Curtain_EURUSD_D1+2 by cryptocurrency
6681 downloads / 3454 views / Created: 12.02.2016 / Updated: 12.02.2016 Average Rating: 5
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 | - 1000 |
| Permanent Take Profit | - 2000 |
| Break Even | - None |
Opening Point of the Position
Previous High Low
Enter long at the previous high
| Base price | - High & Low |
| Vertical shift | - -489 |
| Use previous bar value | - True |
Opening Logic Condition
Oscillator of OBOS
Oscillator falls
| First OBOS period | - 179 |
| Second OBOS period | - 142 |
| Use previous bar value | - True |
Opening Logic Condition
Previous Bar Closing
The bar opens below the previous Bar Closing
| Base price | - Previous Bar Closing |
Closing Point of the Position
Parabolic SAR
Exit the market at PSAR
| Starting AF | - 4.76 |
| Increment | - 4.09 |
| Maximum AF | - 5.44 |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 1350.96 |
| Intrabar scanning | |
| Ambiguous bars | 19 |
| Profit per day | 0.11 |
| Max consecutive losses | 13 |
| System quality number | 1.55 |
| Sharpe ratio | 0.10 |
| Average HPR | 0.12 |
| Profit factor | 1.31 |
| Tested bars | 2635 |
| Minimum balance | 975.87 |
| Maximum balance | 1385.35 |
| Max balance drawdown | 114.34 |
| Max equity drawdown | 8.66 % |
| Max stagnation | 1207 |
| Average profit | 37.01 |
| Average loss | -12.08 |
| Executed orders | 594 |
| Win/loss ratio | 0.30 |
| Time in position | 28% |
| Market Stats | |
| Symbol | EURUSD |
| Period | D1 |
| Count of bars | 2819 |
| Time of updating | 2016-01-05 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| Minimum price | 1.04624 |
| Maximum price | 1.60389 |
| Average Gap | 31 points |
| Maximum Gap | 1691 points |
| Average High-Low | 1108 points |
| Maximum High-Low | 5485 points |
| Average Close-Open | 558 points |
| Maximum Close-Open | 4554 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | Curtain_EURUSD_D1+2 |
| Chart | EURUSD D1 |
| Data bars | 2819 |
| Time of updating | 2016-01-05 00:00 |
| Time of beginning | 2007-01-01 00:00 |
| 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.
Copyright © 2006 - 2024, Forex Software Ltd.;
Copyright © 2006 - 2024, Forex Software Ltd.;