calm_cut_move_hunt_november

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Strategy works in EUR/USD pair. Strategy has 2 "trading windows" 1st - from 19:00 GMT till 7:00 GMT and 2nd from 9 GMT till 18 GMT. During 1st "trading window" 2 different conditions are possible - trade pattern - 0 - when strategy didn't open new orders and trade pattern - 1 during which orders if set conditions are met are opened. For determination of which trade pattern to apply SMA difference from T3 on 30 period 5 min candles are calculated. If this difference is less than 2 pips trade pattern 1 is applied in another case trade pattern 0 is set. The purpose of strategy during this "trading window" is to work when rate movements are not so big thus additional trade pattern value change is used on every tick its value is compared with current 10 sec candle open value if deviation is more than 2 pips trade pattern is set to 0 and not changed before next 5 min candle arrives. Opening of positions is done by comparing tick values with current 5 min candle open value. When tick value gets greater than 3 pips SHORT position is opened and when it gets lower than 3 pips LONG position is opened. SL is 25 pips TP is 8 pips. Position size is recalculate every 4 hours and depends on account equity if equity is less than 100.000 position size is 3M, if between 100.000 and 130.000 - 4 M, between 130.000 and 175.000 - 5M and if greater than 175.000 - 7M. During 2nd "trading window" strategy checks 3 latest ticks distances and if recent move is higher than 1 pip and previous not higher than 0.3 pips comparing with last move direction in case latest move is upwards - LONG position is opened and vise versa if last move is downwards - SHORT position is opened. Trades opened during this trading window volume is 4M (do not depend on account equity), SL-150 pips and TP - 3 pips. Purpose of strategy during thid "trading window" is to catch small moves when rate starts intensive movements.
Version: Date: Status: Description:
2 12.11.2014 Not running calm_cut_move_hunt_november  Download
1 31.10.2014 Executed calm_cut_move_hunt_november  Download
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