Strategy3_UsdJpy_1D_v02 by Freesby

611 downloads / 1097 views / Created: 16.02.2018 / Updated: 16.02.2018
 Average Rating: 0

Strategy Description

This strategy serves to demonstrate how the Optimizer works.

To test it, simply open the Optimizer, check all parameters' check boxes and press the "Optimize" button.

Be careful! The resulting strategy may be over-optimized!

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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
Heiken Ashi
Enter long at the H.A. High
Base price - High, Low, Open, Close
Use previous bar value - True
Opening Logic Condition
RSI Convergence Divergence
Convergence
RSI smoothing method - Smoothed
Base price - Close
RSI Smoothing period - 9
Reference MA period - 28
Use previous bar value - True
Opening Logic Condition
MACD
MACD line is lower than the Signal line
Smoothing method - Simple
Base price - Close
Signal line method - Exponential
Slow MA period - 49
Fast MA period - 144
Signal line period - 60
Use previous bar value - True
Closing Point of the Position
Week Closing
Exit the market at the end of the week
Base price - Close
Closing Logic Condition
EmaPredictive
The Moving Average rises
LongPeriod - 50.0
ShortPeriod - 15.0
ExtraTimeForward - 3.0
Use previous bar value - False
Account Stats
Acceptance criteria
Net balance35891,03
Intrabar scanning
Ambiguous bars0
Profit per day8,77
Max consecutive losses4
System quality number4,53
Sharpe ratio0,25
Average HPR1,19
Profit factor2,49
Tested bars3293
Minimum balance2000,00
Maximum balance36568,91
Max balance drawdown4234,14
Max equity drawdown25,65 %
Max stagnation455
Average profit665,99
Average loss-468,41
Executed orders1184
Win/loss ratio0,64
Time in position73%
Market Stats
SymbolUSDJPY
PeriodD1
Count of bars3440
Time of updating2018-01-20 00:00
Time of beginning2007-01-01 00:00
Minimum price75.573
Maximum price125.853
Average Gap29 points
Maximum Gap2115 points
Average High-Low839 points
Maximum High-Low7664 points
Average Close-Open417 points
Maximum Close-Open4935 points
Maximum days off7
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameStrategy3_UsdJpy_1D_v02
ChartUSDJPY D1
Data bars3440
Time of updating2018-01-20 00:00
Time of beginning2007-01-01 00:00
Spread20,00 points
Swap long-2,00 points
Swap short-2,00 points
Commission0,00 points
Slippage0,00 points
Interpolation methodPessimistic
Initial Account2000 EUR
Leverage500
Account exchange rate114,0637
Auto scanSwitched on
Trade until Margin CallSwitched 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.
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