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
Description
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