Strategy

Return Winning
Max Average
Prioritize Test Position On Annualized Sharpe Percent / Losing
Test Time Symbols Criteria Drawdown Days in
Symbols Period Sizing Equity Return % Ratio Profitable Profit
% Trade
% Ratio
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars Highest
and Close < BB Upper (13 2.1) Change
5/4/2018 3/21/2018 20L %
Test and FLST %K (13 3 3) <= 50 %
11:36 Singapore - Current -1.15 -12.74 -3.40 -0.35 50.00 0.80 11.17
16 S: (FLST %K (13 3 3) < FLST %D (13 3 3) (MACD
PM 4/20/2018 Equity
and FLST %K (13 3 3) < 80 Hist.(13
and MACD Hist. (13 21 8) decr. for 3 bars) 21 8) 3)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars Highest
and Close < BB Upper (13 2.1) Change
5/4/2018 3/21/2018 20L %
Test Hong and FLST %K (13 3 3) <= 50 %
11:33 - Current -1.68 -18.06 -5.30 -0.56 42.86 0.42 7.86
15 Kong S: (FLST %K (13 3 3) < FLST %D (13 3 3) (MACD
PM 4/20/2018 Equity
and FLST %K (13 3 3) < 80 Hist.(13
and MACD Hist. (13 21 8) decr. for 3 bars) 21 8) 3)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars Highest
and Close < BB Upper (13 2.1) Change
5/4/2018 3/21/2018 20L %
Test and FLST %K (13 3 3) <= 50 %
11:33 Indices - Current 7.78 141.66 -3.72 1.53 66.67 10.34 5.33
14 S: (FLST %K (13 3 3) < FLST %D (13 3 3) (MACD
PM 4/20/2018 Equity
and FLST %K (13 3 3) < 80 Hist.(13
and MACD Hist. (13 21 8) decr. for 3 bars) 21 8) 3)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars
Highest
and Close < BB Upper (13 2.1)
Change
5/4/2018 and FLST %K (13 3 3) <= 50 3/21/2018 20L %
Test %
11:32 London and Close >= SMA (13) - Current 0.98 12.12 -6.03 0.20 40.00 0.81 7.00
12 (MACD
PM S: (FLST %K (13 3 3) < FLST %D (13 3 3) 4/20/2018 Equity
Hist.(13
and FLST %K (13 3 3) < 80
21 8) 3)
and MACD Hist. (13 21 8) decr. for 3 bars)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars Highest
and Close < BB Upper (13 2.1) Change
5/4/2018 3/21/2018 20L %
Test and FLST %K (13 3 3) <= 50 %
11:25 NYSE - Current 5.46 87.05 -2.32 1.42 83.33 26.02 15.83
5 S: (FLST %K (13 3 3) < FLST %D (13 3 3) (MACD
PM 4/20/2018 Equity
and FLST %K (13 3 3) < 80 Hist.(13
and MACD Hist. (13 21 8) decr. for 3 bars) 21 8) 3)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars Highest
and Close < BB Upper (13 2.1) Change
5/4/2018 3/21/2018 20L %
Test Nasdaq and FLST %K (13 3 3) <= 50 %
11:22 - Current 2.70 36.86 -8.13 0.93 38.46 0.94 5.15
3 CM S: (FLST %K (13 3 3) < FLST %D (13 3 3) (MACD
PM 4/20/2018 Equity
and FLST %K (13 3 3) < 80 Hist.(13
and MACD Hist. (13 21 8) decr. for 3 bars) 21 8) 3)
or High >= BB Upper (13 2.1)
B: FLST %K (13 3 3) xa FLST %D (13 3 3) in last 3 bars
and MACD Line (13 21 8) incr. for 2 bars
Highest
and Close < BB Upper (13 2.1)
Change
5/4/2018 Hong and FLST %K (13 3 3) <= 50 3/21/2018 20L %
Test %
11:19 Kong and Close >= EMA (8) - Current 2.46 33.15 -2.70 0.69 66.67 1.58 8.00
1 (MACD
PM Singapore S: (FLST %K (13 3 3) < FLST %D (13 3 3) 4/20/2018 Equity
Hist.(13
and FLST %K (13 3 3) < 80
21 8) 3)
and MACD Hist. (13 21 8) decr. for 3 bars)
or High >= BB Upper (13 2.1)