EURUSD-1MIN-445_59PPD by bisentim
9341 downloads / 6618 views
/ Created: 05.09.2014 / Updated: 05.09.2014
Strategy Description
Automatically generated on 8/20/2014 1:44 PM.
Comments
Automatically Generated and Optimized
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 | - Winner |
| Opposite direction signal | - Reduce |
| Permanent Stop Loss | - 950 |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Moving Average
Enter the market at Moving Average
| Smoothing method | - Weighted |
| Base price | - Open |
| Period | - 4 |
| Shift | - 136 |
| Use previous bar value | - False |
Opening Logic Condition
Oscillator of ROC
Oscillator is lower than the zero line
| Smoothing method | - Smoothed |
| Base price | - Close |
| First ROC period | - 30 |
| Second ROC period | - 41 |
| Use previous bar value | - True |
Opening Logic Condition
Money Flow
Money Flow changes its direction upward
| Use previous bar value | - True |
Closing Point of the Position
Stop Limit
Exit at a Stop Loss or a Take Profit level
| Stop Loss | - 3007 |
| Take Profit | - 246 |
| Account Stats |
| Intrabar scanning | Accomplished |
| Interpolation method | Pessimistic |
| Ambiguous bars | 0 |
| Profit per day | 445.59 USD |
| Sharpe ratio | 0.27 |
| Max consecutive losses | 8 |
| Tested bars | 19859 |
| Initial account | 10000.00 USD |
| Account balance | 17575.00 USD |
| Minimum account | 10000.00 USD |
| Maximum account | 19036.00 USD |
| Maximum drawdown | 1461.00 USD |
| Max equity drawdown | 11.86 % |
| Gross profit | 13574.42 USD |
| Gross loss | -5999.42 USD |
| Sent orders | 32059 |
| Executed orders | 242 |
| Traded lots | 261.00 |
| Winning trades | 58 |
| Losing trades | 53 |
| Win/loss ratio | 0.52 |
| Time in position | 49 % |
| Charged spread | 2620.00 USD |
| Charged rollover | 30.00 USD |
| Charged commission | 0.00 USD |
| Charged slippage | 0.00 USD |
| Total charges | 2650.00 USD |
| Balance without charges | 20225.00 USD |
| Account exchange rate | Not used |
| Market Stats |
| Symbol | EURUSD |
| Period | 1 Minute |
| Number of bars | 20000 |
| Date of updating | 06/10/11 |
| Time of updating | 22:59 |
| Date of beginning | 05/23/11 |
| Time of beginning | 22:52 |
| Minimum price | 1.40018 |
| Maximum price | 1.46959 |
| Average Gap | 2 points |
| Maximum Gap | 70 points |
| Average High-Low | 31 points |
| Maximum High-Low | 812 points |
| Average Close-Open | 17 points |
| Maximum Close-Open | 490 points |
| Maximum days off | 2 |
| Maximum data bars | 20000 |
| 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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