XAUUSD H1 by vishal1221

354 downloads / 762 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

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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.

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* 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.

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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

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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

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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%

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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

Hi ,,
Please let me know who download this and test report..
if need to fix any thing i will do that
w45
Hello!
Dear, I can not load Gator Oscillator in Forex Strategy Builder Pro.
In a repository it is not present.
Help please.
Thanks.
Download Strategy

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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 - 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 balance253917.93
Intrabar scanning
Ambiguous bars0
Backtest quality100.0000 %
Profit per day1150.56
Max consecutive losses98
System quality number2.86
Sharpe ratio0.06
Average HPR0.39
Profit factor8.07
Tested bars3452
Minimum balance9120.68
Maximum balance272567.35
Max balance drawdown18649.42
Max equity drawdown64.53 %
Max stagnation35
Average profit822.54
Average loss-164.34
Executed orders3360
Win/loss ratio0.62
Time in position100%
Market Stats
SymbolXAUUSD
PeriodH1
Count of bars3766
Time of updating2017-08-26 00:00
Time of beginning2017-01-06 05:00
Minimum price1170.92
Maximum price1300.82
Average Gap4920 points
Maximum Gap694000 points
Average High-Low238260 points
Maximum High-Low1934000 points
Average Close-Open113495 points
Maximum Close-Open1519000 points
Maximum days off3
Input Stats
Profile nameDefault profile
Data source nameFSB Demo data
Strategy named1 eur
ChartXAUUSD H1
Data bars3766
Time of updating2017-08-26 00:00
Time of beginning2017-01-06 05:00
Spread30.00 points
Swap long-2.00 points
Swap short-2.00 points
Commission0.00 points
Slippage0.00 points
Interpolation methodPessimistic
Initial Account10000 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.
Copyright © 2006 - 2017, Miroslav Popov; Created by Yavor Kirov