RossHoAlf_UsdChf30_V0001 by Freesby

1044 downloads / 1538 views / Created: 16.02.2018 / Updated: 16.02.2018
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Strategy Description


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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
Ross Hook
Enter long at Down Ross hook
Opening Logic Condition
ALF
ALF falls
Base price - Weighted
Lookback - 136
Median - 25
Shift - 55
Use previous bar value - True
Closing Point of the Position
Moving Average
Exit the market at Moving Average
Smoothing method - Smoothed
Base price - Weighted
Period - 6
Shift - 159
Use previous bar value - True
Account Stats
Acceptance criteria
Net balance11921,12
Intrabar scanning
Ambiguous bars28
Profit per day6,74
Max consecutive losses4
System quality number2,98
Sharpe ratio0,12
Average HPR0,92
Profit factor2,76
Tested bars49806
Minimum balance1138,82
Maximum balance12227,45
Max balance drawdown983,66
Max equity drawdown58,80 %
Max stagnation309
Average profit193,44
Average loss-129,91
Executed orders902
Win/loss ratio0,65
Time in position94%
Market Stats
SymbolUSDCHF
PeriodM30
Count of bars50000
Time of updating2018-01-19 10:00
Time of beginning2013-12-30 22:30
Minimum price0.72627
Maximum price1.03433
Average Gap1 points
Maximum Gap955 points
Average High-Low102 points
Maximum High-Low29569 points
Average Close-Open50 points
Maximum Close-Open14914 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameRossHoAlf_GbpUsd30_V0001_2
ChartUSDCHF M30
Data bars50000
Time of updating2018-01-19 10:00
Time of beginning2013-12-30 22:30
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 rate1,0837
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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