XAUUSD H1 by
12388 downloads / 8099 views / Created: 06.09.2017 / Updated: 06.09.2017 Average Rating: 0
Strategy Description
Table of Contents
Description
Logic
Strategy Properties
Indicator Slots
Statistic Information
Additional Statistics
Description
Exported on 8/27/2016 from Forex Strategy Builder Professional
Top
Logic
Opening (Entry Signal)
Open a new long position or add to an existing position or reduce a short position at the closing price of the previous bar when the following logic condition is satisfied:
Williams' Percent Range* (Simple, 48, 130) rises.
Open a new short position or add to an existing position or reduce a long position at the closing price of the previous bar when the following logic condition is satisfied:
Williams' Percent Range* (Simple, 48, 130) falls.
Closing (Exit Signal)
Close an existing long position at the end of the week when the following logic condition is satisfied:
the Gator Oscillator (Smoothed, Weighted, 20, 168, 80, 19, 16, 156) expands.
Close an existing short position at the end of the week when the following logic condition is satisfied:
the Gator Oscillator (Smoothed, Weighted, 20, 168, 80, 19, 16, 156) expands.
Handling of Additional Entry Signals**
Entry signal in the direction of the present position:
Add to the position no matter if it is at a profit or loss. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:
Reduce the present position. If its amount is lower than or equal to the specified reducing lots, close it.
Trading Size
Always trade a constant number of lots.
Opening of a new position - 0.1 lots.
Adding to a position - 0.1 lots. Do not open more than 20 lots.
Reducing a position - 0.1 lots from the current position.
Protection
The strategy does not provide a permanent loss limitation.
The strategy does not use a Take Profit.
--------------
* Use the indicator value from the previous bar for all asterisk-marked indicators!
** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one.
Top
Strategy Properties
Handling of Additional Entry Signals
Next same direction signal behavior - Adds to the position
Next opposite direction signal behavior - Reduces the position
Trading Size
Maximum number of open lots - 20
Number of entry lots for a new position - 0.1
In case of addition - number of lots to add - 0.1
In case of reduction - number of lots to close - 0.1
Protection
Stop Loss - None
Take Profit - None
Break Even - None
Top
Indicator Slots
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 Reduce
Stop Loss None
Take Profit None
Break Even None
Previous Bar Closing
Enter the market at the previous Bar Closing
Base price Previous Bar Closing
Williams' Percent Range
WPR rises
Smoothing method Simple
Period of %R 48
Smoothing period 130
Level -20
Use previous bar value Yes
Logical group A
Signal shift 0
Signal repeat 0
Indicator symbol Default
Indicator period Default
Week Closing
Exit the market at the end of the week
Base price Close
Gator Oscillator
The Gator Oscillator expands
Smoothing method Smoothed
Base price Weighted
Jaws period 20
Jaws shift 168
Teeth period 80
Teeth shift 19
Lips period 16
Lips shift 156
Use previous bar value No
Logical group a
Signal shift 0
Signal repeat 0
Indicator symbol Default
Indicator period Default
Top
Statistic Information
Input Parameters Account Statistics
Profile name Default profile Acceptance criteria Fulfilled
Data source name FSB Demo data Net balance 155237.02 USD
Strategy name d1 eur Intrabar scanning Not accomplished
Chart XAUUSD H1 Ambiguous bars 0
Data bars 3881 Backtest quality 100.0000 %
Time of updating 2017-09-02 00:00 Profit per day 642.64 USD
Time of beginning 2017-01-06 05:00 Max consecutive losses 146
Spread 30.00 points System quality number 2.39
Swap long -2.00 points Sharpe ratio 0.07
Swap short -2.00 points Average HPR 0.24 %
Commission 0.00 points Profit factor 2.90
Slippage 0.00 points Tested bars 3691
Interpolation method Pessimistic Minimum balance 6281.63 USD
Initial Account 10000 USD Maximum balance 191374.91 USD
Leverage 500 Max balance drawdown 36348.96 USD
Account exchange rate Not used Max equity drawdown 43185.12 USD
Auto scan Switched off Max equity drawdown 61.42 %
Trade until Margin Call Switched on Max stagnation 70 days
Average profit 684.45 USD
Average loss -219.90 USD
Executed orders 3589
Win/loss ratio 0.48
Time in position 100%
Top
Additional Statistics
Parameter Long + Short Long Short
Initial account [USD] 10000.00 10000.00 10000.00
Account balance [USD] 155237.02 138254.40 26982.63
Net profit [USD] 145237.02 128254.40 16982.63
Net profit [%] 1452.37 1282.54 169.83
Gross profit [USD] 221760.52 145637.95 76122.57
Gross loss [USD] -76523.50 -17383.55 -59139.95
Profit factor 2.90 8.38 1.29
Annualized profit [USD] 222737.45 196692.66 26044.79
Annualized profit [%] 2227.37 1966.93 260.45
Minimum account [USD] 6281.63 9931.19 6281.63
Minimum account date 1/24/2017 1/30/2017 1/24/2017
Maximum account 191374.91 139258.08 63698.23
Maximum account date 8/3/2017 7/28/2017 5/9/2017
Absolute drawdown [USD] 3718.37 68.81 3718.37
Maximum drawdown [USD] 36348.96 10086.49 36715.60
Maximum drawdown [%] 61.42 8.14 57.64
Maximum drawdown date 1/6/2017 7/5/2017 9/1/2017
History bars 3881 3881 3881
Tested bars 3691 3691 3691
Bars with trades 1301 690 611
Bars with trades [%] 35.25 18.69 16.55
Number of trades 1344 711 633
Winning trades 648 493 155
Losing trades 696 218 478
Win/loss ratio 0.48 0.69 0.24
Maximum profit [USD] 41097.98 41097.98 21939.10
Average profit [USD] 342.22 295.41 491.11
Maximum loss [USD] -4005.01 -1035.60 -4005.01
Average loss [USD] -109.95 -79.74 -123.72
Expected payoff [USD] 108.06 180.39 26.83
Average HPR [%] 0.24 0.40 0.29
Geometric HPR [%] 0.20 0.37 0.16
Sharpe ratio 0.07 0.13 0.04
Description
Logic
Strategy Properties
Indicator Slots
Statistic Information
Additional Statistics
Description
Exported on 8/27/2016 from Forex Strategy Builder Professional
Top
Logic
Opening (Entry Signal)
Open a new long position or add to an existing position or reduce a short position at the closing price of the previous bar when the following logic condition is satisfied:
Williams' Percent Range* (Simple, 48, 130) rises.
Open a new short position or add to an existing position or reduce a long position at the closing price of the previous bar when the following logic condition is satisfied:
Williams' Percent Range* (Simple, 48, 130) falls.
Closing (Exit Signal)
Close an existing long position at the end of the week when the following logic condition is satisfied:
the Gator Oscillator (Smoothed, Weighted, 20, 168, 80, 19, 16, 156) expands.
Close an existing short position at the end of the week when the following logic condition is satisfied:
the Gator Oscillator (Smoothed, Weighted, 20, 168, 80, 19, 16, 156) expands.
Handling of Additional Entry Signals**
Entry signal in the direction of the present position:
Add to the position no matter if it is at a profit or loss. Do not exceed the maximum allowed number of lots to open.
Entry signal in the opposite direction:
Reduce the present position. If its amount is lower than or equal to the specified reducing lots, close it.
Trading Size
Always trade a constant number of lots.
Opening of a new position - 0.1 lots.
Adding to a position - 0.1 lots. Do not open more than 20 lots.
Reducing a position - 0.1 lots from the current position.
Protection
The strategy does not provide a permanent loss limitation.
The strategy does not use a Take Profit.
--------------
* Use the indicator value from the previous bar for all asterisk-marked indicators!
** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one.
Top
Strategy Properties
Handling of Additional Entry Signals
Next same direction signal behavior - Adds to the position
Next opposite direction signal behavior - Reduces the position
Trading Size
Maximum number of open lots - 20
Number of entry lots for a new position - 0.1
In case of addition - number of lots to add - 0.1
In case of reduction - number of lots to close - 0.1
Protection
Stop Loss - None
Take Profit - None
Break Even - None
Top
Indicator Slots
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 Reduce
Stop Loss None
Take Profit None
Break Even None
Previous Bar Closing
Enter the market at the previous Bar Closing
Base price Previous Bar Closing
Williams' Percent Range
WPR rises
Smoothing method Simple
Period of %R 48
Smoothing period 130
Level -20
Use previous bar value Yes
Logical group A
Signal shift 0
Signal repeat 0
Indicator symbol Default
Indicator period Default
Week Closing
Exit the market at the end of the week
Base price Close
Gator Oscillator
The Gator Oscillator expands
Smoothing method Smoothed
Base price Weighted
Jaws period 20
Jaws shift 168
Teeth period 80
Teeth shift 19
Lips period 16
Lips shift 156
Use previous bar value No
Logical group a
Signal shift 0
Signal repeat 0
Indicator symbol Default
Indicator period Default
Top
Statistic Information
Input Parameters Account Statistics
Profile name Default profile Acceptance criteria Fulfilled
Data source name FSB Demo data Net balance 155237.02 USD
Strategy name d1 eur Intrabar scanning Not accomplished
Chart XAUUSD H1 Ambiguous bars 0
Data bars 3881 Backtest quality 100.0000 %
Time of updating 2017-09-02 00:00 Profit per day 642.64 USD
Time of beginning 2017-01-06 05:00 Max consecutive losses 146
Spread 30.00 points System quality number 2.39
Swap long -2.00 points Sharpe ratio 0.07
Swap short -2.00 points Average HPR 0.24 %
Commission 0.00 points Profit factor 2.90
Slippage 0.00 points Tested bars 3691
Interpolation method Pessimistic Minimum balance 6281.63 USD
Initial Account 10000 USD Maximum balance 191374.91 USD
Leverage 500 Max balance drawdown 36348.96 USD
Account exchange rate Not used Max equity drawdown 43185.12 USD
Auto scan Switched off Max equity drawdown 61.42 %
Trade until Margin Call Switched on Max stagnation 70 days
Average profit 684.45 USD
Average loss -219.90 USD
Executed orders 3589
Win/loss ratio 0.48
Time in position 100%
Top
Additional Statistics
Parameter Long + Short Long Short
Initial account [USD] 10000.00 10000.00 10000.00
Account balance [USD] 155237.02 138254.40 26982.63
Net profit [USD] 145237.02 128254.40 16982.63
Net profit [%] 1452.37 1282.54 169.83
Gross profit [USD] 221760.52 145637.95 76122.57
Gross loss [USD] -76523.50 -17383.55 -59139.95
Profit factor 2.90 8.38 1.29
Annualized profit [USD] 222737.45 196692.66 26044.79
Annualized profit [%] 2227.37 1966.93 260.45
Minimum account [USD] 6281.63 9931.19 6281.63
Minimum account date 1/24/2017 1/30/2017 1/24/2017
Maximum account 191374.91 139258.08 63698.23
Maximum account date 8/3/2017 7/28/2017 5/9/2017
Absolute drawdown [USD] 3718.37 68.81 3718.37
Maximum drawdown [USD] 36348.96 10086.49 36715.60
Maximum drawdown [%] 61.42 8.14 57.64
Maximum drawdown date 1/6/2017 7/5/2017 9/1/2017
History bars 3881 3881 3881
Tested bars 3691 3691 3691
Bars with trades 1301 690 611
Bars with trades [%] 35.25 18.69 16.55
Number of trades 1344 711 633
Winning trades 648 493 155
Losing trades 696 218 478
Win/loss ratio 0.48 0.69 0.24
Maximum profit [USD] 41097.98 41097.98 21939.10
Average profit [USD] 342.22 295.41 491.11
Maximum loss [USD] -4005.01 -1035.60 -4005.01
Average loss [USD] -109.95 -79.74 -123.72
Expected payoff [USD] 108.06 180.39 26.83
Average HPR [%] 0.24 0.40 0.29
Geometric HPR [%] 0.20 0.37 0.16
Sharpe ratio 0.07 0.13 0.04
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 | - Reduce |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Previous Bar Closing
Enter the market at the previous Bar Closing
| Base price | - Previous Bar Closing |
Opening Logic Condition
Williams' Percent Range
WPR rises
| Smoothing method | - Weighted |
| Period of %R | - 133 |
| Smoothing period | - 92 |
| Level | - -20 |
| Use previous bar value | - True |
Closing Point of the Position
Week Closing
Exit the market at the end of the week
| Base price | - Close |
Closing Logic Condition
Gator Oscillator
The Gator Oscillator expands
| Smoothing method | - Simple |
| Base price | - Open |
| Jaws period | - 87 |
| Jaws shift | - 174 |
| Teeth period | - 150 |
| Teeth shift | - 162 |
| Lips period | - 8 |
| Lips shift | - 21 |
| Use previous bar value | - False |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 253917.93 |
| Intrabar scanning | |
| Ambiguous bars | 0 |
| Backtest quality | 100.0000 % |
| Profit per day | 1150.56 |
| Max consecutive losses | 98 |
| System quality number | 2.86 |
| Sharpe ratio | 0.06 |
| Average HPR | 0.39 |
| Profit factor | 8.07 |
| Tested bars | 3452 |
| Minimum balance | 9120.68 |
| Maximum balance | 272567.35 |
| Max balance drawdown | 18649.42 |
| Max equity drawdown | 64.53 % |
| Max stagnation | 35 |
| Average profit | 822.54 |
| Average loss | -164.34 |
| Executed orders | 3360 |
| Win/loss ratio | 0.62 |
| Time in position | 100% |
| Market Stats | |
| Symbol | XAUUSD |
| Period | H1 |
| Count of bars | 3766 |
| Time of updating | 2017-08-26 00:00 |
| Time of beginning | 2017-01-06 05:00 |
| Minimum price | 1170.92 |
| Maximum price | 1300.82 |
| Average Gap | 4920 points |
| Maximum Gap | 694000 points |
| Average High-Low | 238260 points |
| Maximum High-Low | 1934000 points |
| Average Close-Open | 113495 points |
| Maximum Close-Open | 1519000 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | FSB Demo data |
| Strategy name | d1 eur |
| Chart | XAUUSD H1 |
| Data bars | 3766 |
| Time of updating | 2017-08-26 00:00 |
| Time of beginning | 2017-01-06 05:00 |
| Spread | 30.00 points |
| Swap long | -2.00 points |
| Swap short | -2.00 points |
| Commission | 0.00 points |
| Slippage | 0.00 points |
| Interpolation method | Pessimistic |
| Initial Account | 10000 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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Copyright © 2006 - 2024, Forex Software Ltd.;