Topic: EurUsd 5 min
Strategy name: eurusd_5_1
Forex Strategy Builder v3.0.2.0
Exported on: 28/11/2013 17:01:04
Description:
Bamm !! You are rich!
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.
-----------
Modified by the strategy generator on 28/11/2013 15:12.
Out of sample testing, percent of OOS bars: 50%
Balance: 31420.16 USD (25/07/2013 03:15 Bar: 24999)
-----------
Modified by the strategy generator on 28/11/2013 15:27.
Out of sample testing, percent of OOS bars: 50%
Balance: 22887.33 USD (25/07/2013 03:15 Bar: 24999)
-----------
Modified by the strategy generator on 28/11/2013 16:44.
Out of sample testing, percent of OOS bars: 50%
Balance: 14883.04 USD (25/07/2013 03:15 Bar: 24999)
Market: EURUSD 5 Minutes
Spread in points: 2.00
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: 1
Maximum open lots: 2.00
Entry lots: 0.10
Adding lots: 0.10
Martingale money management multiplier: 1.20
Intrabar scanning: Accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 9
Tested bars: 49619
Balance: 9904 points (19903.58 USD)
Minimum account: -53 points (9947.40 USD)
Maximum drawdown: 912 points (911.72 USD)
Time in position: 66 %
[Strategy Properties]
A same direction signal - Adds to the position
An opposite direction signal - Does nothing
Permanent Stop Loss - 1000
Permanent Take Profit - 300
Break Even - None
[Opening Point of the Position]
Starc Bands
Enter long at Lower Band
Smoothing method - Exponential
Base price - Close
MA period - 3
Multiplier - 2.00
Use previous bar value - Yes
[Opening Logic Condition]
Envelopes
[ A ] The position opens above Lower Band
Smoothing method - Simple
Base price - Close
MA period - 14
Deviation % - 1.00
Use previous bar value - Yes
[Opening Logic Condition]
Oscillator of ATR
[ A ] Oscillator is lower than the zero line
Smoothing method - Smoothed
First ATR period - 59
Second ATR period - 154
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]
Buddah candle indicator
[ a ] Sinking Buddah
FastBase price - Open
SlowBase price - Low
Fast MA method - Smoothed
Slow MA method - Smoothed
Fast MA period - 40
Slow MA period - 36
Fast MA shift - 58
Slow MA shift - 94
Use previous bar value - Yes
[Closing Logic Condition]
Momentum
[ c ] Momentum rises
Smoothing method - Weighted
Base price - Typical
Period - 185
Additional smoothing - 193
Level - 0.0000
Use previous bar value - Yes
[Closing Logic Condition]
ROC MA Oscillator
[ d ] ROC MA Oscillator falls
Smoothing method - Weighted
Signal line method - Exponential
Base price - Typical
ROC period - 195
Signal line period - 8
Use previous bar value - Yes
[Closing Logic Condition]
Relative Vigor Index
[ e ] RVI line is lower than zero
RVI period - 153
Use previous bar value - Yes
[Closing Logic Condition]
Vidya Moving Average
[ e ] The bar closes below the Vidya Moving Average
Base price - Weighted
Period - 116
Smooth - 72
Use previous bar value - Yes
[Closing Logic Condition]
Percent Change
[ f ] Percent Change changes its direction downward
Base price - Median
Period - 149
Level - 0
Use previous bar value - Yes
[Closing Logic Condition]
Aroon Histogram
[ g ] Aroon Histogram changes its direction upward
Base price - Median
Period - 192
Level - 0
Use previous bar value - Yes