1 (edited by aysamatik 2013-09-25 23:49:59)

Topic: EURUSD 1 Day Strategy

Time in position percent is low sad


Market: EURUSD 1 Day
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: 20,00
Entry lots: 30,00% of the account for margin

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 2267
Balance: 507249 points (507849,00 USD)
Minimum account: -189 points (410,71 USD)
Maximum drawdown: 66380 points (66380,00 USD)
Time in position: 9 %

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

[Opening Point of the Position]
     Enter long at an Up Fractal
     Visibility  -  The fractal is visible
     Vertical shift  -  0

[Opening Logic Condition]
     CCI MA Oscillator
     [ A ]   CCI MA Oscillator rises
     Smoothing method  -  Simple
     Signal line method  -  Weighted
     Base price  -  Typical
     CCI period  -  22
     Signal line period  -  13
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Cumulative Sum
     [ A ]   Cumulative Sum rises
     Smoothing method  -  Simple
     Base price  -  Open
     Period  -  10
     Additional smoothing  -  0
     Use previous bar value  -  No

[Closing Point of the Position]
     Bar Closing
     Exit the market at the end of the bar
     Base price  -  Close

[Closing Logic Condition]
     FATL v2
     [ a ]   The Moving Average rises
     Base price  -  Close
     Use previous bar value  -  No

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Re: EURUSD 1 Day Strategy

are you really buying 20 lots at a time...?

Re: EURUSD 1 Day Strategy

Blaiserboy wrote:

are you really buying 20 lots at a time...?

? % 30 margin until increase 20 lots.

Re: EURUSD 1 Day Strategy

You may find it more suitable to develop the strategy with a fixed lot....... as the results are skewed when you use an increasing lot size