S2 351506 19,10,2021 BBB by benjaminmohammadi

476 downloads / 57 views / Created: 06.11.2021 / Updated: 06.11.2021
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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 - 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 balance23971.20
Intrabar scanning
Ambiguous bars0
Backtest quality100 %
Profit per day92.86
Max consecutive losses9
System quality number3.40
Sharpe ratio0.07
Average HPR10.08
Profit factor2.41
Tested bars49849
Minimum balance200.00
Maximum balance26630.60
Max balance drawdown2776.10
Max equity drawdown62.11 %
Max stagnation91
Average profit670.63
Average loss-323.12
Executed orders498
Win/loss ratio0.54
Time in position91%
Market Stats
SymbolXAGUSD
PeriodM5
Count of bars50000
Time of updating2021-10-15 23:50
Time of beginning2021-02-01 03:05
Minimum price21.417
Maximum price30.073
Average Gap1 points
Maximum Gap333 points
Average High-Low33 points
Maximum High-Low1093 points
Average Close-Open17 points
Maximum Close-Open792 points
Maximum days off3
Input Stats
Profile nameACTIVE
Data source nameAlpari MT5
Strategy nameS2 351505 19,11,2021
ChartXAGUSD M5
Data bars50000
Time of updating2021-10-15 23:50
Time of beginning2021-02-01 03:05
Spread26.00 points
Swap long-0.80 points
Swap short-0.40 points
Commission0.00 points
Slippage0.00 points
Interpolation methodPessimistic
Initial Account200 USD
Leverage500
Account exchange rateNot used
Auto scanSwitched off
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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