S2 351506 19,10,2021 BBB by
5568 downloads / 962 views / Created: 06.11.2021 / Updated: 06.11.2021 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 | - Reverse |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Modified Optimum Elliptic Filter
Enter the market at the Moving Average
| Use previous bar value | - True |
Opening Logic Condition
Heiken Ashi
Black H.A. bar without upper shadow
| Base price | - High, Low, Open, Close |
| Use previous bar value | - True |
Opening Logic Condition
On Balance Volume
On Balance Volume rises
| Use previous bar value | - True |
Opening Logic Condition
MACD
MACD line is lower than the Signal line
| Smoothing method | - Exponential |
| Base price | - Close |
| Signal line method | - Weighted |
| Slow MA period | - 74 |
| Fast MA period | - 148 |
| Signal line period | - 22 |
| Use previous bar value | - True |
Opening Logic Condition
ATR MA Oscillator
ATR MA Oscillator rises
| Smoothing method | - Simple |
| Signal line method | - Exponential |
| ATR period | - 10 |
| Signal line period | - 21 |
| Use previous bar value | - True |
Closing Point of the Position
Bollinger Bands
Exit long at Upper Band
| Smoothing method | - Smoothed |
| Base price | - Open |
| MA period | - 131 |
| Multiplier | - 4.38 |
| Use previous bar value | - False |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 23971.20 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Backtest quality | 100 % |
| Profit per day | 92.86 |
| Max consecutive losses | 9 |
| System quality number | 3.40 |
| Sharpe ratio | 0.07 |
| Average HPR | 10.08 |
| Profit factor | 2.41 |
| Tested bars | 49849 |
| Minimum balance | 200.00 |
| Maximum balance | 26630.60 |
| Max balance drawdown | 2776.10 |
| Max equity drawdown | 62.11 % |
| Max stagnation | 91 |
| Average profit | 670.63 |
| Average loss | -323.12 |
| Executed orders | 498 |
| Win/loss ratio | 0.54 |
| Time in position | 91% |
| Market Stats | |
| Symbol | XAGUSD |
| Period | M5 |
| Count of bars | 50000 |
| Time of updating | 2021-10-15 23:50 |
| Time of beginning | 2021-02-01 03:05 |
| Minimum price | 21.417 |
| Maximum price | 30.073 |
| Average Gap | 1 points |
| Maximum Gap | 333 points |
| Average High-Low | 33 points |
| Maximum High-Low | 1093 points |
| Average Close-Open | 17 points |
| Maximum Close-Open | 792 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | ACTIVE |
| Data source name | Alpari MT5 |
| Strategy name | S2 351505 19,11,2021 |
| Chart | XAGUSD M5 |
| Data bars | 50000 |
| Time of updating | 2021-10-15 23:50 |
| Time of beginning | 2021-02-01 03:05 |
| Spread | 26.00 points |
| Swap long | -0.80 points |
| Swap short | -0.40 points |
| Commission | 0.00 points |
| Slippage | 0.00 points |
| Interpolation method | Pessimistic |
| Initial Account | 200 USD |
| Leverage | 500 |
| Account exchange rate | Not used |
| Auto scan | Switched off |
| 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.;