ross hook by m217irr
8568 downloads / 5564 views / Created: 26.03.2013 / Updated: 19.05.2013 Average Rating: 4
Strategy Description
Ross Hook strategy.
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 | - Nothing |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Ross Hook
Enter long at an Up Ross hook
Closing Point of the Position
Bar Closing
Exit the market at the end of the bar
| Base price | - Close |
| Account Stats | |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 4 |
| Profit per day | 2.67 USD |
| Sharpe ratio | 0.06 |
| Tested bars | 2294 |
| Initial account | 10000.00 USD |
| Account balance | 17200.00 USD |
| Minimum account | 1620.00 USD |
| Maximum account | 22860.00 USD |
| Maximum drawdown | 8540.00 USD |
| Max equity drawdown | 84.06 % |
| Gross profit | 127250.00 USD |
| Gross loss | -120050.00 USD |
| Sent orders | 4042 |
| Executed orders | 966 |
| Traded lots | 966.00 |
| Winning trades | 233 |
| Losing trades | 247 |
| Win/loss ratio | 0.49 |
| Time in position | 21 % |
| Charged spread | 9660.00 USD |
| Charged rollover | 0.00 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 0.00 USD |
| Total charges | 9660.00 USD |
| Balance without charges | 26860.00 USD |
| Account exchange rate | Not used |
| Market Stats | |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 2299 |
| Date of updating | 03/26/13 |
| Time of updating | 00:00 |
| Date of beginning | 10/31/05 |
| Time of beginning | 00:00 |
| Minimum price | 1.1639 |
| Maximum price | 1.6037 |
| Average Gap | 44 pips |
| Maximum Gap | 1810 pips |
| Average High-Low | 1147 pips |
| Maximum High-Low | 5489 pips |
| Average Close-Open | 579 pips |
| Maximum Close-Open | 4560 pips |
| Maximum days off | 5 |
| 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 | Switched off |
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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Copyright © 2006 - 2024, Forex Software Ltd.;