PF11_0777PC_RN+OBOS_T012

Logic

Opening (Entry Signal)

Open a new long position or add to an existing one 176 pips above the lower round number when the following logic condition is satisfied:

the OBOS MA Oscillator* (Exponential, 117, 103) falls. 

Open a new short position or add to an existing one 176 pips below the higher round number when the following logic condition is satisfied:

the OBOS MA Oscillator* (Exponential, 117, 103) rises. 

Closing (Exit Signal)

Close an existing long position at the end of the bar when the following logic condition is satisfied:

the Cumulative Sum (Exponential, Weighted, 166, 142) changes its direction upward. 

Close an existing short position at the end of the bar when the following logic condition is satisfied:

the Cumulative Sum (Exponential, Weighted, 166, 142) changes its direction downward. 

Handling of Additional Entry Signals**

Entry signal in the direction of the present position:

Add to the position no matter if it is at a profit or loss. 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 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 the 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

– Add

Opposite direction signal

– Nothing

Permanent Stop Loss

– None

Opening Point of the Position 

Round Number 

Enter long at the lower round number 

Vertical shift

– -176

Digids

– 3

Opening Logic Condition 

OBOS MA Oscillator 

The Oscillator falls 

Signal line method

– Exponential

OBOS period

– 117

Signal line period

– 103

Use previous bar value

– Yes

Closing Point of the Position 

Bar Closing 

Exit the market at the end of the bar 

Base price

– Close

Closing Logic Condition 

Cumulative Sum 

The Cumulative Sum changes its direction upward 

Smoothing method

– Exponential

Base price

– Weighted

Period

– 166

Additional smoothing

– 142

Use previous bar value

– No


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

49778

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

20426,01 USD

Time of beginning

05:15

Minimum account

10000,00 USD

Minimum price

1,2456

Maximum account

20426,01 USD

Maximum price

1,37377

Maximum drawdown

972,40 USD

Average Gap

0 pips

Gross profit

11441,51 USD

Maximum Gap

81 pips

Gross loss

-1015,50 USD

Average High-Low

4 pips

Sent orders

49789

Maximum High-Low

237 pips

Executed orders

173

Average Close-Open

2 pips

Traded lots

312

Maximum Close-Open

236 pips

Winning trades

10

Maximum days off

3

Losing trades

2

Maximum data bars

50000

Win/loss ratio

0,83

No data older than

No limits

Time in position

23 %

No data newer than

No limits

Charged spread

322,00 USD

Fill In Data Gaps

Switched off

Charged rollover

94,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

 

 

Charged slippage

0,00 USD

 

 

Total charges

416,00 USD

 

 

Balance without charges

20842,01 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

20426,01 USD

20312,51 USD

10113,50 USD

Net profit

10426,01 USD

10312,51 USD

113,50 USD

Net profit %

104,26%

103,13%

1,14%

Gross profit

11441,51 USD

10355,61 USD

1085,90 USD

Gross loss

-1015,50 USD

-43,10 USD

-972,40 USD

Profit factor

11,27

240,27

1,12

Annualized profit

77663,14 USD

76817,67 USD

845,47 USD

Annualized profit %

776,63%

768,18%

8,45%

Minimum account

10000,00 USD

10000,00 USD

10000,00 USD

Minimum account date

26/02/2009

26/02/2009

26/02/2009

Maximum account

20426,01 USD

20312,51 USD

11085,90 USD

Maximum account date

16/04/2009

16/04/2009

12/03/2009

Absolute drawdown

0,00 USD

0,00 USD

0,00 USD

Maximum drawdown

972,40 USD

43,10 USD

972,40 USD

Maximum drawdown %

8,77%

0,26%

8,77%

Maximum drawdown date

13/03/2009

10/04/2009

13/03/2009

Historical bars

50000

50000

50000

Tested bars

49778

49778

49778

Bars with trades

11398

10219

1179

Bars with trades %

22,90%

20,53%

2,37%

Number of trades

12

8

4

Winning trades

10

7

3

Losing trades

2

1

1

Win/loss ratio

5,00

7,00

3,00

Maximum profit

3186,00 USD

3186,00 USD

834,40 USD

Average profit

1144,15 USD

1479,37 USD

361,97 USD

Maximum loss

-972,40 USD

-43,10 USD

-972,40 USD

Average loss

-507,75 USD

-43,10 USD

-972,40 USD

Expected payoff

868,83 USD

1289,06 USD

28,38 USD

Average holding period returns

6,51%

9,62%

0,47%

Geometric holding period returns

6,13%

9,26%

0,28%

Sharpe Ratio

0,68

1,00

0,07

 


About this entry