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*****  Regeln  ******

Enter Long:
Ref(close,-4) > Ref(close,-3) and Ref(close,-3) > Ref(close,-2) and Ref(close,-2) > Ref(close,-1) and Ref(High,-4) > Ref(High,-3) and Ref(High,-3) > Ref(High,-2) and Ref(High,-2) > Ref(High,-1) and High > Ref(High,-1)

Exit Long:
(low < Ref(low,-1)) or (open > Ref(high,-1)) or ((High > Ref(high,-1)) and (close < Ref(close,-1)))

Enter Short:
0

Exit Short:
0
 

************** Testbedingungen ****************


Positionen: Long+Short
Enter-Basis: MAX(open,Ref(high,-1))
    Delay: 0
Exit-Basis: Close
    Delay:0
Buy/Hold-Basis: Close
Trade-Mindestdauer: 1
Out-Mindestdauer: 1
Startkapital: 1000
Margin: 100%
Risikofreie Zinsen0
Entry-Gebühren: 0%
Exit-Gebühren: 0%
Slippage: 0,1%
Portfolio Zinssatz: 5
Risikotoleranz: 25
Intra-GewinnLong
bei 2%
ab 1 Perioden
Intra-VerlustLong
bei 1%
ab 1 Perioden
Money-Manag.Kapitalanteil
    Anteil100%

 

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