Parabolic_Adx_MoneyF_1D_EurJpy_v002 by Freesby
15948 downloads / 6652 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
Parabolic SAR Combo
Enter the market at PSAR
Starting AF | - 0.90 |
Increment | - 0.02 |
Maximum AF | - 0.97 |
Use previous bar value | - True |
Opening Logic Condition
ADX
ADX is lower than the Level line
Smoothing method | - Exponential |
Base price | - Bar range |
Period | - 25 |
Level | - 43 |
Use previous bar value | - True |
Opening Logic Condition
Money Flow
Money Flow falls
Use previous bar value | - True |
Opening Logic Condition
Oscillator of RSI
Oscillator falls
Smoothing method | - Simple |
Base price | - Typical |
First RSI period | - 14 |
Second RSI period | - 118 |
Use previous bar value | - True |
Closing Point of the Position
Top Bottom Price
Exit long at the top price
Base price | - High & Low |
Base period | - Previous month |
Vertical shift | - -1355 |
Account Stats | |
Acceptance criteria | |
Net balance | 19393,83 |
Intrabar scanning | |
Ambiguous bars | 3 |
Profit per day | 4,47 |
Max consecutive losses | 3 |
System quality number | 5,41 |
Sharpe ratio | 0,38 |
Average HPR | 1,64 |
Profit factor | 5,76 |
Tested bars | 3317 |
Minimum balance | 1956,30 |
Maximum balance | 19598,11 |
Max balance drawdown | 1071,86 |
Max equity drawdown | 43,50 % |
Max stagnation | 490 |
Average profit | 379,22 |
Average loss | -202,93 |
Executed orders | 544 |
Win/loss ratio | 0,76 |
Time in position | 82% |
Market Stats | |
Symbol | EURJPY |
Period | D1 |
Count of bars | 3441 |
Time of updating | 2018-01-20 00:00 |
Time of beginning | 2007-01-01 00:00 |
Minimum price | 94.11 |
Maximum price | 169.96 |
Average Gap | 47 points |
Maximum Gap | 3665 points |
Average High-Low | 1285 points |
Maximum High-Low | 13239 points |
Average Close-Open | 636 points |
Maximum Close-Open | 9655 points |
Maximum days off | 7 |
Input Stats | |
Profile name | Default profile |
Data source name | FSB Demo data |
Strategy name | Parabolic_Adx_MoneyF_1D_EurJpy_v002 |
Chart | EURJPY D1 |
Data bars | 3441 |
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 | 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.;