EURUSD M60 Humpty Dumpty by h.neurath

1209 downloads / 865 views / Created: 28.09.2015 / Updated: 28.09.2015
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Strategy Description


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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 - 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 balance4756,73
Intrabar scanning
Ambiguous bars1
Profit per day2,25
Max consecutive losses5
System quality number2,82
Sharpe ratio0,17
Average HPR0,57
Profit factor1,44
Tested bars28433
Minimum balance758,35
Maximum balance5575,92
Max balance drawdown873,67
Max equity drawdown32,90 %
Max stagnation263
Average profit110,06
Average loss-211,62
Executed orders719
Win/loss ratio0,73
Time in position38%
Market Stats
SymbolEURUSD
PeriodH1
Count of bars28516
Time of updating2015-09-25 23:00
Time of beginning2011-02-25 08:00
Minimum price1.04617
Maximum price1.494
Average Gap3 points
Maximum Gap1669 points
Average High-Low202 points
Maximum High-Low2150 points
Average Close-Open97 points
Maximum Close-Open2119 points
Maximum days off2
Input Stats
Profile nameVarengold
Data source nameVarengold Real
Strategy nameEURUSD M60_1 Stoch-Ich-ACC...
ChartEURUSD H1
Data bars28516
Time of updating2015-09-25 23:00
Time of beginning2011-02-25 08:00
Spread28,00 points
Swap long-2,14 points
Swap short-0,60 points
Commission0,00 points
Slippage0,00 points
Interpolation methodPessimistic
Initial Account1000 EUR
Leverage100
Account exchange rateDeal price
Auto scanSwitched on
Trade until Margin CallSwitched 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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