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Posts: 6

Topic: ARM 1.0 Strategy

Strategy name: ARM 1.0
Forex Strategy Builder v2.64.0.0
Exported on: 2/27/2012 2:07:39 PM

Opinion? fix? advice? smile
Start fund | 350 USD
Profit per day | 5.12 USD

Market: EURUSD 1 Hour
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

Maximum open lots: 0.10
Entry lots: 0.10
Adding lots: 1.00
Reducing lots: 1.00

Intrabar scanning: Accomplished
Interpolation method: Optimistic scenario
Ambiguous bars: 0
Tested bars: 19975
Balance: 6058 pips (6407.90 USD)
Minimum account: 0 pips (350.00 USD)
Maximum drawdown: 579 pips (578.60 USD)
Time in position: 26 %

[Strategy Properties]
     A same direction signal - Adds to a winning position
     An opposite direction signal - Reduces the position
     Permanent Stop Loss - None
     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]
     RSI
     The RSI crosses the Level line upward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  9
     Level  -  49
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Stochastics
     The Slow %D crosses the Level line upward
     Smoothing method  -  Simple
     %K period  -  14
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  24
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Moving Average
     The bar opens above the Moving Average
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  7
     Shift  -  3
     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]
     RSI
     The RSI crosses the Level line downward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  13
     Level  -  71
     Use previous bar value  -  No

[Closing Logic Condition]
     Stochastics
     The Slow %D crosses the Level line downward
     Smoothing method  -  Simple
     %K period  -  16
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  78
     Use previous bar value  -  No

2 (edited by changbachang 2012-02-27 15:18:05)

Re: ARM 1.0 Strategy

Strategy name: ARM 1.3
Forex Strategy Builder v2.64.0.0
Exported on: 2/27/2012 8:33:37 PM

Start funds | 350 USD
Profit per day | 5.43 USD
||What do you think? this will work? am i miss something? need tweak? feel free to comment , fix or share your strategy smile

Market: EURUSD 1 Hour
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

Maximum open lots: 0.10
Entry lots: 0.10
Adding lots: 1.00
Reducing lots: 1.00

Intrabar scanning: Accomplished
Interpolation method: Optimistic scenario
Ambiguous bars: 0
Tested bars: 19975
Balance: 6418 pips (6767.80 USD)
Minimum account: 0 pips (350.00 USD)
Maximum drawdown: 474 pips (473.60 USD)
Time in position: 22 %

[Strategy Properties]
     A same direction signal - Adds to a winning position
     An opposite direction signal - Reduces the position
     Permanent Stop Loss - 1800
     Permanent Take Profit - 4000
     Break Even - None

[Opening Point of the Position]
     Previous Bar Closing
     Enter the market at the previous Bar Closing
     Base price  -  Previous Bar Closing

[Opening Logic Condition]
     RSI
     The RSI crosses the Level line upward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  9
     Level  -  49
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Stochastics
     The Slow %D crosses the Level line upward
     Smoothing method  -  Simple
     %K period  -  14
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  24
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Moving Average
     The bar opens above the Moving Average
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  7
     Shift  -  3
     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]
     RSI
     The RSI crosses the Level line downward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  13
     Level  -  71
     Use previous bar value  -  No

[Closing Logic Condition]
     Stochastics
     The Slow %D crosses the Level line downward
     Smoothing method  -  Simple
     %K period  -  16
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  78
     Use previous bar value  -  No

Re: ARM 1.0 Strategy

There is a problem with this strategy with regard to adding lots. You have the following settings:-

Maximum open lots: 0.10
Entry lots: 0.10
Adding lots: 1.00
Reducing lots: 1.00

A same direction signal - Adds to a winning position
     An opposite direction signal - Reduces the position

Since your Maximum open lots is 0.1 and this is also your initial Entry Lot size you will never add lots to a winning position and an opposite direction signal will only open 0.1 lot in the opposite direction and ignore all other signals.

Re: ARM 1.0 Strategy

ow , i change it to nothing then for both of them ,if u want to change the lot u must change it manually big_smile
thx Spiderman smile

Re: ARM 1.0 Strategy

changbachang wrote:

Strategy name: ARM 1.3
Forex Strategy Builder v2.64.0.0
Exported on: 2/27/2012 8:33:37 PM

Start funds | 350 USD
Profit per day | 5.43 USD
||What do you think? this will work? am i miss something? need tweak? feel free to comment , fix or share your strategy smile

Market: EURUSD 1 Hour
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

Maximum open lots: 0.10
Entry lots: 0.10
Adding lots: 1.00
Reducing lots: 1.00

Intrabar scanning: Accomplished
Interpolation method: Optimistic scenario
Ambiguous bars: 0
Tested bars: 19975
Balance: 6418 pips (6767.80 USD)
Minimum account: 0 pips (350.00 USD)
Maximum drawdown: 474 pips (473.60 USD)
Time in position: 22 %

[Strategy Properties]
     A same direction signal - Adds to a winning position
     An opposite direction signal - Reduces the position
     Permanent Stop Loss - 1800
     Permanent Take Profit - 4000
     Break Even - None

[Opening Point of the Position]
     Previous Bar Closing
     Enter the market at the previous Bar Closing
     Base price  -  Previous Bar Closing

[Opening Logic Condition]
     RSI
     The RSI crosses the Level line upward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  9
     Level  -  49
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Stochastics
     The Slow %D crosses the Level line upward
     Smoothing method  -  Simple
     %K period  -  14
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  24
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Moving Average
     The bar opens above the Moving Average
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  7
     Shift  -  3
     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]
     RSI
     The RSI crosses the Level line downward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  13
     Level  -  71
     Use previous bar value  -  No

[Closing Logic Condition]
     Stochastics
     The Slow %D crosses the Level line downward
     Smoothing method  -  Simple
     %K period  -  16
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  78
     Use previous bar value  -  No

I would like to check it in my FSB but i am too lazy to rewrite it,
can you upload XML pls?

Re: ARM 1.0 Strategy

The results are promising
on the other hand it is hard to fwd test nor rely on results.
Why? because it made only 300 trades for last 4.5 years...

Posts: 6

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