NORMAN'S LAB - MARKET ANALYSIS FINANCIAL MARKET ANALYTICS

Strategy #DX-84-06 on EURUSD: Gwen

INSTRUMENT
EURUSD (Euro vs. American Dollar)
INDICATORS AND TECHNIQUES USED
Pivot, ATR, StDev, Demarker, Momentum
EXPIRATION
Expirated Wednesday, March 21, 2018!

NO NOTIFICATIONS

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REFRESH
Note: Simulation doesn't include margin required for position and commissions specific to broker. Spread is standardized to 10 points.
The chart showing Profit series.

Trades:
Profit Trades:
Loss Trades:
Best Trade:
Worst Trade:
Gross Profit:
Gross Loss:
Maximum consecutive profit
Maximum consecutive profit trades
Profit
Long Trades
Short Trades
Profit factor
Expected Payoff
Average Profit
Average Loss
Maximum consecutive loss
Maximum consecutive loss trades
Absolute drawdown
Maximum drawdown

WIN PROBABILITY
Instrument
Time opened
Action type
Lot size
Price opened
Time closed(Descending)
Price closed
Profit (USD)
Detail
No data to display
The chart showing Return series.
Count of trades opened in certain hour
The chart showing CountOfProfitTrades series, CountOfLossTrades series.
Count of trades opened in day of week
The chart showing CountOfProfitTrades series, CountOfLossTrades series.
The chart showing Buys series, Sells series.
ENTRY CONDITIONS
Pattern in last 2 values of Momentum 12 Close on GBPUSD,M5MORE...
$-0.00274 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00338$    $0.00000 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00176$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 1 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 20 on USDCAD,M5MORE...
$-0.00362 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00555$    $-0.00237 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00419$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 30 on GBPUSD,M5MORE...
$-0.00210 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00185$    $-0.00183 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00160$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 60 on USDCAD,M5MORE...
$-0.00087 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00332$    $-0.00061 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00061$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 120 on GBPUSD,M5MORE...
$-0.00165 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00661$    $-0.00001 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00127$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 240 on GBPUSD,M1MORE...
$-0.00078 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00175$    $-0.00206 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00183$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of Demarker 13 on EURUSD,H1MORE...
$-0.35720 \leq \nu_{t_0} - \nu_{t_1} \leq 0.35720$    $-0.21837 \leq \nu_{t_1} - \nu_{t_2} \leq 0.43767$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 1 \cdot timeframe_{minutes}$
Level of indicator Demarker 13$_1$ on EURUSD,M5MORE...
$\nu \leq 0.90730$ where $\nu$ is value of indicator

POSITION MANAGEMENT
Place trade on open price of new M5 bar
StoplossDistance of stoploss from Bid is 20% of 30 D1 ATR (Average True Range) calculated from closed price of bar
Trail the position by last H1 Pivot Low if the distance of Pivot from Bid is at least 20 pips
Takeprofit is set to 400% of stoploss distance from open price

Note: Symbol Point (p) = 0.00010
ENTRY CONDITIONS
Pattern in last 2 values of StDev Weighted Typical 10 on GBPUSD,M5MORE...
$-0.00076 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00124$    $-0.00100 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00100$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of StDev Weighted Typical 30 on GBPUSD,M5MORE...
$-0.00125 \leq \nu_{t_0} - \nu_{t_1} \leq 0.00075$    $0.00020 \leq \nu_{t_1} - \nu_{t_2} \leq 0.00038$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 2 \cdot timeframe_{minutes}$
Pattern in last 2 values of Demarker 13 on EURUSD,H1MORE...
$-0.10386 \leq \nu_{t_0} - \nu_{t_1} \leq 0.10386$    $-0.09088 \leq \nu_{t_1} - \nu_{t_2} \leq 0.10912$
where $\nu_t$ is value of the indicator at time $t$, $t_0$ is time of last indicator's closed value, $t_{i} - t_{i+1} = 1 \cdot timeframe_{minutes}$
Level of indicator Demarker 13$_1$ on EURUSD,M5MORE...
$\nu \geq 0.30877$ where $\nu$ is value of indicator
Level of indicator ATR 50$_1$ on EURUSD,M5MORE...
$\nu \geq 0.00000$ where $\nu$ is value of indicator
Level of indicator ATR 50$_1$ on EURUSD,H1MORE...
$\nu \geq 0.00121$ where $\nu$ is value of indicator

POSITION MANAGEMENT
Place trade on open price of new M5 bar
Stoploss lies on last H1 Pivot High
Distance of stoploss from Bid must be higher or equal than 10% of 30 D1 ATR (Average True Range) calculated from closed price of bar
Distance of stoploss from Bid must be lower or equal than 40% of 30 D1 ATR (Average True Range) calculated from closed price of bar
Trail the position by last H1 Pivot High if the distance of Pivot from Bid is at least 20 pips
Takeprofit is set to 100% of stoploss distance from open price

Note: Symbol Point (p) = 0.00010

DISCLAMER: Trading futures and forex involves substantial risk and may not be suitable for all investors. Past performance is not necessarily indicative of future results. These results are based on simulated or hypothetical performance results that have certain inherent limitations. Unlike the results shown in an actual performance record, these results do not represent actual trading. Also, because these trades have not actually been executed, these results may have under-or over-compensated for the impact, if any, of certain market factors, such as lack of liquidity. Simulated or hypothetical trading programs in general are also subject to the fact that they are designed with the benefit of hindsight. No representation is being made that any account will or is likely to achieve profits or losses similar to these being shown. The testimonial may not be representative of the experience of other clients and the testimonial is no guarantee of future performance or success.
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