RecSwinMaoscMacD_Dax_1H_V0001 by Freesby
6515 downloads / 2135 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 | - Add |
| Opposite direction signal | - Nothing |
| Permanent Stop Loss | - None |
| Permanent Take Profit | - None |
| Break Even | - None |
Opening Point of the Position
Recent Swing High Low
Enter long at the most recent swing high
| Base price | - High and Low |
| Vertical shift | - 78 |
Opening Logic Condition
MA Oscillator
MA Oscillator rises
| Smoothing method | - Simple |
| Base price | - Close |
| Fast MA period | - 50 |
| Slow MA period | - 100 |
| Level | - 0.0000 |
| Use previous bar value | - True |
Opening Logic Condition
MACD Convergence Divergence
Divergence
| MACD smoothing method | - Exponential |
| Base price | - Open |
| Slow MA period | - 111 |
| Fast MA period | - 43 |
| Signal line period | - 167 |
| Reference MA period | - 9 |
| Use previous bar value | - False |
Closing Point of the Position
Keltner Channel
Exit long at Upper Band
| Smoothing method | - Smoothed |
| Base price | - Close |
| MA period | - 19 |
| ATR period | - 41 |
| ATR multiplier | - 4 |
| Use previous bar value | - True |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 14169,00 |
| Intrabar scanning | |
| Ambiguous bars | 11 |
| Profit per day | 5,53 |
| Max consecutive losses | 3 |
| System quality number | 3,42 |
| Sharpe ratio | 0,14 |
| Average HPR | 0,52 |
| Profit factor | 1,74 |
| Tested bars | 48794 |
| Minimum balance | 1543,52 |
| Maximum balance | 14178,30 |
| Max balance drawdown | 1610,88 |
| Max equity drawdown | 52,27 % |
| Max stagnation | 629 |
| Average profit | 176,77 |
| Average loss | -270,73 |
| Executed orders | 1112 |
| Win/loss ratio | 0,73 |
| Time in position | 55% |
| Market Stats | |
| Symbol | DEUIDXEUR |
| Period | M30 |
| Count of bars | 48974 |
| Time of updating | 2018-02-02 21:00 |
| Time of beginning | 2011-09-18 21:30 |
| Minimum price | 4973.92 |
| Maximum price | 13599.98 |
| Average Gap | 11 points |
| Maximum Gap | 10141 points |
| Average High-Low | 214 points |
| Maximum High-Low | 4380 points |
| Average Close-Open | 106 points |
| Maximum Close-Open | 2391 points |
| Maximum days off | 97 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | SQ_Tich_Downl |
| Strategy name | Strategy (1) |
| Chart | DEUIDXEUR M30 |
| Data bars | 48974 |
| Time of updating | 2018-02-02 21:00 |
| Time of beginning | 2011-09-18 21:30 |
| 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.;