Krypteia was an ancient Spartan army composed by the best warriors.
The strategy implements some of the most used momentum indicators,
forming an aggregate indicator - a Krypteia of momentum indicators.
The strategy trades EURJPY from Monday to Friday (it avoids trading on
Sundays) based on the Williams Percent Range (WPR), the Stochastic
Oscillator (SO) and the Relative Strength Index (RSI). Orders are
settled when the aggregate indicator (composed by the 3 indicators)
points in one single direction, sell or buy. In order to open a buy
order, 3 conditions need to be satisfied: WPR lower than -80, SO lower
than 20 and the RSI lower than 27. In order to open a sell order, 3
conditions need to be satisfied: WPR higher than -10, SO higher than
80 and the RSI higher than 73. The strategy contains a few blocks that
only allows orders to get settled if a certain hourly gap among
subsequent orders is accomplished. In this case, orders are settled
only when there is gap higher than 3 hours between the current time
and the previous order close time - for this purpose, when the
strategy starts there is a first order with an amount of 0.001
million, that after being closed will provide data feed to start
calculating the gap in hours between consecutive orders. Orders have
the following default assigns: take profit 5 pips; stop loss 200 pips;
trade amount 9 million. Default trading period is 10 minutes and the
strategy only allows one order settled at each time.