Envelopes

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The idea of strategy is to use the volatility explosion after periods with relatively low volatility. We use MACD on M15 to defin such periods. If we have period with 10 or more candles with MACD between -0.0008 and 0.0008 we have a period with low volatility. After that when the price leaves particular range (Enavelopes) we follow it. We stop opening positions when we have 15 candles outside the MACD range (-0.0008 to 0.0008).
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2 30.06.2015 Not running Envelopes  Скачать
1 27.05.2015 Not running Envelopes  Скачать
stroegeorge avatar
stroegeorge 9 Июнь

gl

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