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Конкурсный профиль anderspirlo

TrendBasis (ver. 1) Not running

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The strategy pair is EUR/USD. The most liquid Pair in the world. It is trend following pattern on EMA(Exponential moving average) mainly. On EMA 8 period(Fast EMA) above EMA 21 period(slow EMA) it buys and on below it sells on 4 hourly period. It uses SMA Trend Indicator(50 periods) and Bollinger Band Indicators(30 periods) on hourly period. Bollinger band input is DEMA instead of simple moving average. DEMA is more responsive to trading than simple moving average. Primary trend is EMA 8 above EMA 21 or below. Secondary trend is SMA Trend Indicator. On each Bar it checks for secondary trend but on each closed trade the strategy opens another Trade even for primary trend. 4 hour EMA trend is lasting trend and it does not change in hourly basis. This is reason for this setting. If on bar, SMA trend Indicator shows that last trade was against the seconday trend then trending against the SMA Trend indicator is not allowed and it further waits for primary trend and secondary trend conditions to be met. If Trading against the seconday trend is not allowed then the strategy uses bollinger band indicator but only during active market hours 7:00 to 22:00 and if primary trend is present. The startegy manages the trade volume based on equity. It starts with 2.5 lots for equals to or below 100k, 3.5 lots for above 100k to 150k, 4.5 lots for above 150 to 175, 6.5 lots for above 175k to 200k and above 200k it opens positions of 8.5 lots. TP for strategy is 15 pips and stop loss is 181 pips. The code is optimised keeping contest in mind.

Кумулятивный график П/У

Выбранный период: 01.07.2016 - 31.07.2016

Статистика

Рейтинг (очков): 204 (71)
Эффективность, $ (очков): 80,40K$ (0)
Drawdown, % (очков): 29.37% (35)
Bonuses: 36
Average Profit Trade: 4,93K$
Average Loss Trade: -18935.5$
Фактор прибыльности: 0,00K
Количество трейдов: 6
Проторгованный объем: 42,66M$
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