SlopeAcceler_EurChf30_V0002 by Freesby
11191 downloads / 4137 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
Slope Direction Line
Enter the market at the Moving Average
| Smoothing method | - Smoothed |
| Base price | - Close |
| period | - 29 |
| Use previous bar value | - True |
Opening Logic Condition
Accelerator Oscillator
AC falls
| Smoothing method | - Exponential |
| Base price | - Close |
| Slow MA period | - 34 |
| Fast MA period | - 48 |
| Forming MA period | - 170 |
| Level | - 0.0000 |
| Use previous bar value | - True |
Closing Point of the Position
Recent Swing High Low
Exit long at the most recent swing high
| Base price | - High and Low |
| Vertical shift | - 160 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 11476,88 |
| Intrabar scanning | |
| Ambiguous bars | 20 |
| Profit per day | 6,43 |
| Max consecutive losses | 3 |
| System quality number | 4,78 |
| Sharpe ratio | 0,21 |
| Average HPR | 0,34 |
| Profit factor | 1,84 |
| Tested bars | 49827 |
| Minimum balance | 1725,04 |
| Maximum balance | 11591,45 |
| Max balance drawdown | 793,55 |
| Max equity drawdown | 24,08 % |
| Max stagnation | 132 |
| Average profit | 98,92 |
| Average loss | -195,60 |
| Executed orders | 2944 |
| Win/loss ratio | 0,78 |
| Time in position | 87% |
| Market Stats | |
| Symbol | EURCHF |
| Period | M30 |
| Count of bars | 50000 |
| Time of updating | 2018-01-19 10:00 |
| Time of beginning | 2013-12-30 22:30 |
| Minimum price | 0.84989 |
| Maximum price | 1.2394 |
| Average Gap | 1 points |
| Maximum Gap | 1720 points |
| Average High-Low | 76 points |
| Maximum High-Low | 35105 points |
| Average Close-Open | 36 points |
| Maximum Close-Open | 17551 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | SlopeAcceler_EurChf30_V0002 |
| Chart | EURCHF M30 |
| Data bars | 50000 |
| Time of updating | 2018-01-19 10:00 |
| Time of beginning | 2013-12-30 22:30 |
| 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 | Deal price |
| 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.;