SC201706_Krypteia_Beta

Krypteia was an ancient Spartan military formation in which only figured the best warriors. This strategy trading system is based on 2 momentum indicators, a “Krypteia of momentum indicators”. The 2 momentum indicators are: the Williams Percent Range (WPR) and the Stochastic Oscillator (SO). The strategy trades EURJPY and opens new orders from Monday to Thursday between 08 GMT and 17 GMT. To open a buy order, 2 conditions need to be satisfied: WPR lower than [-90] and SO lower than [20]; while to open a sell order, 2 conditions need to be satisfied: WPR higher than [-10] and SO higher than [80]]. On an intraday basis, the settlement of an order is allowed only if there is a difference equal or higher than 2 hours between the current hour and the previous order hour close. If the previous order was closed in the previous day, the settlement of a new one is allowed in the current day. Default assigns: take profit 5 pips; stop loss 358 pips; period 1-hour. The trade amount is calculated based on the following expression: amount = 8 million * Equity / 100 000 USD. If there is an open order, the strategy closes it: when there is a use of leverage higher than 45% on Fridays between 17 GMT and 18 GMT; and whenever there is a use of leverage higher than 175% during the week and strictly before Friday 17 GMT. When equity decreases below the 25.000 USD the strategy stops automatically.
Version: Date: Status: Description:
2 22.06.2017 Not running SC201706_Krypteia_Beta  Download
1 01.06.2017 Executed SC201706_Krypteia_Beta  Download
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fx_lmcap 22 June

New version with different input parameters updated on June 22.

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