EURUSD M60 Humpty Dumpty by h.neurath
7138 downloads / 2781 views / Created: 28.09.2015 / Updated: 28.09.2015 Average Rating: 0
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 | - Add |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - 1440 |
| Permanent Take Profit | - 515 |
| Break Even | - None |
Opening Point of the Position
Bar Opening
Enter the market at the beginning of the bar
| Base price | - Open |
Opening Logic Condition
Stochastics
Slow %D changes its direction upward
| Smoothing method | - Simple |
| %K period | - 23 |
| Fast %D period | - 3 |
| Slow %D period | - 5 |
| Level | - 20 |
| Use previous bar value | - True |
Opening Logic Condition
Ichimoku Kinko Hyo
The position opens above Kumo
| Tenkan | - 10 |
| Kijun | - 27 |
| Senkou Span B | - 55 |
| Use previous bar value | - True |
Opening Logic Condition
Accumulation Distribution
AD changes its direction upward
| Use previous bar value | - True |
Closing Point of the Position
Trailing Stop
Exit at the Trailing Stop level
| Trailing mode | - New bar |
| Trailing Stop | - 1289 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 4756,73 |
| Intrabar scanning | |
| Ambiguous bars | 1 |
| Profit per day | 2,25 |
| Max consecutive losses | 5 |
| System quality number | 2,82 |
| Sharpe ratio | 0,17 |
| Average HPR | 0,57 |
| Profit factor | 1,44 |
| Tested bars | 28433 |
| Minimum balance | 758,35 |
| Maximum balance | 5575,92 |
| Max balance drawdown | 873,67 |
| Max equity drawdown | 32,90 % |
| Max stagnation | 263 |
| Average profit | 110,06 |
| Average loss | -211,62 |
| Executed orders | 719 |
| Win/loss ratio | 0,73 |
| Time in position | 38% |
| Market Stats | |
| Symbol | EURUSD |
| Period | H1 |
| Count of bars | 28516 |
| Time of updating | 2015-09-25 23:00 |
| Time of beginning | 2011-02-25 08:00 |
| Minimum price | 1.04617 |
| Maximum price | 1.494 |
| Average Gap | 3 points |
| Maximum Gap | 1669 points |
| Average High-Low | 202 points |
| Maximum High-Low | 2150 points |
| Average Close-Open | 97 points |
| Maximum Close-Open | 2119 points |
| Maximum days off | 2 |
| Input Stats | |
| Profile name | Varengold |
| Data source name | Varengold Real |
| Strategy name | EURUSD M60_1 Stoch-Ich-ACC... |
| Chart | EURUSD H1 |
| Data bars | 28516 |
| Time of updating | 2015-09-25 23:00 |
| Time of beginning | 2011-02-25 08:00 |
| Spread | 28,00 points |
| Swap long | -2,14 points |
| Swap short | -0,60 points |
| Commission | 0,00 points |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 1000 EUR |
| Leverage | 100 |
| Account exchange rate | Deal price |
| 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.
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Copyright © 2006 - 2024, Forex Software Ltd.;