Topic: Optimization: EURUSD 1H Profit 3400 Drawdown 656
This is an optimization of the Karl Marks' strategy.
My goal was Max Profit.
Two new filters have been added:
Momentum - The Momentum value is rising. - The trend is gaining power.
ADX - The ADX value is lower than Level. - The trend is nod exhausted.
Forex Strategy Builder V 2.3.1.0 Beta
Strategy name: EURUSD 1H Profit 3400 Drawdown 656
Exported on: 1/19/2007 1:40:11 PM
Market: EURUSD 1 Hour
Spread: 4 pips
Swap Number: 1 pips
Balance: 3436 pips
Min account: 0 pips
Max drawdown: 656 pips
Time in position: 56 %
The same direction signal - does Nothing
The opposite direction signal - does Nothing
[Open] Price Open
[Filter] MACD
Logic The MACD Line crosses the zero line from below.
Smoothing Method Exponential
Base Price Close
Period Slow Line 27
Period Fast Line 11
Period Signal Line 9
Use previous bar value True
[Filter] Momentum
Logic The Momentum value is rising.
Smoothing Method Simple
Base Price Close
Period 25
Smoothing Period 16
Level 0
Use previous bar value True
[Filter] ADX
Logic The ADX value is lower than Level.
Smoothing Method Exponential
Period 15
Level 36
Use previous bar value True
[Close] Bollinger Bands
Logic It doesn't act as a Filter.
Smoothing Method Smoothed
Base Price Median
Period 49
Multiplier 2.15
Use previous bar value True