Donch BAlance Dax 1H_v0001 by Freesby
6495 downloads / 2263 views / Created: 16.02.2018 / Updated: 16.02.2018 Average Rating: 0
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 | - Nothing |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Donchian Channel
Enter long at Upper Band
| Base price | - High & Low |
| Period | - 15 |
| Shift | - 57 |
| Use previous bar value | - True |
Opening Logic Condition
Balance of Power
Balance of Power is higher than the zero line
| Smoothing method | - Weighted |
| Period | - 34 |
| Use previous bar value | - True |
Closing Point of the Position
LSMA_Channel v2
Exit long at the Upper Band
| Base price | - Median |
| RPeriod | - 63 |
| StDevOutside | - 4.94 |
| Use previous bar value | - True |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 26965,37 |
| Intrabar scanning | |
| Ambiguous bars | 2 |
| Profit per day | 11,34 |
| Max consecutive losses | 3 |
| System quality number | 3,81 |
| Sharpe ratio | 0,31 |
| Average HPR | 2,75 |
| Profit factor | 3,20 |
| Tested bars | 25201 |
| Minimum balance | 2000,00 |
| Maximum balance | 26965,37 |
| Max balance drawdown | 2158,73 |
| Max equity drawdown | 79,49 % |
| Max stagnation | 318 |
| Average profit | 967,68 |
| Average loss | -707,66 |
| Executed orders | 215 |
| Win/loss ratio | 0,70 |
| Time in position | 81% |
| Market Stats | |
| Symbol | DEUIDXEUR |
| Period | H1 |
| Count of bars | 25276 |
| Time of updating | 2018-02-02 21:00 |
| Time of beginning | 2011-09-18 21:00 |
| Minimum price | 4973.92 |
| Maximum price | 13599.98 |
| Average Gap | 19 points |
| Maximum Gap | 10141 points |
| Average High-Low | 300 points |
| Maximum High-Low | 4380 points |
| Average Close-Open | 146 points |
| Maximum Close-Open | 3160 points |
| Maximum days off | 97 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | SQ_Tich_Downl |
| Strategy name | Strategy |
| Chart | DEUIDXEUR H1 |
| Data bars | 25276 |
| Time of updating | 2018-02-02 21:00 |
| Time of beginning | 2011-09-18 21:00 |
| Spread | 4,00 points |
| Swap long | -5,00 percents |
| Swap short | -1,00 percents |
| Commission | 0,00 percents |
| Slippage | 0,00 points |
| Interpolation method | Pessimistic |
| Initial Account | 2000 EUR |
| Leverage | 500 |
| Account exchange rate | 1,0000 |
| Auto scan | Switched on |
| 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.;