Topic: Generated Strategy CCI + ATR


Forex Strategy Builder v2.8.1.4 Beta
Strategy name: Generated
Exported on: 2/23/2009 11:26:06 AM

Automatically generated on 2/23/2009 10:37 AM.

Market: EURUSD 1 Day
Spread in pips: 4
Swap Long in pips: 1
Swap Short in pips: -1
Commission per lot at opening and closing in pips: 0
Slippage in pips: 0

Maximum open lots: 20
Entry lots: 1
Adding lots: 1
Reducing lots: 1

Intrabar scanning: Not accomplished
Interpolation method: Pessimistic scenario
Ambiguous bars: 0
Tested bars: 4818
Balance: 12800 pips
Minimum account: -18 pips
Maximum drawdown: 1197 pips
Time in position: 96 %

A same direction signal - Does nothing
An opposite direction signal - Does nothing
Permanent Stop Loss - None

[Opening Point of the Position]
Previous Bar Opening
     Enter the market at the previous Bar Opening
     Base price  -  Previous Bar Opening

[Opening Logic Condition]
Commodity Channel Index
     The CCI changes its direction upward
     Smoothing method  -  Simple
     Base price  -  Close
     Smoothing period  -  21
     Level  -  0
     Multiplier  -  0.015
     Use previous bar value  -  Yes

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

[Closing Logic Condition]
Oscillator of ATR
     The Oscillator is higher than the zero line
     Smoothing method  -  Simple
     First ATR period  -  110
     Second ATR period  -  170
     Use previous bar value  -  No


Re: Generated Strategy CCI + ATR

Interesting.  How well does it work if you shift the variables by 1-5.  Is it overoptimized?