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Strategy Summary

• Currency pair: AUD/USD
• Timeframe: 1-Day
• Indicators:
  • Commodity Channel Index (CCI)
    • period: 10
  • Minimum/Maximum Ratio
    • period: 10
  • Percentage Price Oscillator (PPO)
    • Fast period: 10
    • Fast MA Type: triangular Exponential Moving Average (TRIMA)
    • Slow period: 25
    • Slow MA Type: triangular Exponential Moving Average (TRIMA)
  • Rate of Change (ROC)
    • period: 5
  • TRIMA Price Difference
    • period: 10
• Historical data used to build: January 1, 2012 - January 1, 2015
• Historical data used for testing: January 1, 2015 to August 16, 2015
• Strategy rules:

Final Strategy Results - Out-of-Sample Performance

The strategy was tested on unseen, or out-of-sample, data in MetaTrader 4 to see how it would have performed on new data. Click here to see the full report.

• Net profit: 19.84%
• Drawdown: 5.92%
• Date range: January 1, 2015 to August 16, 2015
• Number of trades: 15
• Trading costs: .9 pip (set to 9 for 5-digit brokers in MT4)
• Risk-to-reward ratio: 4:1 (240 pip take profit and 60 pip stop loss)
• Average win: $206.33
• Average loss: -$164.00

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