anasm87's contest profile
Current place |
161
|
Current month's P&L, USD |
Real increase of capital in the current month
-
|
Max. draw-down |
Max. draw-down value for the selected month. Calculation is done once per day (on settlement)
-
|
Total prizes won |
Total prizes won during all months of participation in the contest
3 300$
|
Total score gained |
Total score gained during all months of participation in the contest
957 points
|
my strategy is symmetric strategy on Euro/USD pair, with amount 8 :
the main used indicators are SMA , RSI and STOCH which are computed
on
hourly base frame. The strategy started on Candle. then it filter
eur/usd pair and then it filters 5 minutes candle (using if condition
logic unit). then it computes four indicators SMA period 5 , hourly ,
SMA period 10 , hourly , shifted1 SMA period 5 , hourly and Shifted1
SMA period 10 , hourly . Then it starts STOCH (14,3,3) sma hourly
indicator and then it starts RSI 9 hourly indicator. however on tick
it consider tow situations uptrend and downtrend. in the first case
if
sma5 is higher than sma10 then we compare the sma 5 shifted with sma
10 shifted, otherwise we cancel the buy posiition because iwe should
not have buy and sell order at the same time. then if sma5 shifted
less than sma 10 shifted it checks if the k slower and d slower of
stoch is smaller than overbought threshold 80. then it checks if RSI
is less than rsi is less than 50. then it checks if it didn't open
any
posiiton yet then it creats the buying order with 25 take profit and
25 stop loss. starting from On tick, the vise virsa is applyed for
the
downtrend. the algo is tested on january to march 2014 and january to
march 2015 and it works well. however it should be tuned on other
months with different parameters. it has been tested on other month
of
the year and it caused harmful loss. in the last version a trailing
stop has been added.
Cumulative Profit/Loss dynamics
Selected period:
01.07.2020
-
31.07.2020
Standings (points): |
|
238 (38) |
Performance, $ (points): |
|
8,57K$ (0) |
Drawdown, % (points): |
|
96.25% (2) |
Bonuses: |
|
36 |
Average Profit Trade: |
|
6,23K$ |
Average Loss Trade: |
|
-6124.3$ |
Profit factor: |
|
0,00K |
Number of trades: |
|
60 |
Traded volume: |
|
456,57M$ |