6651 downloads / 4319 views
/ Created: 26.07.2013 / Updated: 26.07.2013
Strategy Description
Comments
Any ideas about the take profit target?
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
Fractal
Enter long at an Up Fractal
| Visibility | - The fractal is visible |
| Vertical shift | - 0 |
Opening Logic Condition
Moving Average
Moving Average rises
| Smoothing method | - Weighted |
| Base price | - Close |
| Period | - 3 |
| Shift | - 0 |
| Use previous bar value | - True |
Opening Logic Condition
Momentum
Momentum is higher than the Level line
| Smoothing method | - Simple |
| Base price | - Close |
| Period | - 3 |
| Additional smoothing | - 0 |
| Level | - 0.0000 |
| Use previous bar value | - True |
Opening Logic Condition
Moving Average
The position opens above Moving Average
| Smoothing method | - Weighted |
| Base price | - Close |
| Period | - 25 |
| Shift | - 0 |
| Use previous bar value | - True |
Closing Point of the Position
Bar Closing
Exit the market at the end of the bar
Closing Logic Condition
Moving Average
The bar closes below Moving Average
| Smoothing method | - Weighted |
| Base price | - Close |
| Period | - 2 |
| Shift | - 0 |
| Use previous bar value | - False |
Closing Logic Condition
Commodity Channel Index
CCI rises
| Smoothing method | - Simple |
| Base price | - Typical |
| Smoothing period | - 14 |
| Level | - 100 |
| Multiplier | - 0.015 |
| Use previous bar value | - False |
Closing Logic Condition
Moving Average
Moving Average falls
| Smoothing method | - Simple |
| Base price | - Close |
| Period | - 7 |
| Shift | - 0 |
| Use previous bar value | - False |
Closing Logic Condition
Envelopes
The bar closes above Upper Band
| Smoothing method | - Simple |
| Base price | - Close |
| MA period | - 3 |
| Deviation % | - 0.50 |
| Use previous bar value | - False |
| Account Stats |
| Intrabar scanning | Not accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 1 |
| Profit per day | 23 points |
| Sharpe ratio | 0.15 |
| Max consecutive losses | 6 |
| Tested bars | 5679 |
| Account balance | 189579 points |
| Minimum account | -470 points |
| Maximum account | 189579 points |
| Maximum drawdown | 14280 points |
| Max equity drawdown | 11.67 % |
| Gross profit | 437429 points |
| Gross loss | -247850 points |
| Sent orders | 8620 |
| Executed orders | 1400 |
| Traded lots | 2676.00 |
| Winning trades | 396 |
| Losing trades | 302 |
| Win/loss ratio | 0.57 |
| Time in position | 13 % |
| Charged spread | 40140 points |
| Charged rollover | 38 points |
| Charged commission | 0 points |
| Charged slippage | 0.00 points |
| Total charges | 40178 points |
| Balance without charges | 229757 points |
| Market Stats |
| Symbol | EURUSD |
| Period | 1 Day |
| Number of bars | 5706 |
| Date of updating | 10/06/11 |
| Time of updating | 00:00 |
| Date of beginning | 26/06/89 |
| Time of beginning | 00:00 |
| Minimum price | 0.8225 |
| Maximum price | 1.6038 |
| Average Gap | 33 points |
| Maximum Gap | 4780 points |
| Average High-Low | 1213 points |
| Maximum High-Low | 6119 points |
| Average Close-Open | 604 points |
| Maximum Close-Open | 4553 points |
| Maximum days off | 4 |
| Maximum data bars | 20000 |
| No data older than | No limits |
| No data newer than | No limits |
| Fill In Data Gaps | Accomplished |
| Cut Off Bad Data | Accomplished |
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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