PF4.7_0563PC_IKH+FT+IB_T036

Logic

Opening (Entry Signal)

Open a new long position or add to an existing one at the Tenkan Sen of Ichimoku Kinko Hyo* (7, 22, 44) when all the following logic conditions are satisfied:

the Fisher Transform (Open, 83) changes its direction downward; and

there is an Inside Bar formation.

Open a new short position or add to an existing one at the Tenkan Sen of Ichimoku Kinko Hyo* (7, 22, 44) when all the following logic conditions are satisfied:

the Fisher Transform (Open, 83) changes its direction upward; and

there is an Inside Bar formation.

Closing (Exit Signal)

Close an existing long position at the end of the last bar before 7 o’clock.

Close an existing short position at the end of the last bar before 7 o’clock.

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

Ichimoku Kinko Hyo

Enter the market at the Tenkan Sen

Tenkan

– 7

Kijun

– 22

Senkou Span B

– 44

Use previous bar value

– Yes

Opening Logic Condition

Fisher Transform

The Fisher Transform changes its direction downward

Base price

– Open

Period

– 83

Use previous bar value

– No

Opening Logic Condition

Inside Bar

There is an Inside Bar formation

Use previous bar value

– Yes

Closing Point of the Position

Exit Hour

Exit the market before the specified hour

Base price

– Close

Exit hour

– 7


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

49915

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

17561,00 USD

Time of beginning

05:15

Minimum account

9926,50 USD

Minimum price

1,2456

Maximum account

17938,30 USD

Maximum price

1,37377

Maximum drawdown

776,20 USD

Average Gap

0 pips

Gross profit

9560,01 USD

Maximum Gap

81 pips

Gross loss

-1999,01 USD

Average High-Low

4 pips

Sent orders

841

Maximum High-Low

237 pips

Executed orders

289

Average Close-Open

2 pips

Traded lots

498

Maximum Close-Open

236 pips

Winning trades

23

Maximum days off

3

Losing trades

13

Maximum data bars

50000

Win/loss ratio

0,64

No data older than

No limits

Time in position

94 %

No data newer than

No limits

Charged spread

506,00 USD

Fill In Data Gaps

Switched off

Charged rollover

234,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

 

 

Charged slippage

0,00 USD

 

 

Total charges

740,00 USD

 

 

Balance without charges

18301,00 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

17561,00 USD

14529,19 USD

13031,80 USD

Net profit

7561,00 USD

4529,19 USD

3031,80 USD

Net profit %

75,61%

45,29%

30,32%

Gross profit

9560,01 USD

5616,10 USD

3943,91 USD

Gross loss

-1999,01 USD

-1086,90 USD

-912,11 USD

Profit factor

4,78

5,17

4,32

Annualized profit

56321,73 USD

33737,88 USD

22583,85 USD

Annualized profit %

563,22%

337,38%

225,84%

Minimum account

9926,50 USD

10000,00 USD

9926,50 USD

Minimum account date

27/02/2009

26/02/2009

27/02/2009

Maximum account

17938,30 USD

14881,10 USD

13057,20 USD

Maximum account date

09/04/2009

09/04/2009

08/04/2009

Absolute drawdown

73,50 USD

0,00 USD

73,50 USD

Maximum drawdown

776,20 USD

598,60 USD

362,40 USD

Maximum drawdown %

4,33%

4,02%

3,24%

Maximum drawdown date

13/04/2009

10/04/2009

24/03/2009

Historical bars

50000

50000

50000

Tested bars

49915

49915

49915

Bars with trades

46993

24415

22578

Bars with trades %

94,15%

48,91%

45,23%

Number of trades

36

18

18

Winning trades

23

13

10

Losing trades

13

5

8

Win/loss ratio

1,77

2,60

1,25

Maximum profit

1835,99 USD

1835,99 USD

760,20 USD

Average profit

415,65 USD

432,01 USD

394,39 USD

Maximum loss

-598,60 USD

-598,60 USD

-330,90 USD

Average loss

-153,77 USD

-217,38 USD

-114,01 USD

Expected payoff

210,03 USD

251,62 USD

168,43 USD

Average holding period returns

1,62%

2,18%

1,52%

Geometric holding period returns

1,58%

2,10%

1,48%

Sharpe Ratio

0,51

0,52

0,52

 


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