USDCAD-day-TRIX by SpiderMan
7658 downloads / 4663 views
/ Created: 10.06.2013 / Updated: 10.06.2013
Y-values Balance 0k 100k 25k 50k 75k Highcharts.com
Strategy Description
Automatically generated on 26/11/2012 4:01 AM.
Comments
It seems good however there are so few trades
Forward testing is always a problem. When I generated this strategy I truncated the data and set the OOS at 30%. Only time will tell I suppose.
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
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
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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