Topic: EURUSD 5 Minutes Strategy

http://s15.postimg.org/hgx36bvw7/ads_z.jpg

Strategy name: EURUSD5
Forex Strategy Builder v3.0.0.0
Exported on: 20.08.2013 17:01:28

Market: EURUSD 5 Minutes
Spread in points: 44,00
Swap Long in Points: -3,00
Swap Short in Points: -3,00
Commission per lot at opening and closing in Points: 0,00
Slippage in points: 0

Use account % for margin round to whole lots
Maximum open lots: 100,00
Entry lots: 50,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 33067
Balance: 135875 points (136375,10 USD)
Minimum account: 0 points (500,00 USD)
Maximum drawdown: 0 points (0,00 USD)
Time in position: 27 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 940
     Permanent Take Profit - 490
     Break Even - None

[Opening Point of the Position]
     Vidya Moving Average
     Enter the market at the Vidya Moving Average
     Base price  -  Open
     Period  -  19
     Smooth  -  86
     Use previous bar value  -  No

[Opening Logic Condition]
     ROC MA Oscillator
     [ A ]   ROC MA Oscillator crosses the zero line upward
     Smoothing method  -  Exponential
     Signal line method  -  Weighted
     Base price  -  Close
     ROC period  -  162
     Signal line period  -  59
     Use previous bar value  -  Yes

[Opening Logic Condition]
     CandleCode
     [ A ]   rises
     Smoothing method  -  Simple
     BBlength  -  57
     Level  -  20
     Deviations  -  0,2
     Average  -  13
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Bollinger Bands
     [ A ]   The bar opens below Upper Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  19
     Multiplier  -  1,91
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Oscillator of CCI
     [ A ]   Oscillator rises
     Smoothing method  -  Simple
     Base price  -  Typical
     First CCI period  -  13
     Second CCI period  -  28
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Momentum MT
     [ A ]   Momentum rises
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  14
     Additional smoothing  -  0
     Level  -  100,00
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Intra-Day Momentum Oscillator
     [ A ]   The fast line rises
     Smoothing method  -  Simple
     Period  -  14
     Level  -  0,000
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Day Closing 2
     Exit the market at the end of the day
     Base price  -  Close
     Day close hour  -  23
     Day close min  -  54
     Friday close hour  -  23
     Friday close min  -  59

[Closing Logic Condition]
     Moving Averages Crossover
     [ a ]   Fast MA crosses Slow MA upward
     Base price  -  Close
     Fast MA method  -  Simple
     Slow MA method  -  Simple
     Fast MA period  -  20
     Slow MA period  -  20
     Fast MA shift  -  1
     Slow MA shift  -  0
     Use previous bar value  -  No

[Closing Logic Condition]
     Vidya Moving Averages Crossover
     [ b ]   The Fast MA crosses the Slow MA upward
     Slow Base price  -  Close
     Fast Base price  -  Close
     Slow Period  -  15
     Slow Smooth  -  5
     Fast Period  -  23
     Fast Smooth  -  3
     Use previous bar value  -  No

Post's attachments

EURUSD5.xml 18.76 kb, 149 downloads since 2013-08-20 

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Re: EURUSD 5 Minutes Strategy

Did you test this in a forward test or just run it with the whole data set?

Re: EURUSD 5 Minutes Strategy

No.I didnt test.only prepared and shared.

Re: EURUSD 5 Minutes Strategy

aysamatik wrote:

http://s15.postimg.org/hgx36bvw7/ads_z.jpg

Strategy name: EURUSD5
Forex Strategy Builder v3.0.0.0
Exported on: 20.08.2013 17:01:28

Market: EURUSD 5 Minutes
Spread in points: 44,00
Swap Long in Points: -3,00
Swap Short in Points: -3,00
Commission per lot at opening and closing in Points: 0,00
Slippage in points: 0

Use account % for margin round to whole lots
Maximum open lots: 100,00
Entry lots: 50,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 33067
Balance: 135875 points (136375,10 USD)
Minimum account: 0 points (500,00 USD)
Maximum drawdown: 0 points (0,00 USD)
Time in position: 27 %

[Strategy Properties]
     A same direction signal - Does nothing
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 940
     Permanent Take Profit - 490
     Break Even - None

[Opening Point of the Position]
     Vidya Moving Average
     Enter the market at the Vidya Moving Average
     Base price  -  Open
     Period  -  19
     Smooth  -  86
     Use previous bar value  -  No

[Opening Logic Condition]
     ROC MA Oscillator
     [ A ]   ROC MA Oscillator crosses the zero line upward
     Smoothing method  -  Exponential
     Signal line method  -  Weighted
     Base price  -  Close
     ROC period  -  162
     Signal line period  -  59
     Use previous bar value  -  Yes

[Opening Logic Condition]
     CandleCode
     [ A ]   rises
     Smoothing method  -  Simple
     BBlength  -  57
     Level  -  20
     Deviations  -  0,2
     Average  -  13
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Bollinger Bands
     [ A ]   The bar opens below Upper Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  19
     Multiplier  -  1,91
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Oscillator of CCI
     [ A ]   Oscillator rises
     Smoothing method  -  Simple
     Base price  -  Typical
     First CCI period  -  13
     Second CCI period  -  28
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Momentum MT
     [ A ]   Momentum rises
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  14
     Additional smoothing  -  0
     Level  -  100,00
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Intra-Day Momentum Oscillator
     [ A ]   The fast line rises
     Smoothing method  -  Simple
     Period  -  14
     Level  -  0,000
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Day Closing 2
     Exit the market at the end of the day
     Base price  -  Close
     Day close hour  -  23
     Day close min  -  54
     Friday close hour  -  23
     Friday close min  -  59

[Closing Logic Condition]
     Moving Averages Crossover
     [ a ]   Fast MA crosses Slow MA upward
     Base price  -  Close
     Fast MA method  -  Simple
     Slow MA method  -  Simple
     Fast MA period  -  20
     Slow MA period  -  20
     Fast MA shift  -  1
     Slow MA shift  -  0
     Use previous bar value  -  No

[Closing Logic Condition]
     Vidya Moving Averages Crossover
     [ b ]   The Fast MA crosses the Slow MA upward
     Slow Base price  -  Close
     Fast Base price  -  Close
     Slow Period  -  15
     Slow Smooth  -  5
     Fast Period  -  23
     Fast Smooth  -  3
     Use previous bar value  -  No

It is strange you have positioning 50% of the equity
and drawdown zero. That is not possible

Re: EURUSD 5 Minutes Strategy

smile
I dont know,backdatas from axitrader.
You may lower the margin
Why isnt it possible.

Re: EURUSD 5 Minutes Strategy

togr wrote:

It is strange you have positioning 50% of the equity
and drawdown zero. That is not possible

Zero drawdown is certainly possible (until you trade it for real!)

Re: EURUSD 5 Minutes Strategy

SpiderMan wrote:
togr wrote:

It is strange you have positioning 50% of the equity
and drawdown zero. That is not possible

Zero drawdown is certainly possible (until you trade it for real!)

Ok, so what is drawdown. DD is simply when your equity decreases.
Your equity decreases each time you open any trade because each trade goes to loss at the very beginning due to spread, markup and commission.
Each trade then
either become a bigger loss meaning bigger equity drop meaning bigger DD.
or trade become profitable without impacting DD.

So trading without dd is not possible even if you have 100% of your tades closed as profit.

8 (edited by aysamatik 2013-08-21 14:07:22)

Re: EURUSD 5 Minutes Strategy

togr wrote:
SpiderMan wrote:
togr wrote:

It is strange you have positioning 50% of the equity
and drawdown zero. That is not possible

Zero drawdown is certainly possible (until you trade it for real!)

Ok, so what is drawdown. DD is simply when your equity decreases.
Your equity decreases each time you open any trade because each trade goes to loss at the very beginning due to spread, markup and commission.
Each trade then
either become a bigger loss meaning bigger equity drop meaning bigger DD.
or trade become profitable without impacting DD.

So trading without dd is not possible even if you have 100% of your tades closed as profit.

I think you didnt look at the picture. Of course i goes dd,then profit.But some of tradings,profit is much higher,then the dd is ver little,cant seen.
I told,i didnt try it in a forward trading.I cant know the future trading.
And be careful,the backdata is axitraders data,every broker has given different results. I tested in 4 maybe 5 brokers data.

Re: EURUSD 5 Minutes Strategy

I said you have zero dd which is strange.
Minimum account: 0 points (500,00 USD)
Maximum drawdown: 0 points (0,00 USD)
Time in position: 27 %

I am not going to waste any more time discussing this

10 (edited by aysamatik 2013-08-22 15:48:47)

Re: EURUSD 5 Minutes Strategy

togr wrote:

I said you have zero dd which is strange.
Minimum account: 0 points (500,00 USD)
Maximum drawdown: 0 points (0,00 USD)
Time in position: 27 %

I am not going to waste any more time discussing this


its your choice

Re: EURUSD 5 Minutes Strategy

woow... zero drawdawn..great...
ever test on demo account..?

~暗い影~

Re: EURUSD 5 Minutes Strategy

no,i didnt tested.

13 (edited by philipe5 2014-01-05 23:18:19)

Re: EURUSD 5 Minutes Strategy

Hi partners,

Where i find indicators? as example " CandleCode "


Regards, Philipe

Re: EURUSD 5 Minutes Strategy

Please feel free to look at the top of this page and read the documentation and have a look at the repository to see the available indicators for download.

Welcome to the forum.

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

Re: EURUSD 5 Minutes Strategy

Have you test it personally in the forward test of you have just run it over the whole data set? I am little bit confuse about the data you are having.