Letter_EURUSD_H1-1 by cryptocurrency

9436 downloads / 3971 views / Created: 12.02.2016 / Updated: 12.02.2016
 Average Rating: 5

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
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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 - 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 balance1326.86
Intrabar scanning
Ambiguous bars0
Profit per day0.28
Max consecutive losses3
System quality number2.03
Sharpe ratio0.23
Average HPR0.33
Profit factor1.79
Tested bars19769
Minimum balance999.96
Maximum balance1353.27
Max balance drawdown69.83
Max equity drawdown7.62 %
Max stagnation290
Average profit27.34
Average loss-24.19
Executed orders202
Win/loss ratio0.61
Time in position47%
Market Stats
SymbolEURUSD
PeriodH1
Count of bars20000
Time of updating2016-01-04 12:00
Time of beginning2012-10-12 08:00
Minimum price1.04624
Maximum price1.39933
Average Gap2 points
Maximum Gap1691 points
Average High-Low172 points
Maximum High-Low2462 points
Average Close-Open84 points
Maximum Close-Open1639 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy nameLetter_EURUSD_H1-1
ChartEURUSD H1
Data bars20000
Time of updating2016-01-04 12:00
Time of beginning2012-10-12 08:00
Spread20.00 points
Swap long-4.55 points
Swap short-2.21 points
Commission0.00 points
Slippage0.00 points
Interpolation methodPessimistic
Initial Account1000 USD
Leverage500
Account exchange rateNot used
Auto scanSwitched off
Trade until Margin CallSwitched 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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