1 (edited by hexx 2012-09-02 12:15:40)

Topic: eurusd 12pips 30min strategy

Strategy name: liteforex_12_p_eurusd
Forex Strategy Builder v2.72.0.0
Exported on: 2012.09.02 14:09:05

Description:
Automatically generated on 2012.05.17 04:02.

-----------
Modified by the strategy generator on 2012.06.03 07:30.

Market: EURUSD 30 Minutes
Spread in pips: 0,01
Swap Long in pips: 0,00
Swap Short in pips: 0,00
Commission per lot at opening and closing in pips: 0,01
Slippage in pips: 0

Maximum open lots: 0,02
Entry lots: 0,02

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 4074
Balance: 133 pips (207,30 USD)
Minimum account: -11 pips (91,35 USD)
Maximum drawdown: 14 pips (10,49 USD)
Time in position: 15 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 440
     Permanent Take Profit - 120
     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]
     MACD
     [ A ]   The MACD line falls
     Smoothing method  -  Simple
     Base price  -  Weighted
     Signal line method  -  Simple
     Slow MA period  -  17
     Fast MA period  -  15
     Signal line period  -  10
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Entry Time
     [All]   Enter the market between the specified hours
     From hour (incl.)  -  21
     From min (incl.)  -  0
     Until hour (excl.)  -  1
     Until min( excl.)  -  1

[Opening Logic Condition]
     Enter Once
     [All]   Enter no more than once a day

[Opening Logic Condition]
     Awesome Oscillator
     [ A ]   The AO rises
     Smoothing method  -  Simple
     Base price  -  Median
     Slow MA period  -  34
     Fast MA period  -  6
     Level  -  -0,0010
     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]
     On Balance Volume (WTF v4)
     [ a ]   The On Balance Volume falls
     Higher Time Frame Reference  -  1 Hour

[Closing Logic Condition]
     N Bars Exit
     [ a ]   Exit N Bars after entry
     N Bars  -  17



P.S History data  from litoforex

Post's attachments

liteforex_12_p_eurusd.xml 5.92 kb, 69 downloads since 2012-09-02 

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Re: eurusd 12pips 30min strategy

Hi,
at my computer it is a loosing strategy.

What data for backtesting are you using ?
Start/End of backtestperiod?

The spread=0,01 is very low.

thomas

http://www.tradessystem.com/

3 (edited by hexx 2012-09-02 13:23:19)

Re: eurusd 12pips 30min strategy

start 2012-05-07   end  2012-08-31


history data   data.zip

Post's attachments

data.zip 721 kb, 28 downloads since 2012-09-02 

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Re: eurusd 12pips 30min strategy

hexx wrote:

start 2012-05-07   end  2012-08-31


history data   data.zip

Hi,

IMHO That is very short period for backtesting/creating strategy. Is it performing good in fwd test?

Re: eurusd 12pips 30min strategy

Great strategy. Thanks hexx.

6 (edited by hexx 2012-09-19 06:36:59)

Re: eurusd 12pips 30min strategy

Strategy update


Strategy name: liteforex_12_p_eurusd
Forex Strategy Builder v2.72.0.0
Exported on: 2012.09.19 08:21:09

Description:
Automatically generated on 2012.05.17 04:02.

-----------
Modified by the strategy generator on 2012.06.03 07:30.

Market: EURUSD 30 Minutes
Spread in pips: 3,00
Swap Long in pips: 0,00
Swap Short in pips: 0,00
Commission per lot at opening and closing in pips: 0,01
Slippage in pips: 0

Maximum open lots: 1,00
Entry lots: 0,01

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 4675
Balance: 84 pips (184,36 USD)
Minimum account: 0 pips (100,00 USD)
Maximum drawdown: 5 pips (4,63 USD)
Time in position: 16 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 46
     Permanent Take Profit - 12
     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]
     MACD
     [ A ]   The MACD line falls
     Smoothing method  -  Simple
     Base price  -  Weighted
     Signal line method  -  Simple
     Slow MA period  -  13
     Fast MA period  -  15
     Signal line period  -  10
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Entry Time
     [All]   Enter the market between the specified hours
     From hour (incl.)  -  21
     From min (incl.)  -  0
     Until hour (excl.)  -  1
     Until min( excl.)  -  0

[Opening Logic Condition]
     Enter Once
     [All]   Enter no more than once a day

[Opening Logic Condition]
     Awesome Oscillator
     [ A ]   The AO rises
     Smoothing method  -  Simple
     Base price  -  Median
     Slow MA period  -  28
     Fast MA period  -  13
     Level  -  -0,0010
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Pivot Points
     Exit long at R3 (short at S3)
     Base price  -  One bar
     Vertical shift  -  6
     Use previous bar value  -  Yes

Post's attachments

liteforex_12_p_eurusd.xml 5.33 kb, 26 downloads since 2012-09-19 

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Re: eurusd 12pips 30min strategy

Hi,
hexx
the spread of 3 pips is too low.
If you have a 5 digit broker you should use at least
25 pips.

thomas

http://www.tradessystem.com/