Parabolic_Adx_MoneyF_1D_EurJpy_v002 by Freesby
16820 downloads / 6978 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.;