macddiv_Dax30_H1 by tho.schu

1448 downloads / 859 views / Created: 01.12.2015 / Updated: 01.12.2015
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Strategy Description

MACD opens in combination of MACD divergence and convergence CCI.
MACD closes. The instrument is the Dax 30, H1. The lot size is 2 Percent. TP and SL corresponding to 10 percent of the declared value

Merry Christmas 2015 and a Happy New 2016!

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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 - 1000
Permanent Take Profit - 4980
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
MACD Convergence Divergence
Divergence
MACD smoothing method - Weighted
Base price - Open
Slow MA period - 26
Fast MA period - 12
Signal line period - 9
Reference MA period - 119
Use previous bar value - False
Opening Logic Condition
MACD
MACD line crosses the Signal line upward
Smoothing method - Exponential
Base price - Median
Signal line method - Exponential
Slow MA period - 26
Fast MA period - 12
Signal line period - 9
Use previous bar value - True
Opening Logic Condition
CCI Convergence Divergence
Convergence
CCI smoothing method - Simple
Base price - Typical
CCI Smoothing period - 14
CCI Multiplier - 0.825
Reference MA period - 14
Use previous bar value - True
Closing Point of the Position
Bar Closing
Exit the market at the end of the bar
Base price - Close
Closing Logic Condition
MACD
MACD line crosses the Signal line downward
Smoothing method - Exponential
Base price - Close
Signal line method - Simple
Slow MA period - 26
Fast MA period - 12
Signal line period - 9
Use previous bar value - False
Account Stats
Acceptance criteria
Net balance48134,68
Intrabar scanning
Ambiguous bars0
Profit per day46,62
Max consecutive losses5
System quality number2,74
Sharpe ratio0,29
Average HPR1,45
Profit factor2,81
Tested bars7918
Minimum balance9962,50
Maximum balance51009,43
Max balance drawdown3387,48
Max equity drawdown19,77 %
Max stagnation228
Average profit2005,67
Average loss-712,97
Executed orders238
Win/loss ratio0,50
Time in position18%
Market Stats
SymbolDE30
ZeitH1
Barzahl8080
Zeitpunkt der Aktualisierung2015-11-30 12:00
Zeitpunkt des Beginns2013-08-16 21:00
Mindestpreis8087.4
Höchstpreis12428.5
Durchschnittlicher Gap22 Punkte
Maximaler Gap6090 Punkte
Durchschnittlich High-Low397 Punkte
Maximale High-Low3671 Punkte
Durchschnittliche Close-Open191 Punkte
Maximale Close-Open2310 Punkte
Maximale Tage ab5
Input Stats
ProfilnameDefault profile
DatenquellennameFSB Demo data
Strategie Namenmacddiv_Dax30_H1
GrafikDE30 H1
Datenbars8080
Zeitpunkt der Aktualisierung2015-11-30 12:00
Zeitpunkt des Beginns2013-08-16 21:00
Verbreitung30,00 Punkte
Swap lang0,00 Punkte
Swap kurz0,00 Punkte
Kommission0,00 Prozente
Slippage0,00 Punkte
InterpolationsmethodePessimistisch
Initial Konto10000 EUR
Leverage200
Konto-WechselkursNicht benutzt
Auto-ScanAusgeschaltet
Handel bis Margin CallEingeschaltet
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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