1 (edited by lleal 2007-01-05 18:29:36)

Topic: lleal strategy V.01

Dear Sir,

For now, this is the best linear strategy for this data (07-09-06 > 29-12-06).
It's possible a 13.000 Pips value, but I think it's not a consistent strategy.

Forex Strategy Builder V Beta
Strategy name: lleal-01
Exported on: 05-01-2007 17:12:16

Market: EURUSD 5 Minutes

Balance: 3775 pips
Min account: -268 pips
Max account drop: 672 pips
Time in position: 79 %

Add to an open position
The opposite signal reduces the position

[Open] Price Open

[Filter] Average True Range
     Logic The ATR value is rising.
     Smoothing Method Weighted
     Smoothing Period 8
     Use previous bar value. True

[Filter] ADX
     Logic The ADX value is rising.
     Smoothing Method Smoothed
     Period 6
     Level 0
     Use previous bar value. True

[Close] Bollinger Bands
     Logic The Price Open is lower than the Up Band.
     Smoothing Method Exponential
     Base Price Close
     Period 195
     Multiplier 2,46
     Use previous bar value. True

Why the last 10 years data (EURUSD) have a big problems to steep in to the sky?
Have you a complete 2006 year (EURUSD) with 60s bars?

Very nice tool!

Sincerely Yours


Re: lleal strategy V.01

I think, your strategy is calculated with Swap Number = 0 (Overnight rollover fee)
Sometimes, more than 20 lots are transfered to the next day. The difference is significant.