HeikinAshi3B

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HeikinAshi3B The strategy is built with the intent to have a trend-following strategy with a volatility filter. Money Management and TP setting are coherent with the contest objective not so indicated for trading. The strategy have a filter on USD/JPY with a 1H TF. If the HA lines open shifted of one candle and is greater than HA close line and if HA lines open is greater than HA line close then the dynamics is considered in trend. After this there is a filter on Variance to filter only some opening. If the condition about the trend following and the condition about the volatility are coherent then Sell. Buy parallel
Version: Date: Status: Description:
17 22.11.2017 Not running HeikinAshi3B  Download
16 30.10.2017 Not running HeikinAshi3B  Download
15 30.10.2017 Comp. error HeikinAshi3B  Download
14 01.10.2017 Executed HeikinAshi3B  Download
13 12.09.2017 Not running HeikinAshi3B  Download
12 02.09.2017 Executed HeikinAshi3B  Download
11 25.08.2017 Not running HeikinAshi3B  Download
10 01.08.2017 Executed HeikinAshi3B  Download
9 01.08.2017 Not running HeikinAshi3B  Download
8 01.08.2017 Not running HeikinAshi3B  Download
7 31.07.2017 Not running HeikinAshi3B  Download
6 05.07.2017 Executed HeikinAshi3B  Download
5 21.06.2017 Not running HeikinAshi3B  Download
4 21.06.2017 Not running HeikinAshi3B  Download
3 20.04.2017 Not running HeikinAshi3B  Download
2 25.01.2017 Not running HeikinAshi3B  Download
1 06.01.2017 Executed HeikinAshi3B  Download
Durden avatar
Durden 7 Mar.

The strategy is built with the intent to have a trend-following strategy with a volatility filter. Money Management and TP setting are coherent with the contest objective not so indicated for trading.
The strategy have a filter on USD/JPY with a 1H TF. If the HA lines open shifted of one candle and is greater than HA close line and if HA lines open is greater than HA line close then the dynamics is considered in trend.
After this there is a filter on Variance to filter only some opening. If the condition about the trend following and the condition about the volatility are coherent then Sell.

Durden avatar
Durden 26 Apr.

The strategy is not opening the trade and in backtest it is profitable, so maybe the dukascopy team should evaluate this in result. 

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