1 (edited by Gtm_ 2013-11-28 14:51:13)

Topic: EurUsd 1 hour exit on close

Strategy name: EURUSD_1HOUR_L_8
Forex Strategy Builder v3.0.2.0
Exported on: 28/11/2013 08:45:37

Description:
(This description might be outdated!)

Automatically generated on 27/11/2013 22:53.
Out of sample testing, percent of OOS bars: 50%
Balance: 16117.85 USD (21/06/2010 10:00  Bar: 21292)

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Modified by the strategy generator on 27/11/2013 22:57.
Out of sample testing, percent of OOS bars: 50%
Balance: 12252.40 USD (21/06/2010 10:00  Bar: 21292)

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Modified by the strategy generator on 27/11/2013 23:11.
Out of sample testing, percent of OOS bars: 50%
Balance: 10054.00 USD (21/06/2010 10:00  Bar: 21292)

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Modified by the strategy generator on 28/11/2013 08:10.
Out of sample testing, percent of OOS bars: 50%
Balance: 19066.70 USD (21/06/2010 10:00  Bar: 21292)

Market: EURUSD 1 Hour
Spread in points: 1.00
Swap Long in Points: 2.00
Swap Short in Points: -2.00
Commission per lot at opening and closing in Points: 0.25
Slippage in points: 1

Maximum open lots: 1.00
Entry lots: 0.10
Adding lots: 0.10
Martingale money management multiplier: 2.00

Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 1
Tested bars: 42314
Balance: 17893 points (27892.95 USD)
Minimum account: -70 points (9929.60 USD)
Maximum drawdown: 3103 points (3103.22 USD)
Time in position: 25 %

[Strategy Properties]
     A same direction signal - Adds to the position
     An opposite direction signal - Reverses the position
     Permanent Stop Loss - 700
     Permanent Take Profit - 1000
     Break Even - None

[Opening Point of the Position]
     Moving Average
     Enter the market at Moving Average
     Smoothing method  -  Simple
     Base price  -  Low
     Period  -  3
     Shift  -  0
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Long or Short
     [All]   Open long positions only

[Opening Logic Condition]
     Detrended Oscillator
     [ A ]   The Detrended Oscillator rises
     Smoothing method MA1  -  Weighted
     Smoothing method MA2  -  Simple
     Base price  -  Close
     Period MA1  -  22
     Period MA2  -  20
     Use previous bar value  -  Yes

[Opening Logic Condition]
     Parabolic SAR
     [ A ]   The price is higher than the PSAR value
     Starting AF  -  2.09
     Increment  -  1.60
     Maximum AF  -  0.52

[Opening Logic Condition]
     Vidya Moving Average
     [ A ]   The bar opens above the Vidya Moving Average
     Base price  -  Median
     Period  -  75
     Smooth  -  194
     Use previous bar value  -  Yes

[Closing Point of the Position]
     Day Closing
     Exit the market at the end of the day
     Base price  -  Close

[Closing Logic Condition]
     Starc Bands
     [ a ]   The bar closes below Lower Band
     Smoothing method  -  Simple
     Base price  -  Close
     MA period  -  171
     Multiplier  -  1.24
     Use previous bar value  -  Yes

[Closing Logic Condition]
     Oscillator of ROC
     [ b ]   Oscillator falls
     Smoothing method  -  Weighted
     Base price  -  Weighted
     First ROC period  -  62
     Second ROC period  -  60
     Use previous bar value  -  Yes

[Closing Logic Condition]
     Oscillator of ATR
     [ c ]   Oscillator rises
     Smoothing method  -  Simple
     First ATR period  -  151
     Second ATR period  -  110
     Use previous bar value  -  Yes

Re: EurUsd 1 hour exit on close

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