RossHoAlf_UsdChf30_V0001 by Freesby
12984 downloads / 4994 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
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 balance | 11921,12 |
| Intrabar scanning | |
| Ambiguous bars | 28 |
| Profit per day | 6,74 |
| Max consecutive losses | 4 |
| System quality number | 2,98 |
| Sharpe ratio | 0,12 |
| Average HPR | 0,92 |
| Profit factor | 2,76 |
| Tested bars | 49806 |
| Minimum balance | 1138,82 |
| Maximum balance | 12227,45 |
| Max balance drawdown | 983,66 |
| Max equity drawdown | 58,80 % |
| Max stagnation | 309 |
| Average profit | 193,44 |
| Average loss | -129,91 |
| Executed orders | 902 |
| Win/loss ratio | 0,65 |
| Time in position | 94% |
| Market Stats | |
| Symbol | USDCHF |
| Period | M30 |
| Count of bars | 50000 |
| Time of updating | 2018-01-19 10:00 |
| Time of beginning | 2013-12-30 22:30 |
| Minimum price | 0.72627 |
| Maximum price | 1.03433 |
| Average Gap | 1 points |
| Maximum Gap | 955 points |
| Average High-Low | 102 points |
| Maximum High-Low | 29569 points |
| Average Close-Open | 50 points |
| Maximum Close-Open | 14914 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | RossHoAlf_GbpUsd30_V0001_2 |
| Chart | USDCHF 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 | 1,0837 |
| 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.;