14556 downloads / 6836 views
/ Created: 02.01.2016 / Updated: 02.01.2016
Strategy Description
Automatically generated on 8/20/2014 1:44 PM.
Comments
I still haven't figure out how to import 10 years of historical data into FSB. If you know, then send me a message.
Please see this post http://forexsb.com/forum/post/29648/#p29648
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 | - Nothing |
| Opposite direction signal | - Reduce |
| Permanent Stop Loss | - 800 |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Moving Average
Enter the market at Moving Average
| Smoothing method | - Weighted |
| Base price | - Open |
| Period | - 10 |
| Shift | - 133 |
| Use previous bar value | - False |
Opening Logic Condition
Oscillator of ROC
Oscillator is lower than the zero line
| Smoothing method | - Smoothed |
| Base price | - Close |
| First ROC period | - 40 |
| Second ROC period | - 41 |
| Use previous bar value | - True |
Opening Logic Condition
Money Flow
Money Flow changes its direction upward
| Use previous bar value | - True |
Closing Point of the Position
Stop Limit
Exit at Stop Loss or at Take Profit
| Stop Loss | - 3002 |
| Take Profit | - 255 |
| Account Stats |
| Acceptance criteria | |
| Net balance | 1161.99 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 7.36 |
| Max consecutive losses | 6 |
| System quality number | 1.69 |
| Sharpe ratio | 0.20 |
| Average HPR | 0.22 |
| Profit factor | 1.79 |
| Tested bars | 19856 |
| Minimum balance | 984.90 |
| Maximum balance | 1170.19 |
| Max balance drawdown | 46.70 |
| Max equity drawdown | 10.49 % |
| Max stagnation | 8 |
| Average profit | 23.65 |
| Average loss | -10.49 |
| Executed orders | 143 |
| Win/loss ratio | 0.44 |
| Time in position | 52% |
| Market Stats |
| Symbol | EURUSD |
| Period | M1 |
| Count of bars | 20000 |
| Time of updating | 2015-12-31 22:00 |
| Time of beginning | 2015-12-10 01:28 |
| Minimum price | 1.08026 |
| Maximum price | 1.10596 |
| Average Gap | 0 points |
| Maximum Gap | 191 points |
| Average High-Low | 18 points |
| Maximum High-Low | 609 points |
| Average Close-Open | 10 points |
| Maximum Close-Open | 378 points |
| Maximum days off | 3 |
| Input Stats |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | EURUSD-1MIN-556_28PPD |
| Chart | EURUSD M1 |
| Data bars | 20000 |
| Time of updating | 2015-12-31 22:00 |
| Time of beginning | 2015-12-10 01:28 |
| Spread | 20.00 points |
| Swap long | -4.55 points |
| Swap short | -2.21 points |
| Commission | 0.00 points |
| Slippage | 0.00 points |
| Interpolation method | Pessimistic |
| Initial Account | 1000 USD |
| Leverage | 500 |
| 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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