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ContestSimpleTrendStrategy (ver. 24) Not running

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In my strategy I use only Exponential Moving Averages and Parabolic SAR. The strategy is designed to trade pulsed movements by the trend. 1. Determine the trend on the 30 min timeframe (use on 30 min: EMA 4 and EMA 200). 2. Open position when the impulse at 5 min (use on 5 min: SAR (current and previous) and EMA 4). ContestSimpleTrendStrategy(version 24): Buy when: EMA 4 above EMA 200 - on 30 min; + current SAR (0.02 0.2) less than previous SAR (0.02 0.2) and EMA 4 greater than previous SAR (0.02 0.2) - on 5 min; TP 20 + SL 150. Sell when: EMA 4 under EMA 200 - on 30 min; + current SAR (0.02 0.2) greater than previous SAR (0.02 0.2) and EMA 4 less than previous SAR (0.02 0.2) - on 5 min; TP 20 + SL 150. Trade amount 5 mio; pair EUR/USD.

Kumulatywne Zysk/Strata

Wybrany okres: 01.12.2018 - 31.12.2018

Full Stats

Ranking (punkty): 311 (39)
Wydajność, $ (punkty): 8,11K$ (0)
Drawdown, % (punkty): 94.39% (3)
Bonuses: 36
Average Profit Trade: 4,65K$
Average Loss Trade: -23356.71$
Faktor zysku: 0,00K
Liczba pozycji: 12
Obrócony wolumen: 61,90M$
Lexuski avatar
Lexuski 10 Kwi

ContestSimpleTrendStrategy:Buy when: EMA 4 above EMA 200 - on 30 min; + current SAR (0.02 0.2) less than previous SAR (0.02 0.2) and EMA 4 greater than previous SAR (0.02 0.2) - on 5 min; TP 20 + SL 150Sell when: EMA 4 under EMA 200 - on 30 min; + current SAR (0.02 0.2) greater than previous SAR (0.02 0.2) and EMA 4 less than previous SAR (0.02 0.2) - on 5 min; TP 20 + SL 150

Lexuski avatar
Lexuski 28 Maj

ContestSimpleTrendStrategy (Version25):Buy when: EMA 4 above EMA 200 - on 30 min; + current SAR (0.02 0.2) less than previous SAR (0.02 0.2) and EMA 2 greater than previous SAR (0.02 0.2) - on 1 min; TP 3 + SL 2. Sell when: EMA 4 under EMA 200 - on 30 min; + current SAR (0.02 0.2) greater than previous SAR (0.02 0.2) and EMA 2 less than previous SAR (0.02 0.2) - on 1 min; TP 3 + SL 2

men79 avatar
men79 30 Maj

'hibernate mode'

Lexuski avatar
Lexuski 2 Cze

ContestSimpleTrendStrategy (Version26): like Version 25, but trade amount 5 mio, and SL/TP=3/3

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