Strategy:

Gold$$

Commission/Slippage: $30.00
Bars Required to Test: 1,000
Estimated Length of Longest Trade: 1,000
Pyramiding Of
From Date: 01/01/2008
To Date: 01/02/2012
Data Info:

Identifier
Market1

Security
Bar Period Sec Type
Comex Gold (Elec) CAdj Daily
F
Liq

Symbol
GC3-067

Rules:

___________________________________________________________________________
RuleName:
Rule Text:

Exit Long: Profit Target

IF True
THEN SELL Next Bar at Entry Price + Dollars to Price
(Target Amount) LIMIT
Action:
Long Exit
Exit on Entry Bar: True
Input
Value
OptimizeFrom Val To Val
Step Val
Target Amount
5000
OFF
___________________________________________________________________________
RuleName:
Rule Text:

Exit Long: Stop Loss

IF True
THEN SELL Next Bar at Entry Price - Dollars to Price (Stop
Loss Amount) STOP
Action:
Long Exit
Exit on Entry Bar: True
Input
Value
OptimizeFrom Val To Val
Step Val
Stop Loss Amount
2250
OFF
___________________________________________________________________________
RuleName:
Rule Text:
Action:

Exit Long: Trailing Stop

IF True
THEN SELL Next Bar at Highest High in Trade - Dollars to
Price (Trailing Stop Amount) STOP
Long Exit

Exit on Entry Bar: True

Input
Value
OptimizeFrom Val To Val
Step Val
Trailing Stop Amount
2750
OFF
___________________________________________________________________________
RuleName:
Rule Text:

Exit Short: Profit Target

IF True
THEN BUY Next Bar at Entry Price - Dollars to Price (Target
Amount) LIMIT
Action:
Short Exit
Exit on Entry Bar: True
Input
Value
OptimizeFrom Val To Val
Step Val
Target Amount
5000
OFF
___________________________________________________________________________
RuleName:
Rule Text:

Exit Short: Stop Loss

IF True
THEN BUY Next Bar at Entry Price + Dollars to Price (Stop
Loss Amount) STOP
Action:
Short Exit
Exit on Entry Bar: True
Input
Value
OptimizeFrom Val To Val
Step Val
Stop Loss Amount
2250
OFF
___________________________________________________________________________
RuleName:
Rule Text:

Exit Short: Trailing Stop

IF True
THEN BUY Next Bar at Lowest Low in Trade + Dollars to
Price (Trailing Stop Amount) STOP
Action:
Short Exit
Exit on Entry Bar: True
Input
Value
OptimizeFrom Val To Val
Step Val
Trailing Stop Amount
2750
OFF
___________________________________________________________________________
RuleName:
Rule Text:

Long Entry
IF Next Bar Trading DayOfWeek <> 3
THEN BUY Next Bar at High STOP

Action:
Long Entry
___________________________________________________________________________
RuleName:
Rule Text:

Short Entry
IF Next Bar Trading DayOfWeek <> 5
THEN SELL Next Bar at Low STOP
Action:
Short Entry
___________________________________________________________________________