Strategy3_UsdJpy_1D_v02 by Freesby
12294 downloads / 4370 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!
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!
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
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 balance | 35891,03 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 8,77 |
| Max consecutive losses | 4 |
| System quality number | 4,53 |
| Sharpe ratio | 0,25 |
| Average HPR | 1,19 |
| Profit factor | 2,49 |
| Tested bars | 3293 |
| Minimum balance | 2000,00 |
| Maximum balance | 36568,91 |
| Max balance drawdown | 4234,14 |
| Max equity drawdown | 25,65 % |
| Max stagnation | 455 |
| Average profit | 665,99 |
| Average loss | -468,41 |
| Executed orders | 1184 |
| Win/loss ratio | 0,64 |
| Time in position | 73% |
| Market Stats | |
| Symbol | USDJPY |
| Period | D1 |
| Count of bars | 3440 |
| Time of updating | 2018-01-20 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| Minimum price | 75.573 |
| Maximum price | 125.853 |
| Average Gap | 29 points |
| Maximum Gap | 2115 points |
| Average High-Low | 839 points |
| Maximum High-Low | 7664 points |
| Average Close-Open | 417 points |
| Maximum Close-Open | 4935 points |
| Maximum days off | 7 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | Strategy3_UsdJpy_1D_v02 |
| Chart | USDJPY D1 |
| Data bars | 3440 |
| Time of updating | 2018-01-20 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| Spread | 20,00 points |
| Swap long | -2,00 points |
| Swap short | -2,00 points |
| Commission | 0,00 points |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 2000 EUR |
| Leverage | 500 |
| Account exchange rate | 114,0637 |
| 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.;