SircrisVF201706

The strategy is based on identifying overbought and/or oversold moments for the market entry. To do this, momentum indicators like RSI and ADX are used. At the same time, it is verified that the market in the long and medium term has a compatible trend with the entry type (BUY/SELL), for this purpose different moving averages are used with varying timeframes (1 hour, 4 hours & daily). The strategy is multi-instrument, this version is using the EUR/JPY & EUR/USD pairs (plus GBP/USD in the second strategy, see below), but future versions could use more & different pairs. The strategy uses money management (MM) to determine the trade volume, but allows the entry of a fixed volume thus disabling money management. The strategy is selective in terms of the time to trade. This version includes a second strategy inside the main strategy, it is a trend strategy on the GBPUSD pair and uses Mov average (H1), RSI and the last candles to trade following the trend, it trade only when the main strategy does not trade, is symmetric of course, but is very strict and could do very little or even no trades during the month, the SL:TP ratio of this strategy is 9:5. Finally, the strategy also uses a martingale to try to recover from a loss. The StopLoss:TakeProfit ratio of the main strategy is 9:1 except if the martingale is used. In this version MM is used and the volume of each trade is calculated as follows: (initialEquity*riskAux1/Equity+dayOfMonth+1)*risk1Var+risk2Var. In this version riskAux1 == 2.0, risk1Var == 0.1875 and risk2Var == 2.25. The strategy was designed exclusively for the Dukascopy Strategy Contest in June 2017, so will not work correctly in a different period. Remember that the use of a copied strategy violates the (4.d) section of the official contest rules (RCR). Never use a contest strategy in a live "real" account. Version 2 only add an extra SMA calculation.
Version: Date: Status: Description:
2 12.06.2017 Not running SircrisVF201706  Download
1 02.06.2017 Executed SircrisVF201706  Download
sircris avatar
sircris 14 June

The strategy is shown as "running" when in fact it is not. In local mode the strategy runs smoothly and has done many more operations. You can check it by downloading the strategy and running it in the historical tester. I uploaded a second version to verify the reason for this, the strategy worked correctly until the next working day in Switzerland / Latvia. Where "something" or "someone" deactivated "something" so that my strategy stops working correctly. I am pretty sure that the modality used is to unsubscribe the pairs, so that the strategy stops working (although it appears running).

sircris avatar
sircris 14 June

Under these conditions fair competition is not possible.

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