PF7.4_0891PC_HHL_T032

Logic

Opening (Entry Signal)

Open a new long position or add to a winning one 112 pips above the hourly low (00:00 – 09:49).

Open a new short position or add to a winning one 112 pips below the hourly high (00:00 – 09:49).

Closing (Exit Signal)

Close an existing long position at the end of the day.

Close an existing short position at the end of the day.

Handling of Additional Entry Signals**

Entry signal in the direction of the present position:

Add to a wining position but not to a losing one. If the position is at a loss, cancel the additional entry order. Do not exceed the maximum allowed number of lots to open. 

Entry signal in the opposite direction:

No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction. 

Trading Size

Always trade a constant number of lots.

Opening of a new position – 1 lot. 

Adding to a winning position – 1 lot. Do not open more than 20 lots. 

Permanent Protection

The strategy does not provide a permanent loss limitation.

————–
* Use the indicator value from the previous bar for all asterisk-marked indicators!
** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one. 


Environment

Market

Symbol

EURUSD

Time frame

1 Minute

Account

Initial account

– 10000,00 USD

Lot size

– 10000

Leverage

– 1/100

Required margin

– 100,00 USD* for each open lot

Charges

Spread

– 2 pips

(2,00 USD*)

Swap number for a long position rollover

– 1 pips

(1,00 USD*)

Swap number for a short position rollover

– -1 pips

(1,00 USD*)

Commission per lot at opening and closing

– 0 pips

(0,00 USD*)

Slippage

– 0 pips

(0,00 USD*)

————–
* This value may vary! 


Strategy Properties

Handling of Additional Entry Signals

Next same direction signal behavior – Adds to a winning position
Next opposite direction signal behavior – Does nothing 

Trading Size

Maximum number of open lots

– 20

Number of entry lots for a new position

– 1

In case of addition – number of lots to add

– 1

In case of reduction – number of lots to close

– 1

Permanent Protection

Permanent Stop Loss – None


Indicator Slots

The slots show the logic for the long positions only. 

Strategy Properties 

Same direction signal

– Winner

Opposite direction signal

– Nothing

Permanent Stop Loss

– None

Opening Point of the Position 

Hourly High Low 

Enter long at the hourly low 

Base price

– High and Low

Start hour (incl.)

– 0

Start min (incl.)

– 0

End hour (excl.)

– 9

End min( excl.)

– 49

Vertical shift

– -112

Closing Point of the Position 

Day Closing 

Exit the market at the end of the day 

Base price

– Close


Statistic Information

Market

Account

Symbol

EURUSD

Intrabar scanning

Not accomplished

Period

1 Minute

Interpolation method

Pessimistic scenario

Number of bars

50000

Ambiguous bars

0

Date of updating

16/04/09

Tested bars

49998

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

21961,32 USD

Time of beginning

05:15

Minimum account

9595,10 USD

Minimum price

1,2456

Maximum account

22701,21 USD

Maximum price

1,37377

Maximum drawdown

739,90 USD

Average Gap

0 pips

Gross profit

13830,51 USD

Maximum Gap

81 pips

Gross loss

-1869,20 USD

Average High-Low

4 pips

Sent orders

99758

Maximum High-Low

237 pips

Executed orders

154

Average Close-Open

2 pips

Traded lots

239

Maximum Close-Open

236 pips

Winning trades

14

Maximum days off

3

Losing trades

18

Maximum data bars

50000

Win/loss ratio

0,44

No data older than

No limits

Time in position

61 %

No data newer than

No limits

Charged spread

244,00 USD

Fill In Data Gaps

Switched off

Charged rollover

0,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

 

 

Charged slippage

0,00 USD

 

 

Total charges

244,00 USD

 

 

Balance without charges

22205,32 USD

 

 

Account exchange rate

Not used


Additional Statistics

Parameter

Long + Short

Long

Short

Initial account

10000,00 USD

10000,00 USD

10000,00 USD

Account balance

21961,32 USD

21584,31 USD

10377,00 USD

Net profit

11961,32 USD

11584,31 USD

377,00 USD

Net profit %

119,61%

115,84%

3,77%

Gross profit

13830,51 USD

12096,01 USD

1734,50 USD

Gross loss

-1869,20 USD

-511,70 USD

-1357,50 USD

Profit factor

7,40

23,64

1,28

Annualized profit

89099,60 USD

86291,31 USD

2808,29 USD

Annualized profit %

891,00%

862,91%

28,08%

Minimum account

9595,10 USD

9820,40 USD

9625,40 USD

Minimum account date

10/03/2009

03/03/2009

12/03/2009

Maximum account

22701,21 USD

21584,31 USD

11288,40 USD

Maximum account date

14/04/2009

13/04/2009

27/03/2009

Absolute drawdown

404,90 USD

179,60 USD

374,60 USD

Maximum drawdown

739,90 USD

210,90 USD

911,40 USD

Maximum drawdown %

3,26%

1,02%

8,07%

Maximum drawdown date

15/04/2009

09/04/2009

15/04/2009

Historical bars

50000

50000

50000

Tested bars

49998

49998

49998

Bars with trades

30705

14954

15751

Bars with trades %

61,41%

29,91%

31,50%

Number of trades

32

16

16

Winning trades

14

9

5

Losing trades

18

7

11

Win/loss ratio

0,78

1,29

0,45

Maximum profit

7689,01 USD

7689,01 USD

1482,00 USD

Average profit

987,89 USD

1344,00 USD

346,90 USD

Maximum loss

-739,90 USD

-116,70 USD

-739,90 USD

Average loss

-103,84 USD

-73,10 USD

-123,41 USD

Expected payoff

373,79 USD

724,02 USD

23,56 USD

Average holding period returns

3,12%

6,04%

0,32%

Geometric holding period returns

2,49%

4,93%

0,23%

Sharpe Ratio

0,23

0,33

0,07

 


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