Multi-strategies-same-pair-1 by ahmedalhoseny
10125 downloads / 6192 views / Created: 04.03.2013 / Updated: 20.05.2013 Average Rating: 1
Strategy Description
Modified by the strategy generator on 25/02/2013 10:04.
Out of sample testing, percent of OOS bars: 20%
Balance: 20836.50 USD (22/12/2011 00:00 Bar: 1067)
Out of sample testing, percent of OOS bars: 20%
Balance: 20836.50 USD (22/12/2011 00:00 Bar: 1067)
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 | - Reduce |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Top Bottom Price
Enter long at the bottom price
| Base price | - High & Low |
| Base period | - Previous week |
| Vertical shift | - 0 |
Opening Logic Condition
Heiken Ashi
Black H.A. bar
| Base price | - High, Low, Open, Close |
| Use previous bar value | - True |
Closing Point of the Position
Day Closing
Exit the market at the end of the day
| Base price | - Close |
Closing Logic Condition
Heiken Ashi
White H.A. bar without lower shadow
| Base price | - High, Low, Open, Close |
| Use previous bar value | - False |
Closing Logic Condition
Top Bottom Price
The bar closes below the bottom price
| Base price | - High & Low |
| Base period | - Previous day |
| Vertical shift | - 0 |
| Account Stats | |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 0 |
| Profit per day | 27.11 USD |
| Tested bars | 1332 |
| Initial account | 10000.00 USD |
| Account balance | 60801.39 USD |
| Minimum account | 10000.00 USD |
| Maximum account | 60913.36 USD |
| Maximum drawdown | 1101.02 USD |
| Max equity drawdown | 21.75 % |
| Gross profit | 53610.58 USD |
| Gross loss | -2809.19 USD |
| Sent orders | 1329 |
| Executed orders | 535 |
| Traded lots | 36.18 |
| Winning trades | 221 |
| Losing trades | 34 |
| Win/loss ratio | 0.87 |
| Time in position | 95 % |
| Charged spread | 555.30 USD |
| Charged rollover | 1282.52 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 1374.84 USD |
| Total charges | 3212.66 USD |
| Balance without charges | 64014.05 USD |
| Account exchange rate | Not used |
| Market Stats | |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 1334 |
| Date of updating | 31/12/12 |
| Time of updating | 00:00 |
| Date of beginning | 12/11/07 |
| Time of beginning | 00:00 |
| Minimum price | 1.1874 |
| Maximum price | 1.6038 |
| Average Gap | 60 pips |
| Maximum Gap | 1690 pips |
| Average High-Low | 1520 pips |
| Maximum High-Low | 5330 pips |
| Average Close-Open | 757 pips |
| Maximum Close-Open | 4669 pips |
| Maximum days off | 4 |
| Maximum data bars | 50000 |
| No data older than | No limits |
| No data newer than | No limits |
| Fill In Data Gaps | Switched off |
| Cut Off Bad Data | Accomplished |
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.;