This strategy is built up with three different core sub-systems. The
first is mean reversion strategy when the market moves in small
sideway. And the second is another mean reversion scalping strategy
during asian session. The last strategy adopts London breakout
mechanism by placing two pending orders similar to OCO orders.The
first two strategies will also try to recover loss by increasing
amounts. The breakout strategy reduces trading amount to control
excess risks.Such algorithm combination can achieve some sort of
return smoothing.