AlfFischer_HMA_XauUsd15_V0001 by Freesby
12704 downloads / 2075 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 | - Winner |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Modified Optimum Elliptic Filter
Enter the market at the Moving Average
| Use previous bar value | - True |
Opening Logic Condition
ALF
The position opens above ALF
| Base price | - Median |
| Lookback | - 47 |
| Median | - 17 |
| Shift | - 130 |
| Use previous bar value | - True |
Opening Logic Condition
Fisher Transform
Fisher Transform rises
| Base price | - Typical |
| Period | - 23 |
| Use previous bar value | - True |
Closing Point of the Position
HMA
Exit the market at HMA
| Smoothing method | - Weighted |
| Base price | - Weighted |
| Line Color | - Green |
| Period | - 175 |
| Shift | - 36 |
| Use previous bar value | - True |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 9807,48 |
| Intrabar scanning | |
| Ambiguous bars | 206 |
| Profit per day | 10,10 |
| Max consecutive losses | 11 |
| System quality number | 3,01 |
| Sharpe ratio | 0,09 |
| Average HPR | 0,14 |
| Profit factor | 1,57 |
| Tested bars | 49782 |
| Minimum balance | 1898,38 |
| Maximum balance | 9942,10 |
| Max balance drawdown | 818,43 |
| Max equity drawdown | 24,34 % |
| Max stagnation | 100 |
| Average profit | 77,73 |
| Average loss | -38,66 |
| Executed orders | 4184 |
| Win/loss ratio | 0,44 |
| Time in position | 89% |
| 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 | Strategy (1) |
| 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.;