My strategy uses an instrument (EUR/JPY) 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/jpy, 10 min, OfferSide.BID, IIndicators.AppliedPrice.CLOSE,
24, 10)
vra1:(eur/jpy, 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 150 pips, and a take profit of 25 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 150 pips, and a take profit of 25 pips.