macddiv_Dax30_H1 by tho.schu

1567 downloads / 1156 views / Created: 01.12.2015 / Updated: 22.12.2017
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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
This is the current status from 22.12.2017. The first publication was on 1.12.2015. The strategy has remained unchanged since then and should be understood as an approach.

Merry Christmas 2017 and a Happy New 2018!

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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 - None
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 balance245609,15
Intrabar scanning
Ambiguous bars0
Profit per day104,48
Max consecutive losses6
System quality number2,76
Sharpe ratio0,20
Average HPR1,06
Profit factor1,80
Tested bars21893
Minimum balance9999,30
Maximum balance266365,13
Max balance drawdown39523,33
Max equity drawdown35,91 %
Max stagnation531
Average profit6427,46
Average loss-3271,21
Executed orders698
Win/loss ratio0,48
Time in position19%
Market Stats
SymbolDE30
ZeitH1
Barzahl22055
Zeitpunkt der Aktualisierung2017-05-26 11:00
Zeitpunkt des Beginns2011-03-08 14:00
Mindestpreis4964.3
Höchstpreis12842.3
Durchschnittlicher Gap24 Punkte
Maximaler Gap10220 Punkte
Durchschnittlich High-Low366 Punkte
Maximale High-Low4385 Punkte
Durchschnittliche Close-Open177 Punkte
Maximale Close-Open3166 Punkte
Maximale Tage ab5
Input Stats
ProfilnameDefault profile
DatenquellennameFSB Demo data
Strategie Namenmacddiv_Dax30_H1
GrafikDE30 H1
Datenbars22055
Zeitpunkt der Aktualisierung2017-05-26 11:00
Zeitpunkt des Beginns2011-03-08 14:00
Verbreitung0,00 Punkte
Swap lang0,00 Punkte
Swap kurz0,00 Punkte
Kommission0,70 Geld
Slippage0,00 Punkte
InterpolationsmethodePessimistisch
Initial Konto10000 EUR
Leverage200
Konto-WechselkursNicht benutzt
Auto-ScanEingeschaltet
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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