KeltnOscillCCI_XauUsd1H_V0001 by Freesby
8390 downloads / 2719 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.;