MoviCoralRsi_Dax1H_V0001 by Freesby
7943 downloads / 2852 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
Moving Average
Enter the market at Moving Average
Smoothing method | - Smoothed |
Base price | - Typical |
Period | - 105 |
Shift | - 76 |
Use previous bar value | - True |
Opening Logic Condition
CoralTrend v1
The Moving Average falls
Period | - 42 |
Use previous bar value | - True |
Opening Logic Condition
RSI Convergence Divergence
Convergence
RSI smoothing method | - Exponential |
Base price | - Typical |
RSI Smoothing period | - 158 |
Reference MA period | - 4 |
Use previous bar value | - True |
Opening Logic Condition
ATR MA Oscillator
ATR MA Oscillator changes its direction downward
Smoothing method | - Smoothed |
Signal line method | - Simple |
ATR period | - 43 |
Signal line period | - 65 |
Use previous bar value | - True |
Closing Point of the Position
Keltner v2
Exit long at Upper Band
Smoothing method | - Weighted |
Base price | - Weighted |
MA period | - 216 |
ATR period | - 167 |
ATR multiplier | - 4.2 |
Use previous bar value | - True |
Account Stats | |
Acceptance criteria | |
Net balance | 9258,14 |
Intrabar scanning | |
Ambiguous bars | 0 |
Profit per day | 3,32 |
Max consecutive losses | 2 |
System quality number | 2,99 |
Sharpe ratio | 0,42 |
Average HPR | 2,45 |
Profit factor | 2,88 |
Tested bars | 25057 |
Minimum balance | 2000,00 |
Maximum balance | 9559,81 |
Max balance drawdown | 1278,88 |
Max equity drawdown | 34,85 % |
Max stagnation | 199 |
Average profit | 390,08 |
Average loss | -701,65 |
Executed orders | 137 |
Win/loss ratio | 0,84 |
Time in position | 27% |
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 (1) |
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.;