2 ma bolinger adx macd add sl tp 16589 by iliesmarian
10227 downloads / 6194 views / Created: 28.09.2015 / Updated: 28.09.2015 Average Rating: 5
Strategy Description
It looks like a good strategy. I tested it on a real account for 30 days and it made 340 pips profit. What is your opinion? How it looks on other historical data?
How can I improve it?
How can I improve it?
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 | - Reverse |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Previous Bar Closing
Enter the market at the previous Bar Closing
| Base price | - Previous Bar Closing |
Opening Logic Condition
Moving Averages Crossover
Fast MA crosses Slow MA upward
| Base price | - Close |
| Fast MA method | - Simple |
| Slow MA method | - Simple |
| Fast MA period | - 12 |
| Slow MA period | - 21 |
| Fast MA shift | - 0 |
| Slow MA shift | - 0 |
| Use previous bar value | - True |
Opening Logic Condition
Bollinger Bands
The bar opens below Upper Band
| Smoothing method | - Simple |
| Base price | - Close |
| MA period | - 20 |
| Multiplier | - 1.99 |
| Use previous bar value | - True |
Opening Logic Condition
ADX
ADX rises
| Smoothing method | - Exponential |
| Base price | - Bar range |
| Period | - 11 |
| Level | - 0 |
| Use previous bar value | - True |
Opening Logic Condition
MACD Histogram
MACD histogram is higher than the Level line
| Smoothing method | - Exponential |
| Base price | - Close |
| Signal line method | - Simple |
| Slow MA period | - 32 |
| Fast MA period | - 4 |
| Signal line period | - 10 |
| Level | - 0.0003 |
| 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 tick (trader) |
| Initial Stop Loss | - 4554 |
| Take Profit | - 4500 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 16588,80 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 13,32 |
| Max consecutive losses | 8 |
| System quality number | 4,32 |
| Sharpe ratio | 0,37 |
| Average HPR | 2,29 |
| Profit factor | 4,89 |
| Tested bars | 19962 |
| Minimum balance | 1000,00 |
| Maximum balance | 16588,80 |
| Max balance drawdown | 800,10 |
| Max equity drawdown | 20,31 % |
| Max stagnation | 180 |
| Average profit | 509,11 |
| Average loss | -140,78 |
| Executed orders | 234 |
| Win/loss ratio | 0,57 |
| Time in position | 98% |
| Market Stats | |
| Symbol | EURUSD |
| Period | H1 |
| Count of bars | 20000 |
| Time of updating | 2015-08-29 00:00 |
| Time of beginning | 2012-06-13 00:00 |
| Minimum price | 1.04624 |
| Maximum price | 1.39933 |
| Average Gap | 2 points |
| Maximum Gap | 1691 points |
| Average High-Low | 172 points |
| Maximum High-Low | 2017 points |
| Average Close-Open | 83 points |
| Maximum Close-Open | 1530 points |
| Maximum days off | 2 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | 2 ma bolinger adx macd... |
| Chart | EURUSD H1 |
| Data bars | 20000 |
| Time of updating | 2015-08-29 00:00 |
| Time of beginning | 2012-06-13 00:00 |
| Spread | 20,00 points |
| Swap long | -2,00 points |
| Swap short | -2,00 points |
| Commission | 0,00 points |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 1000 USD |
| Leverage | 100 |
| Account exchange rate | Not used |
| Auto scan | Switched off |
| 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.
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Copyright © 2006 - 2024, Forex Software Ltd.;