01_H4_EURUSD by 3dvision
7165 downloads / 4078 views / Created: 06.09.2015 / Updated: 06.09.2015 Average Rating: 0
Strategy Description
Check and write whether this strategy with you on the data looks like?
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 | - Add |
| Opposite direction signal | - Reduce |
| Permanent Stop Loss | - 1730 |
| Permanent Take Profit | - 1100 |
| Break Even | - None |
Opening Point of the Position
Previous High Low
Enter long at the previous high
| Base price | - High and Low |
| Vertical shift | - 92 |
Opening Logic Condition
Moving Average
Moving Average rises
| Smoothing method | - Smoothed |
| Base price | - Open |
| Period | - 113 |
| Shift | - 0 |
| Use previous bar value | - False |
Opening Logic Condition
Alligator
The Lips falls
| Smoothing method | - Simple |
| Base price | - Close |
| Jaws period | - 173 |
| Jaws shift | - 106 |
| Teeth period | - 90 |
| Teeth shift | - 85 |
| Lips period | - 11 |
| Lips shift | - 141 |
| Use previous bar value | - True |
Opening Logic Condition
Parabolic SAR Combo
PSAR rises
| Starting AF | - 0.00 |
| Increment | - 0.31 |
| Maximum AF | - 3.67 |
| Use previous bar value | - True |
Opening Logic Condition
CandleCode Crossover
The fast line is higher than the slow line
| Smoothing method | - Simple |
| BBlength | - 38 |
| Level | - 20 |
| Deviations | - 0.5 |
| Average | - 5 |
| Use previous bar value | - True |
Opening Logic Condition
Trix MA Oscillator
Trix MA Oscillator rises
| Smoothing method | - Exponential |
| Signal line method | - Exponential |
| Base price | - Close |
| Period of Trix | - 9 |
| Signal line period | - 16 |
| Use previous bar value | - True |
Closing Point of the Position
Trailing Stop Limit
Exit at Trailing Stop Loss or at a constant Take Profit level
| Trailing mode | - New bar |
| Initial Stop Loss | - 2005 |
| Take Profit | - 1200 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 4520,11 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 0,76 |
| Max consecutive losses | 3 |
| System quality number | 4,75 |
| Sharpe ratio | 0,41 |
| Average HPR | 0,30 |
| Profit factor | 2,72 |
| Tested bars | 8469 |
| Minimum balance | 3000,00 |
| Maximum balance | 4531,67 |
| Max balance drawdown | 92,42 |
| Max equity drawdown | 2,62 % |
| Max stagnation | 172 |
| Average profit | 52,85 |
| Average loss | -37,63 |
| Executed orders | 392 |
| Win/loss ratio | 0,66 |
| Time in position | 37% |
| Market Stats | |
| Symbol | EURUSD |
| Period | H4 |
| Count of bars | 8750 |
| Time of updating | 2015-08-31 04:00 |
| Time of beginning | 2010-01-04 00:00 |
| Minimum price | 1.04613 |
| Maximum price | 1.49385 |
| Average Gap | 10 points |
| Maximum Gap | 2639 points |
| Average High-Low | 445 points |
| Maximum High-Low | 4083 points |
| Average Close-Open | 216 points |
| Maximum Close-Open | 1983 points |
| Maximum days off | 11 |
| Input Stats | |
| Profile name | MEA account |
| Data source name | MEA Ironfx REAL |
| Strategy name | 01_H4_EURUSD |
| Chart | EURUSD H4 |
| Data bars | 8750 |
| Time of updating | 2015-08-31 04:00 |
| Time of beginning | 2010-01-04 00:00 |
| Spread | 15,00 points |
| Swap long | -2,29 points |
| Swap short | -1,92 points |
| Commission | 0,00 points |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 3000 USD |
| Leverage | 100 |
| Account exchange rate | Not used |
| Auto scan | Switched on |
| Trade until Margin Call | Switched on |
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.;