EURUSD-1MIN-445_59PPD by bisentim

8368 downloads / 5776 views / Created: 05.09.2014 / Updated: 05.09.2014
 Average Rating: 0

Strategy Description

Automatically generated on 8/20/2014 1:44 PM.

Comments

Automatically Generated and Optimized
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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 - 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 scanningAccomplished
Interpolation methodPessimistic
Ambiguous bars0
Profit per day445.59 USD
Sharpe ratio0.27
Max consecutive losses8
Tested bars19859
Initial account10000.00 USD
Account balance17575.00 USD
Minimum account10000.00 USD
Maximum account19036.00 USD
Maximum drawdown1461.00 USD
Max equity drawdown11.86 %
Gross profit13574.42 USD
Gross loss-5999.42 USD
Sent orders32059
Executed orders242
Traded lots261.00
Winning trades58
Losing trades53
Win/loss ratio0.52
Time in position49 %
Charged spread2620.00 USD
Charged rollover30.00 USD
Charged commission0.00 USD
Charged slippage0.00 USD
Total charges2650.00 USD
Balance without charges20225.00 USD
Account exchange rateNot used
Market Stats
SymbolEURUSD
Period1 Minute
Number of bars20000
Date of updating06/10/11
Time of updating22:59
Date of beginning05/23/11
Time of beginning22:52
Minimum price1.40018
Maximum price1.46959
Average Gap2 points
Maximum Gap70 points
Average High-Low31 points
Maximum High-Low812 points
Average Close-Open17 points
Maximum Close-Open490 points
Maximum days off2
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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