AlfRecentSwing_TopBotton_XauUsd15_V0001 by Freesby
10834 downloads / 2943 views / Created: 16.02.2018 / Updated: 16.02.2018 Average Rating: 0
Strategy Description
Comments
The slots show the logic for the long positions only. Forex Strategy Builder automatically computes the proper logic for the short positions.
Strategy Properties
| Same direction signal | - Add |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Recent Swing High Low
Enter long at the most recent swing low
| Base price | - High and Low |
| Vertical shift | - -42 |
Opening Logic Condition
ALF
ALF rises
| Base price | - Typical |
| Lookback | - 26 |
| Median | - 14 |
| Shift | - 117 |
| Use previous bar value | - True |
Closing Point of the Position
Top Bottom Price
Exit long at the bottom price
| Base price | - High & Low |
| Base period | - Previous week |
| Vertical shift | - -1111 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 19677,07 |
| Intrabar scanning | |
| Ambiguous bars | 9 |
| Profit per day | 22,84 |
| Max consecutive losses | 4 |
| System quality number | 2,60 |
| Sharpe ratio | 0,17 |
| Average HPR | 4,71 |
| Profit factor | 3,89 |
| Tested bars | 49854 |
| Minimum balance | 1769,75 |
| Maximum balance | 19677,07 |
| Max balance drawdown | 1361,21 |
| Max equity drawdown | 39,13 % |
| Max stagnation | 117 |
| Average profit | 1106,51 |
| Average loss | -370,48 |
| Executed orders | 566 |
| Win/loss ratio | 0,57 |
| Time in position | 98% |
| Market Stats | |
| Symbol | XAUUSD |
| Period | M15 |
| Count of bars | 50000 |
| Time of updating | 2018-02-05 00:00 |
| Time of beginning | 2015-12-22 04:45 |
| Minimum price | 1058.168 |
| Maximum price | 1375.081 |
| Average Gap | 24 points |
| Maximum Gap | 10859 points |
| Average High-Low | 1383 points |
| Maximum High-Low | 29827 points |
| Average Close-Open | 674 points |
| Maximum Close-Open | 24798 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | SQ_Tich_Downl |
| Strategy name | AlfFischer_Pivot_XauUsd15_V0002 |
| Chart | XAUUSD M15 |
| Data bars | 50000 |
| Time of updating | 2018-02-05 00:00 |
| Time of beginning | 2015-12-22 04:45 |
| Spread | 4,02 points |
| Swap long | -5,00 percents |
| Swap short | -1,00 percents |
| Commission | 0,00 percents |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 2000 EUR |
| Leverage | 500 |
| Account exchange rate | 1,0000 |
| Auto scan | Switched on |
| Trade until Margin Call | Switched on |
Risk warning: Forex, spread bets and CFD are leveraged products. They may not be suitable for you as they carry a high degree of risk to your capital and you can lose more than your initial investment. You should ensure you understand all of the risks.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;