EURUSD_D1 by algotrader

6460 downloads / 4004 views / Created: 29.06.2013 / Updated: 29.06.2013
 Average Rating: 0

Strategy Description

Automatically generated on 2013.06.29. 22:10.

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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 - None
Permanent Take Profit - None
Break Even - None
Opening Point of the Position
Pivot Points
Enter long at R2 (short at S2)
Base price - One bar
Vertical shift - 77
Use previous bar value - True
Opening Logic Condition
Day of Week
Enter the market between the specified days
From (incl.) - Wednesday
To (excl.) - Saturday
Opening Logic Condition
Day of Month
Enter the market between the specified days
From (incl.) - 1
Until (excl.) - 31
Closing Point of the Position
Week Closing
Exit the market at the end of the week
Base price - Close
Closing Logic Condition
Ease of Movement
Ease of Movement rises
Smoothing method - Weighted
Period - 17
Volume divisor - 81266
Use previous bar value - False
Account Stats
Intrabar scanningAccomplished
Interpolation methodRandom
Ambiguous bars4
Profit per day25,97 USD
Sharpe ratio0,15
Max consecutive losses7
Tested bars5696
Initial account10000,00 USD
Account balance217575,00 USD
Minimum account7792,00 USD
Maximum account224233,00 USD
Maximum drawdown13350,00 USD
Max equity drawdown37,91 %
Gross profit433001,00 USD
Gross loss-225426,00 USD
Sent orders7150
Executed orders913
Traded lots913,00
Winning trades259
Losing trades197
Win/loss ratio0,57
Time in position57 %
Charged spread9140,00 USD
Charged rollover7506,00 USD
Charged commission0,00 USD
Charged slippage0,00 USD
Total charges16646,00 USD
Balance without charges234221,00 USD
Account exchange rateNot used
Market Stats
SymbolEURUSD
Period1 Day
Number of bars5715
Date of updating11.06.10
Time of updating00:00
Date of beginning89.06.26
Time of beginning00:00
Minimum price0.8225
Maximum price1.6038
Average Gap57 points
Maximum Gap4780 points
Average High-Low1210 points
Maximum High-Low6119 points
Average Close-Open603 points
Maximum Close-Open4556 points
Maximum days off4
Maximum data bars20000
No data older thanNo limits
No data newer thanNo limits
Fill In Data GapsSwitched off
Cut Off Bad DataSwitched 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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