Topic: RSI Full Stohastic

Hello,
This strategy works find on hg.f. What do you think about it?

Strategy name: rsi-fullstochastic-HG
Forex Strategy Builder v2.72.0.0
Exported on: 2013-02-12 22:15:36

Description:
This is an "empty" strategy.

You can use it as a base to build your strategy from scratch.

Feel free to experiment!

You can set the opening and the closing point of the position, add opening or closing logic conditions, and adjust the strategy properties.

The "Opening Point of the Position" slot shows the price, at which the strategy enters the market and adds/removes from an open position. We enter the market at a price level determined by an indicator value or by time ("Bar Opening" for example). However, before we open position we need confirmation from the "Opening Logic Condition" slots.

The "Opening Logic Conditions" basically tell you whether to enter the market or not when the entry price has been reached. They also determine the position's direction (whether we enter short or long). There is no any "Opening Logic Condition" in this strategy and that leads to undetermined entry direction.   Because of that the program doesn’t open positions during the backtest.

The "Closing Point of the Position" sets the exit price. If you set it at "Bar Closing", you can add "Closing Logic Conditions". They will block the exit until at least one of them is fulfilled. If you do not use "Closing Logic Conditions", the position will be closed when the "Closing Point" is reached.

The Strategy Overview explains the strategy logic in an additional window and can be exported to a file.

Look in the forum for help or more information on creating forex strategies.

Remember! The strategy slots describe the long position logic only. Forex Strategy Builder will set the short position logic automatically using the same logic but in the opposite direction.


Market: hg_f 1 Day
Spread in pips: 0,08
Swap Long in percents: 0,00
Swap Short in percents: 0,00
Commission per deal at opening and closing in percents: 0,01
Slippage in pips: 6

Use account % for margin round to whole lots
Maximum open lots: 20,00
Entry lots: 2,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 8104
Balance: 127096 pips (133879,35 USD)
Minimum account: -1 pips (9997,96 USD)
Maximum drawdown: 150444 pips (151042,15 USD)
Time in position: 30 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Reverses the position
     Permanent Stop Loss - None
     Permanent Take Profit - None
     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]
     Moving Average
     The bar opens above the Moving Average
     Smoothing method  -  Exponential
     Base price  -  Close
     Period  -  150
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     RSI
     The RSI is lower than the Level line
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  3
     Level  -  20
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Stochastics
     The Slow %D is lower than the Level line
     Smoothing method  -  Simple
     %K period  -  6
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  30
     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]
     Stochastics
     The Slow %D is higher than the Level line
     Smoothing method  -  Simple
     %K period  -  6
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  70
     Use previous bar value  -  No

Post's attachments

rsi-fullstochastic-HG.xml 15.79 kb, 36 downloads since 2013-02-12 

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Re: RSI Full Stohastic

I would like to see results of using only one lot instead of 20

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: RSI Full Stohastic

Balance: 127096 pips (133879,35 USD)
Maximum drawdown: 150444 pips (151042,15 USD)

Balance $133k < drawdown $150k - does it mean that there was margin call?

Re: RSI Full Stohastic

Balance $133k < drawdown $150k - does it mean that there was margin call?

It depends on when this drawdown occurs. If the highest balance is $250k and max drawdown happens after that, the lowest account should be $100k.

Re: RSI Full Stohastic

wel minimum account is
Minimum account: -1 pips (9997,96 USD) - it seems to me as initial balance was $10 000

Re: RSI Full Stohastic

hmm. I mean lowest account at the moment when max drawdown occurs.
Margin Call happens when your account drops below the amount necessary for maintaining required margin for supporting currently open positions. If this happens, FSB shows a note on Balance Chart.
There is no MC in your cases.

Re: RSI Full Stohastic

Hello,
Yes, I started with $10,000.
Blaiserboy - I can generate you the report of using 1 Lot instead of 2% of account. What time frame are you interested in? The results from last 20 years is enough for you or you would like to extend/shorten the period?

Re: RSI Full Stohastic

I am actually not too interested in this adviser, having had more time to look at the numbers. I am a bit afraid of serious drawdown.

My 'secret' goal is to push EA Studio until I can net 3000 pips per day....

Re: RSI Full Stohastic

I am sorry for being 'stupid' how then i find out what was the max DD in %
I mean the number shown in FSB - you see max DD in $ and also in %
Thanks