -2.00
Commission per lot at opening and closing in pips: 0.00
Slippage in pips: 0

Use account % for margin round to whole lots
Maximum open lots: 10.00
Entry lots: 5.00% of the account for margin
Adding lots: 5.00% of the account for margin
Reducing lots: 5.00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 49977
Balance: 4751 pips (5750.82 USD)
Minimum account: -158 pips (841.66 USD)
Maximum drawdown: 960 pips (960.44 USD)
Time in position: 79 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Reverses the position
     Permanent Stop Loss - 5000
     Permanent Take Profit - 1000
     Break Even - None

[Opening Point of the Position]
     Donchian Channel
     Enter long at the Upper Band
     Base price  -  High & Low
     Period  -  14
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Alligator
     The Teeth crosses the Jaws downward
     Smoothing method  -  Smoothed
     Base price  -  Typical
     Jaws period  -  13
     Jaws shift  -  8
     Teeth period  -  8
     Teeth shift  -  5
     Lips period  -  5
     Lips shift  -  3
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Week Closing
     Exit the market at the end of the week
     Base price  -  Close

  • Blaiserboy
  • Blaiserboy
  • Junior Part-Time Aspiring Space Cadet
  • Offline
  • From: Toronto
  • Registered: 2010-09-06
  • Posts: 2,849

Re: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

This may be the start of a strategy.

For myself, I would prefer to have the relationship of stop loss and take profit to be a bit more conservative.


Thanks for posting.

Blaiserboy's Website

  • Registered: 2011-08-25
  • Posts: 3

Re: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

Blaiserboy wrote:

This may be the start of a strategy.

For myself, I would prefer to have the relationship of stop loss and take profit to be a bit more conservative.


Thanks for posting.

currently am running forward live test with alpari and fxpro, the result was awsome, but still i need better exit point... i hope i'l find it within nxt 5  sessions...

  • From: Poland
  • Registered: 2011-04-28
  • Posts: 76

Re: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

Hi.
Carefull, when I modeled it in FSB (same version), I see very poor results on the standard 1m test bars (20k), on all 4 pairs. I think you tested it on some different data feed, different time period ?

  • Registered: 2011-09-28
  • Posts: 12

Re: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

Hi rajesh.I made your setting in FSB but I could not see a upward chart!! what is the point? would u help me.

  • From: Germany
  • Registered: 2011-09-24
  • Posts: 16

Re: EURUSD MINUTE 1 SHARP RATION 0.77 IS THIS oK

Hallo,

from my experience, backtesting correctly a M1 strategy is extremely difficult; the granularity is just M1, beyond you have only intrabar interpolations. At these timeframes the uncertainty is significant, as well as the dependency on the provider.

I would personally avoid that, choosing timeframes M30 or longer.

Just my 2 cents.

Cheers,

lt