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?
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