PF7.3_1693PC_SB+OROC+CS_T138*****

Logic

Opening (Entry Signal)

Open a new long position or add to an existing one at the Lower Band of Starc Bands* (Simple, Close, 176, 2,39) when the following logic condition is satisfied:

the Oscillator of ROC* (Smoothed, Median, 17, 171) changes its direction upward.

Open a new short position or add to an existing one at the Upper Band of Starc Bands* (Simple, Close, 176, 2,39) when the following logic condition is satisfied:

the Oscillator of ROC* (Smoothed, Median, 17, 171) changes its direction downward.

Closing (Exit Signal)

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

the Cumulative Sum (Simple, Weighted, 165, 54) 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 (Simple, Weighted, 165, 54) 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

Starc Bands

Enter long at the Lower Band

Smoothing method

– Simple

Base price

– Close

MA period

– 176

Multiplier

– 2,39

Use previous bar value

– Yes

Opening Logic Condition

Oscillator of ROC

The Oscillator changes its direction upward

Smoothing method

– Smoothed

Base price

– Median

First ROC period

– 17

Second ROC period

– 171

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

– Simple

Base price

– Weighted

Period

– 165

Additional smoothing

– 54

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

49810

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

32730,49 USD

Time of beginning

05:15

Minimum account

10000,00 USD

Minimum price

1,2456

Maximum account

32730,49 USD

Maximum price

1,37377

Maximum drawdown

491,61 USD

Average Gap

0 pips

Gross profit

26333,00 USD

Maximum Gap

81 pips

Gross loss

-3602,51 USD

Average High-Low

4 pips

Sent orders

15336

Maximum High-Low

237 pips

Executed orders

929

Average Close-Open

2 pips

Traded lots

1575

Maximum Close-Open

236 pips

Winning trades

103

Maximum days off

3

Losing trades

35

Maximum data bars

50000

Win/loss ratio

0,75

No data older than

No limits

Time in position

83 %

No data newer than

No limits

Charged spread

1582,00 USD

Fill In Data Gaps

Switched off

Charged rollover

212,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

Charged slippage

0,00 USD

Total charges

1794,00 USD

Balance without charges

34524,49 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

32730,49 USD

17363,50 USD

25366,99 USD

Net profit

22730,49 USD

7363,50 USD

15366,99 USD

Net profit %

227,30%

73,63%

153,67%

Gross profit

26333,00 USD

9058,30 USD

17274,70 USD

Gross loss

-3602,51 USD

-1694,80 USD

-1907,71 USD

Profit factor

7,31

5,34

9,06

Annualized profit

169318,97 USD

54850,55 USD

114468,42 USD

Annualized profit %

1693,19%

548,51%

1144,68%

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

32730,49 USD

17363,50 USD

25366,99 USD

Maximum account date

16/04/2009

16/04/2009

16/04/2009

Absolute drawdown

0,00 USD

0,00 USD

0,00 USD

Maximum drawdown

491,61 USD

532,81 USD

284,50 USD

Maximum drawdown %

4,02%

4,74%

2,46%

Maximum drawdown date

05/03/2009

05/03/2009

12/03/2009

Historical bars

50000

50000

50000

Tested bars

49810

49810

49810

Bars with trades

41102

19112

21990

Bars with trades %

82,52%

38,37%

44,15%

Number of trades

138

68

70

Winning trades

103

50

53

Losing trades

35

18

17

Win/loss ratio

2,94

2,78

3,12

Maximum profit

6388,00 USD

1959,41 USD

6388,00 USD

Average profit

255,66 USD

181,17 USD

325,94 USD

Maximum loss

-488,01 USD

-488,01 USD

-284,50 USD

Average loss

-102,93 USD

-94,16 USD

-112,22 USD

Expected payoff

164,71 USD

108,29 USD

219,53 USD

Average holding period returns

0,91%

0,86%

1,47%

Geometric holding period returns

0,86%

0,81%

1,34%

Sharpe Ratio

0,27

0,29

0,26


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