Trading logic : The strategy trades with two indicators : the CCI and the ATR. We're using a 5 minute - time unit. If the amount of positions equals zero, the strategy directs its attention towards the CCI 5 minutes and then to the ATR 5 minutes. If the ATR 5 minutes is higher than -100 and lower than 100 the strategy directs its attention towards CCI again. It the CCI value is above 0, the strategy buys. If the CCI value is lower than 0, the strategy sells... Description of indicators : The ATR is a volatility indicator, here it directs the strategy so that the latter doesn't interfere with market extremes ( after statistics announcements have been made, for instance ; a situation in which the volatility can grow considerably and therefore send false signals). CCI : "commodity channel index", it's an oscillator very similar to the stochastic, a tool which helps to determine a trend, the bull/bear pressure. Here, the oscillator is being used to take its positions according to the most recent trend and moves observed (bullish or bearish). Underneath 0, the trend is downward, above 0 it's upward. Explanation of chosen settings : The strategy works with a 5 minute unit time in order to produce enough trades. Only on GBP/JPY (which is a volatile pair with a 11 pips take profit), the stop loss has been set at 800 pips so that the trade can go as planned without a short-term stop. volume settings : 5 million for versions up to 4 and 8.50 millions for version 5 to 9