Hi friends, this is my second month of participation in "fight of strategy". I did not use all the capacity of the platform as I'm only on the first stages of my way and I was very surprised how function the simplest principles of trade based on indicators which were invented ten years ago, at first sight everything seemed very easy. Initially the strategy had some other appearance and was tested in January, 2019. It showed good profit on the trend , but it could not satisfy criteria of competition as it was directed only to one part and didn't have 20 transactions a month.
I had to add several conditions for compliance with rules of competition. To increase the number of transactions and to add trade into two directions on purchase and sale.

Version 1

Set of indicators
EMA the period 34 — ema11 (10 min.)
EMA the period 21 — ema 8 (10min)
The lagging indicators which are necessary for definition of the price direction act as the first filter
If ema8 is higher than ema11 it means that the short-term direction of the price is ascending
If ema8 is lower than ema11 it means that the short-term direction of the price is descending

In any of these situations the strategy is aimed at the anticipatory transaction against the existing trend, at the moment when the price is included into zone of overbought \ oversold.
For definition of such states it is applied the RSI indicator (10 min.)
with the period of 20 and alarm values (signal) of 30 and 70 for overbought and oversold respectively
























--- By the way ---
As in rules of competition it is necessary to make 20 commercial transactions within a month, I could not use zones 70 and 30 for opening \closing of transactions only in these zones, it could take too much time and reduce the number of them, also on sites with strong trends this strategy would yield losses, thus for fixing of profit and restriction of losses I used statistics and set the fixed values of profit capture (take profit) of 10 points and stop loss of 30 points more than enough














one of examples of transaction for sale and buy































The additional indicator in such transactions served TVS with the period 3, monitoring 5 minute data for input of transaction with higher levels of (take profit) 30 points and stop loss 50 as at strong movements of the market as a rule (but not always) the price returns to the middle of the undergone movement

thus if
ema 21 is above ema 34, rsi is higher than 70 and tvs is higher - 3 transaction for sale was carried out with tp 30, sl 50 parameters but volume was lower than 40%

There were added the blocks of "the maximum quantity of open positions" according to rules of a competition
screenshot




Version 2

The second version was started in the middle of the month of competition and it was designed to increase profitability of strategy by increase in volume of made transactions from 5 to 9 million on all 4 branches of strategy, all conditions of capture of profit up to 10 points have also changed and stop levels were increased to 50, it was necessary to risk to get the maximum profit in the remained 2 weeks, it mostly cancelled additional criterion of opening on TVS and 2 branches remained not worth it.

June 2019
3rd version of strategy added;
the start of the strategy at the beginning of the month began with version 2 and switched to version 3 within

Changes version 3:
increased lot to 15
increased profit to 15 points
翻译为 英语 显示原始