Florin_Februarie

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My strategy uses an instrument (EUR/USD) with the SMA( Calculates the Simple Moving Average for bars specified with numberOfCandlesBefore, time and numberOfCandlesAfter parameters.) and TVS (Calculates the Time Segmented Volume for bars specified with numberOfCandlesBefore, time and numberOfCandlesAfter parameters. For calculatind the average stock price i chose two indicators of sma(vra &vra1) and two of tvs (tvs&tvs1), and a period of time of ten minutes: vra: (eur/usd, 10 min, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 24, 10) vra1:(eur/usd, 10 min, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 23, 10) tvs: (instrument, period, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 22, 10) tvs1: (instrument, period, OfferSide.BID, IIndicators.AppliedPrice.CLOSE, 22, 5) My strategy calculate,and if she find the next situation: if (bidPrice > vra && vra > vra1 && tvs > tvs1 && tvs > 0 && tvs1 < 0) she wil open the order on BUY, with an amount of 10 millions and a stoploss of 50 pips, and a take profit of 10 pips else if (bidPrice < vra && vra < vra1 && tvs < tvs1 && tvs < 0 && tvs1 > 0) she wil open the order on Sell, with an amount of 10 millions and a stoploss of 50 pips, and a take profit of 10 pips.
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1 01.02.2014 Not running Florin_Februarie  Download
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Strategy description is not complete.

florin_trader avatar

If you're not satisfied with my description, or if you have any doubt i can do a video tuturial in witch a make in visual forex one more time my strategy.

sircris avatar
sircris 25 Mar.

Your strategy is very interesting, it uses the values ​​of two indicators, using 24, 23 and 22 periods "back in time"!! to the forecast. I had never seen anything like it. I have seen a strategy by RockForex contestant that uses the same indicators, but 22 is the time period, not the shift. Along with the work of Andrew W. Lo and A. Craig MacKinlay, this strategy can serve as a counterexample to the efficient market hypothesis. ;-)

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