USDCAD-day-TRIX by SpiderMan
7231 downloads / 4588 views / Created: 10.06.2013 / Updated: 10.06.2013 Average Rating: 4
Strategy Description
Automatically generated on 26/11/2012 4:01 AM.
Comments
It seems good however there are so few trades
Winning trades 178
Losing trades 82
for 9000 days..
How would you fwd test it, it will trade not even once per month...
Winning trades 178
Losing trades 82
for 9000 days..
How would you fwd test it, it will trade not even once per month...
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 | - 2000 |
| Permanent Take Profit | - 1300 |
| Break Even | - None |
Opening Point of the Position
Bar Closing
Enter the market at the end of the bar
| Base price | - Close |
Opening Logic Condition
Trix Index
The Trix Index line is lower than the Signal line
| Smoothing method | - Weighted |
| Base price | - Median |
| Period of Trix | - 142 |
| Use previous bar value | - False |
Opening Logic Condition
Accelerator Oscillator
The AC rises
| Smoothing method | - Exponential |
| Base price | - Close |
| Slow MA period | - 65 |
| Fast MA period | - 29 |
| Forming MA period | - 105 |
| Level | - 0.0000 |
| Use previous bar value | - False |
Opening Logic Condition
Aroon Histogram
The Aroon Histogram rises
| Base price | - Close |
| Period | - 163 |
| Level | - 0 |
| Use previous bar value | - False |
Closing Point of the Position
Week Closing
Exit the market at the end of the week
| Base price | - Close |
Closing Logic Condition
Momentum MA Oscillator
The Oscillator changes its direction upward
| Smoothing method | - Simple |
| Signal line method | - Exponential |
| Base price | - Weighted |
| Momentum period | - 54 |
| Signal line period | - 26 |
| Use previous bar value | - False |
| Account Stats | |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 0 |
| Profit per day | 5.90 USD |
| Tested bars | 8917 |
| Initial account | 10000.00 USD |
| Account balance | 84000.67 USD |
| Minimum account | 10000.00 USD |
| Maximum account | 86380.58 USD |
| Maximum drawdown | 4874.74 USD |
| Max equity drawdown | 24.67 % |
| Gross profit | 151449.40 USD |
| Gross loss | -77448.73 USD |
| Sent orders | 5354 |
| Executed orders | 520 |
| Traded lots | 520.00 |
| Winning trades | 178 |
| Losing trades | 82 |
| Win/loss ratio | 0.68 |
| Time in position | 28 % |
| Charged spread | 6232.69 USD |
| Charged rollover | 5059.65 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 0.00 USD |
| Total charges | 11292.34 USD |
| Balance without charges | 95293.01 USD |
| Account exchange rate | Deal price |
| Market Stats | |
| Symbol | USDCAD |
| Period | 1 Day |
| Number of bars | 9203 |
| Date of updating | 04/06/13 |
| Time of updating | 00:00 |
| Date of beginning | 03/01/78 |
| Time of beginning | 00:00 |
| Minimum price | 0.9056 |
| Maximum price | 1.6196 |
| Average Gap | 97 pips |
| Maximum Gap | 1879 pips |
| Average High-Low | 678 pips |
| Maximum High-Low | 7430 pips |
| Average Close-Open | 279 pips |
| Maximum Close-Open | 4969 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.;