1 (edited by 3dvision 2013-11-20 08:45:24)

Topic: eurusd d1

here's my strategy, or you can check it on their tick data from the date of 01.01.2001 - 20.11.2013 deposits $ -1000 risk 2%My data comes from ticks ironFX

Strategy name: EU_D1_v5
Forex Strategy Builder v3.0.2.0
Exported on: 2013-11-20 08:37:51

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: EURUSD 1 Day
Spread in points: 20,00
Swap Long in Points: 2,00
Swap Short in Points: -2,00
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: 3,00
Entry lots: 2,00% of the account for margin
Adding lots: 1,00% of the account for margin

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 3332
Balance: 260003 points (261003,25 USD)
Minimum account: 0 points (1000,00 USD)
Maximum drawdown: 24195 points (24195,00 USD)
Time in position: 43 %

[Strategy Properties]
     A same direction signal - Adds to the position
     An opposite direction signal - Does nothing
     Permanent Stop Loss - 2800
     Permanent Take Profit - None
     Break Even - None

[Opening Point of the Position]
     HMA
     Enter the market at HMA
     Smoothing method  -  Weighted
     Base price  -  Open
     Line Color  -  Orange
     Period  -  14
     Shift  -  0
     Use previous bar value  -  No

[Opening Logic Condition]
     SuperTrend
     [ A ]   The bar opens above the Moving Average
     Period  -  10
     Multiplier  -  3,0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Intra-Day Momentum Oscillator
     [ A ]   The fast line crosses the slow line downward
     Smoothing method  -  Simple
     Period  -  4
     Level  -  0,000
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Stochastics
     [ A ]   Slow %D is higher than Level line
     Smoothing method  -  Simple
     %K period  -  5
     Fast %D period  -  3
     Slow %D period  -  3
     Level  -  23
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Week Closing
     Exit the market at the end of the week
     Base price  -  Close

[Closing Logic Condition]
     Intra-Day Momentum Oscillator
     [ a ]   The slow line rises
     Smoothing method  -  Simple
     Period  -  2
     Level  -  0,000
     Use previous bar value  -  No

[Closing Logic Condition]
     Directional Indicators
     [ b ]   ADI+ crosses ADI- line downward
     Smoothing method  -  Exponential
     Base price  -  Bar range
     Period  -  15
     Use previous bar value  -  No

[Closing Logic Condition]
     Momentum MT
     [ c ]   Momentum changes its direction upward
     Smoothing method  -  Simple
     Base price  -  Close
     Period  -  21
     Additional smoothing  -  0
     Level  -  100,00
     Use previous bar value  -  No

[Closing Logic Condition]
     Williams' Percent Range
     [ d ]   WPR crosses the Level line downward
     Smoothing method  -  Simple
     Period of %R  -  3
     Smoothing period  -  0
     Level  -  -20
     Use previous bar value  -  No

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Re: eurusd d1

xml file

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Re: eurusd d1

I've encountered a serious problem with the FSB.The following presents the results of the job for four different data collected from various brokers. Each test was done on the same settings, and despite the results differ vastly. The question is which data should be to keep? And what if such differences result in D1 already let alone the M5? I will be grateful for your response.

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Re: eurusd d1

I wouldn't jump to a conclusion that it's serious FSB fault. The fact that you have such a rollercoaster underlines firstly the need to use data from your broker, the one you are trading with. Reason is that data differs among brokers, not to a great extent but enough to show different backtest results. Secondly, you should check whether the settings and conditions are really the same, for example you might have a shift in data, meaning actual bars to not line up to each other. Thirdly, this kind of behaviour can indicate it is a poor stategy, it might be curve-fitted to specific data set or have other mistakes.

Hope this helps a bit.