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Forex Software → Forex Strategies → Optimization: EURUSD 1H Profit 3400 Drawdown 656

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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


http://forexsb.com/img1/eurusd_1h_3400_656.jpg

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