forex software

Create and Test Forex Strategies

forex software

Skip to forum content

Forex Forum

Forex Software, Forex Strategies, Expert Advisors Generator

You are not logged in. Please login or register.


Forex Forum → Forex Strategies → eurusd 12pips 30min strategy

Pages 1

You must login or register to post a reply

RSS topic feed

Posts: 7

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 

You don't have the permssions to download the attachments of this post.

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

https://monitortool.jimdofree.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 

You don't have the permssions to download the attachments of this post.

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 

You don't have the permssions to download the attachments of this post.

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

https://monitortool.jimdofree.com/

Posts: 7

Pages 1

You must login or register to post a reply

Forex Forum → Forex Strategies → eurusd 12pips 30min strategy

Similar topics in this forum