Topic: Optimization: EURUSD 1H Profit 2580 Drawdown 220
This is an optimization of the Karl Marks' strategy.
My goal was Min Drawdown.
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 2580 Drawdown 220
Exported on: 1/19/2007 5:12:45 PM
Market: EURUSD 1 Hour
Spread: 4 pips
Swap Number: 1 pips
Balance: 2584 pips
Min account: 0 pips
Max drawdown: 219 pips
Time in position: 36 %
The same dirrection signal - does Nothing
The opposite dirrection 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 21
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 The Price Open is lower than the Up Band.
Smoothing Method Smoothed
Base Price Median
Period 30
Multiplier 2
Use previous bar value True