USDCAD-day-TRIX by SpiderMan

6278 downloads / 3896 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...
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.
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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 scanningNot accomplished
Interpolation methodPessimistic
Ambiguous bars0
Profit per day5.90 USD
Tested bars8917
Initial account10000.00 USD
Account balance84000.67 USD
Minimum account10000.00 USD
Maximum account86380.58 USD
Maximum drawdown4874.74 USD
Max equity drawdown24.67 %
Gross profit151449.40 USD
Gross loss-77448.73 USD
Sent orders5354
Executed orders520
Traded lots520.00
Winning trades178
Losing trades82
Win/loss ratio0.68
Time in position28 %
Charged spread6232.69 USD
Charged rollover5059.65 USD
Charged commission0.00 USD
Charged slippage0.00 USD
Total charges11292.34 USD
Balance without charges95293.01 USD
Account exchange rateDeal price
Market Stats
SymbolUSDCAD
Period1 Day
Number of bars9203
Date of updating04/06/13
Time of updating00:00
Date of beginning03/01/78
Time of beginning00:00
Minimum price0.9056
Maximum price1.6196
Average Gap97 pips
Maximum Gap1879 pips
Average High-Low678 pips
Maximum High-Low7430 pips
Average Close-Open279 pips
Maximum Close-Open4969 pips
Maximum days off5
Maximum data bars50000
No data older thanNo limits
No data newer thanNo limits
Fill In Data GapsSwitched off
Cut Off Bad DataSwitched off
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