10832 downloads / 4231 views
/ Created: 12.02.2016 / Updated: 12.02.2016
Strategy Description
Comments
what is special about this?
monte carlo and multi markets both do not give enthusiastic results
Thanks for sharing, really appreciate it
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 | - Close |
| Permanent Stop Loss | - 1200 |
| Permanent Take Profit | - 2400 |
| Break Even | - None |
Opening Point of the Position
Fractal
Enter long at Up Fractal
| Visibility | - Visible |
| Vertical shift | - -510 |
Opening Logic Condition
Price Oscillator
Price Oscillator changes its direction downward
| Smoothing method | - Exponential |
| Base price | - Median |
| Period | - 97 |
| Additional smoothing | - 132 |
| Level | - 0.0000 |
| Use previous bar value | - True |
Opening Logic Condition
Bears Power
Bears Power falls
| Smoothing method | - Simple |
| Smoothing period | - 37 |
| Level | - 0.0000 |
| Use previous bar value | - True |
Closing Point of the Position
Envelopes
Exit long at Lower Band
| Smoothing method | - Weighted |
| Base price | - Typical |
| MA period | - 150 |
| Deviation % | - 19.79 |
| Use previous bar value | - True |
| Account Stats |
| Acceptance criteria | |
| Net balance | 1326.86 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Profit per day | 0.28 |
| Max consecutive losses | 3 |
| System quality number | 2.03 |
| Sharpe ratio | 0.23 |
| Average HPR | 0.33 |
| Profit factor | 1.79 |
| Tested bars | 19769 |
| Minimum balance | 999.96 |
| Maximum balance | 1353.27 |
| Max balance drawdown | 69.83 |
| Max equity drawdown | 7.62 % |
| Max stagnation | 290 |
| Average profit | 27.34 |
| Average loss | -24.19 |
| Executed orders | 202 |
| Win/loss ratio | 0.61 |
| Time in position | 47% |
| Market Stats |
| Symbol | EURUSD |
| Period | H1 |
| Count of bars | 20000 |
| Time of updating | 2016-01-04 12:00 |
| Time of beginning | 2012-10-12 08:00 |
| Minimum price | 1.04624 |
| Maximum price | 1.39933 |
| Average Gap | 2 points |
| Maximum Gap | 1691 points |
| Average High-Low | 172 points |
| Maximum High-Low | 2462 points |
| Average Close-Open | 84 points |
| Maximum Close-Open | 1639 points |
| Maximum days off | 3 |
| Input Stats |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | Letter_EURUSD_H1-1 |
| Chart | EURUSD H1 |
| Data bars | 20000 |
| Time of updating | 2016-01-04 12:00 |
| Time of beginning | 2012-10-12 08:00 |
| 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.
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