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Posts: 3

1 (edited by alonedevils 2013-10-29 05:47:47)

Topic: What Happen With This Strategy ?

I want to make some strategy for scalping Method with cent account.. But I just Can Get This Result..

http://s18.postimg.org/uwqbb7qj9/new_1.jpg

Market: EURUSD 15 Minutes
Spread in points: 1,00
Swap Long in Points: 0,00
Swap Short in Points: 0,00
Commission per lot at opening and closing in Points: 0,00
Slippage in points: 0

Maximum open lots: 1,00
Entry lots: 0,05
Adding lots: 0,05

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 2621
Balance: 2 points (117,50 USD)
Minimum account: 0 points (100,00 USD)
Maximum drawdown: 0 points (0,00 USD)
Time in position: 1 %

[Strategy Properties]
     A same direction signal - Adds to the position
     An opposite direction signal - Does nothing
     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]
     Commodity Channel Index
     CCI crosses the Level line upward
     Smoothing method  -  Exponential
     Base price  -  Typical
     Smoothing period  -  14
     Level  -  0
     Multiplier  -  0,015
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Moving Averages Crossover
     Fast MA crosses Slow MA upward
     Base price  -  Close
     Fast MA method  -  Exponential
     Slow MA method  -  Exponential
     Fast MA period  -  10
     Slow MA period  -  20
     Fast MA shift  -  0
     Slow MA shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     RSI
     RSI is higher than the Level line
     Smoothing method  -  Smoothed
     Base price  -  Close
     Smoothing period  -  14
     Level  -  30
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Take Profit
     Exit at the Take Profit level
     Take Profit  -  8

~暗い影~

Re: What Happen With This Strategy ?

Try to explain the result you want, do you want to build the strategy or generate the strategy.

I suggest that you get more data - perhaps 15,000 bars or more.....

Enter a little more as to what you require as a result and I am sure you will get some ideas.

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

Re: What Happen With This Strategy ?

Blaiserboy wrote:

Try to explain the result you want, do you want to build the strategy or generate the strategy.

I suggest that you get more data - perhaps 15,000 bars or more.....

Enter a little more as to what you require as a result and I am sure you will get some ideas.

This My result, i use 50.000 bar for this check..

Market Account
Symbol EURUSD Intrabar scanning Accomplished
Period 15 Minutes Interpolation method Pessimistic
Number of bars 2643 Ambiguous bars 0
Date of updating 29/10/13 Profit per day 0,45 USD
Time of updating 05:15 Sharpe ratio 19,29
Date of beginning 19/09/13 Max consecutive losses 0
Time of beginning 11:45 Tested bars 2621
Minimum price 1.346 Initial account 100,00 USD
Maximum price 1.3832 Account balance 117,50 USD
Average Gap 0 points Minimum account 100,00 USD
Maximum Gap 32 points Maximum account 117,50 USD
Average High-Low 6 points Maximum drawdown 0,00 USD
Maximum High-Low 76 points Max equity drawdown 3,50 USD
Average Close-Open 3 points Max equity drawdown 3,07 %
Maximum Close-Open 52 points Gross profit 17,50 USD
Maximum days off 2 Gross loss 0,00 USD
Maximum data bars 50000 Sent orders 23
No data older than No limits Executed orders 10
No data newer than No limits Traded lots 0,50
Fill In Data Gaps Switched off Winning trades 5
Cut Off Bad Data Switched off Losing trades 0
  Win/loss ratio 1,00
  Time in position 1 %
  Charged spread 2,50 USD
  Charged rollover 0,00 USD
  Charged commission 0,00 USD
  Charged slippage 0,00 USD
  Total charges 2,50 USD
  Balance without charges 120,00 USD
  Account exchange rate Not used

Top

Additional Statistics
Parameter Long + Short Long Short
Initial account 100,00 USD 100,00 USD 100,00 USD
Account balance 117,50 USD 117,50 USD 100,00 USD
Net profit 17,50 USD 17,50 USD 0,00 USD
Net profit % 17,50% 17,50% 0,00%
Gross profit 17,50 USD 17,50 USD 0,00 USD
Gross loss 0,00 USD 0,00 USD 0,00 USD
Profit factor 17,50 17,50 0,00
Annualized profit 163,78 USD 163,78 USD 0,00 USD
Annualized profit % 163,78% 163,78% 0,00%
Minimum account 100,00 USD 100,00 USD 100,00 USD
Minimum account date 19/09/2013 19/09/2013 19/09/2013
Maximum account 117,50 USD 117,50 USD 100,00 USD
Maximum account date 25/10/2013 25/10/2013 19/09/2013
Absolute drawdown 0,00 USD 0,00 USD 0,00 USD
Maximum drawdown 0,00 USD 0,00 USD 0,00 USD
Maximum drawdown % 0,00% 0,00% 0,00%
Maximum drawdown date 19/09/2013 19/09/2013 19/09/2013
Historical bars 2643 2643 2643
Tested bars 2621 2621 2621
Bars with trades 18 18 0
Bars with trades % 0,69% 0,69% 0,00%
Number of trades 5 5 0
Winning trades 5 5 0
Losing trades 0 0 0
Win/loss ratio 1,00 1,00 NaN
Maximum profit 3,50 USD 3,50 USD 0,00 USD
Average profit 3,50 USD 3,50 USD NaN USD
Maximum loss 0,00 USD 0,00 USD 0,00 USD
Average loss NaN USD NaN USD NaN USD
Expected payoff 3,50 USD 3,50 USD NaN USD
Average holding period returns 3,28% 3,28% NaN%
Geometric holding period returns 3,28% 3,28% 0,00%
Sharpe ratio 19,29 19,29 0,00

~暗い影~

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