KeltnOscillCCI_XauUsd1H_V0001 by Freesby
8957 downloads / 2962 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 | - Winner |
| Opposite direction signal | - Nothing |
| 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
Keltner Channel Crossover
Fast Channel Low is higher than Slow Channel Low
| Base price | - Open |
| Fast Channel MA method | - Exponential |
| Slow Channel MA method | - Weighted |
| Fast MA period | - 275 |
| Slow MA period | - 186 |
| Fast ATR period | - 147 |
| Slow ATR period | - 172 |
| Fast ATR multiplier | - 0.4 |
| Slow ATR multiplier | - 7.8 |
| Use previous bar value | - False |
Opening Logic Condition
Oscillator of CCI
Oscillator changes its direction upward
| Smoothing method | - Simple |
| Base price | - Typical |
| First CCI period | - 59 |
| Second CCI period | - 177 |
| Use previous bar value | - True |
Opening Logic Condition
Money Flow
Money Flow rises
| Use previous bar value | - True |
Closing Point of the Position
Previous High Low
Exit long at the previous low
| Base price | - High & Low |
| Vertical shift | - 1995 |
| Use previous bar value | - True |
| Account Stats | |
| Acceptance criteria | |
| Net balance | 21568,14 |
| Intrabar scanning | |
| Ambiguous bars | 381 |
| Profit per day | 6,52 |
| Max consecutive losses | 17 |
| System quality number | 3,07 |
| Sharpe ratio | 0,05 |
| Average HPR | 0,07 |
| Profit factor | 1,17 |
| Tested bars | 49723 |
| Minimum balance | 2000,00 |
| Maximum balance | 22053,58 |
| Max balance drawdown | 1717,18 |
| Max equity drawdown | 32,66 % |
| Max stagnation | 455 |
| Average profit | 214,59 |
| Average loss | -89,37 |
| Executed orders | 8996 |
| Win/loss ratio | 0,33 |
| Time in position | 73% |
| Market Stats | |
| Symbol | XAUUSD |
| Period | H1 |
| Count of bars | 50000 |
| Time of updating | 2018-02-05 00:00 |
| Time of beginning | 2009-11-04 16:00 |
| Minimum price | 1044.703 |
| Maximum price | 1920.662 |
| Average Gap | 66 points |
| Maximum Gap | 15412 points |
| Average High-Low | 3618 points |
| Maximum High-Low | 66139 points |
| Average Close-Open | 1742 points |
| Maximum Close-Open | 46911 points |
| Maximum days off | 3 |
| Input Stats | |
| Profile name | Default profile |
| Data source name | SQ_Tich_Downl |
| Strategy name | Strategy (1) |
| Chart | XAUUSD H1 |
| Data bars | 50000 |
| Time of updating | 2018-02-05 00:00 |
| Time of beginning | 2009-11-04 16:00 |
| Spread | 4,02 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.;