Topic: Bug in backtest?
Market: US30 1 Minute
Spread in pips: 5,00
Swap Long in percents: 0,00
Swap Short in percents: 0,00
Commission per deal at opening and closing in percents: 0,00
Slippage in pips: 0
Maximum open lots: 1,00
Entry lots: 1,00
Adding lots: 0,10
Reducing lots: 0,10
Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 19655
Balance: 6339 pips (16339,00 USD)
Minimum account: -4 pips (9996,00 USD)
Maximum drawdown: 66 pips (66,00 USD)
Time in position: 98 %
[Strategy Properties]
A same direction signal - Does nothing
An opposite direction signal - Closes the position
Permanent Stop Loss - 50
Permanent Take Profit - None
Break Even - None
[Opening Point of the Position]
Bar Opening
Enter the market at the beginning of the bar
Base price - Open
[Opening Logic Condition]
Ichimoku Kinko Hyo (HTF v4)
[ A ] The Chikou Span is above the closing price
Higher Time Frame Reference - 5 Minutes
Tenkan - 6
Kijun - 18
Senkou Span B - 50
Use previous bar value - Yes
[Opening Logic Condition]
Detrended Oscillator
[ A ] The Detrended Oscillator is lower than the zero line
Smoothing method MA1 - Weighted
Smoothing method MA2 - Exponential
Base price - Median
Period MA1 - 19
Period MA2 - 42
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]
Stochastics (HTF v4)
[ a ] The Slow %D crosses the Level line downward
Smoothing method - Simple
Higher Time Frame Reference - 5 Minutes
%K period - 4
Fast %D period - 4
Slow %D period - 6
Level - 11
Use previous bar value - Yes
Use data from 2011.09.29 05:46 to 2011.12.14 20:09
last 3 transaction :
14.12.2011 17:23 Long
14.12.2011 18:43 Close
14.12.2011 18:44 Short
Use data from 2011.09.29 05:46 to 2011.12.14 18:44
last 3 transaction :
14.12.2011 17:23 Long
14.12.2011 18:13 Close
14.12.2011 18:14 Short
Files in zip file. Sorry, very bad english...