EURUSD1dayDSC by SpiderMan
7670 downloads / 4384 views / Created: 10.06.2013 / Updated: 10.06.2013 Average Rating: 0
Strategy Description
Automatically generated on 11/10/2011 4:13 PM.
Out of sample testing, percent of OOS bars: 50%
Balance: 20045.00 USD (18/05/2011 11:25 PM Bar: 4852)
Out of sample testing, percent of OOS bars: 50%
Balance: 20045.00 USD (18/05/2011 11:25 PM Bar: 4852)
Comments
hi SpiderMan
thanks for posting
could you upload or point to the Donchian Shift Close, i am having some dificulty locating it
Thanks
thanks for posting
could you upload or point to the Donchian Shift Close, i am having some dificulty locating it
Thanks
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 | - Close |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - 1400 |
| Break Even | - None |
Opening Point of the Position
Bollinger Bands
Enter long at the Upper Band
| Smoothing method | - Smoothed |
| Base price | - Close |
| MA period | - 60 |
| Multiplier | - 2.57 |
| Use previous bar value | - True |
Opening Logic Condition
Enter Once
Enter no more than once a week
Closing Point of the Position
Donchian Shift Close
Exit long at the Lower Band
| Base price | - High & Low |
| Period | - 11 |
| Shift | - 1 |
| Vertical Shift | - 5 |
| Use previous bar value | - True |
| Show High/Low Bands | - True |
| Account Stats | |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 6 |
| Profit per day | 9.90 USD |
| Tested bars | 6209 |
| Initial account | 10000.00 USD |
| Account balance | 96476.02 USD |
| Minimum account | 10000.00 USD |
| Maximum account | 99496.64 USD |
| Maximum drawdown | 6753.88 USD |
| Max equity drawdown | 20.58 % |
| Gross profit | 143464.78 USD |
| Gross loss | -56988.76 USD |
| Sent orders | 38894 |
| Executed orders | 262 |
| Traded lots | 262.00 |
| Winning trades | 104 |
| Losing trades | 27 |
| Win/loss ratio | 0.79 |
| Time in position | 15 % |
| Charged spread | 1965.00 USD |
| Charged rollover | 1876.98 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 0.00 USD |
| Total charges | 3841.98 USD |
| Balance without charges | 100318.00 USD |
| Account exchange rate | Not used |
| Market Stats | |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 6272 |
| Date of updating | 04/06/13 |
| Time of updating | 00:00 |
| Date of beginning | 07/04/89 |
| Time of beginning | 00:00 |
| Minimum price | 0.8225 |
| Maximum price | 1.6037 |
| Average Gap | 60 pips |
| Maximum Gap | 4780 pips |
| Average High-Low | 1205 pips |
| Maximum High-Low | 6119 pips |
| Average Close-Open | 595 pips |
| Maximum Close-Open | 4599 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 | 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.;