fskliris 15 by fskliris
7820 downloads / 5374 views / Created: 27.07.2013 / Updated: 27.07.2013 Average Rating: 3
Strategy Description
Comments
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 | - False |
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 |
Opening Logic Condition
Stochastics
%K is higher than Slow %D
| Smoothing method | - Simple |
| %K period | - 5 |
| Fast %D period | - 3 |
| Slow %D period | - 3 |
| Level | - 20 |
| Use previous bar value | - False |
Closing Point of the Position
Bar Closing
Exit the market at the end of the bar
| Base price | - Close |
Closing Logic Condition
Moving Average
The bar closes below Moving Average
| Smoothing method | - Weighted |
| Base price | - Close |
| Period | - 3 |
| 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
Williams' Percent Range
WPR rises
| Smoothing method | - Simple |
| Period of %R | - 14 |
| Smoothing period | - 0 |
| Level | - -20 |
| Use previous bar value | - False |
| Account Stats | |
| Intrabar scanning | Accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 0 |
| Profit per day | 31 points |
| Sharpe ratio | 0.16 |
| Max consecutive losses | 5 |
| Tested bars | 5679 |
| Account balance | 252430 points |
| Minimum account | 0 points |
| Maximum account | 252430 points |
| Maximum drawdown | 12026 points |
| Max equity drawdown | 7.73 % |
| Gross profit | 432337 points |
| Gross loss | -179907 points |
| Sent orders | 4267 |
| Executed orders | 1308 |
| Traded lots | 2224.00 |
| Winning trades | 410 |
| Losing trades | 242 |
| Win/loss ratio | 0.63 |
| Time in position | 13 % |
| Charged spread | 33360 points |
| Charged rollover | 482 points |
| Charged commission | 0 points |
| Charged slippage | 0.00 points |
| Total charges | 33842 points |
| Balance without charges | 286272 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 | 57 points |
| Maximum Gap | 4780 points |
| Average High-Low | 1211 points |
| Maximum High-Low | 6119 points |
| Average Close-Open | 603 points |
| Maximum Close-Open | 4556 points |
| Maximum days off | 4 |
| Maximum data bars | 50000 |
| No data older than | 1/1/1985 |
| No data newer than | 2/1/2012 |
| Fill In Data Gaps | Switched off |
| 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.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;