ilona_win_2018

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Aim of strategy is to trade at the start of the week when usually and relatively there are no very big movements. Additionally strategy activity is limited to trade only during Asian session and start of European session, i.e. from 0 GMT till 9 GMT, in order to limit strategy activity to less movements periods also. Principle of limiting it is realized through weekly positions counter which allows opening no more than 12 positions during week. Logic of such approach is that if there are not very big movements from weekly candle open at the start of the week there could be sharp movements later and if movements are quite substantial later returns are quite possible. Every week first trade direction is determined by comparing latest tick to previous 10 min candle open price. If latest tick is higher than previous 10 min candle open long position is opened and if lower - short position is opened. Next trades are in opposite direction to previous ones. Every Friday if there is opened position (but aim is not to have opened position by limiting positions number during week) trailing stop of 3 pips to position is attached and stop loss is moved to 10 pips from position in order to close position before weekend. Also during Fridays position size to be used for next week positions is calculated by dividing equity by 12500. Initial position size is 8M, SL - 300 pips, TP - 3 pips.
Version: Date: Status: Description:
1 01.01.2018 Not running ilona_win_2018  Download
lechiffre avatar
lechiffre 28 Mar.

hello, just to know if a counter 1-11trade is regulary? this strategie is stoped if position counter is higher than 11...it's look like a hibernatory mode....if this counter is ok with contest i will make the same next month.
nice job

vadim_berezhnoj avatar

the counter is reset every week

lechiffre avatar
lechiffre 28 Mar.

hello, i saw it but strategy is stopped during the month, i just want to know if it's ok in contest? i will make a strategy who work 1h every day, it's enough

ilonalt avatar
ilonalt 29 Mar.

Aim of strategy is to trade at the start of the week when usually there is no very big movements. Additionally strategy activity is related with day time also. And please note that every week position size is recalculated and if balance is bigger position size is increased thus I do not see any hibernation here.

lechiffre avatar
lechiffre 29 Mar.

hello, i understand your explication but there is a counter 1-11, so when 11trade was made strategy is stoped? there is 33 trade, 3x11.... this week there is no trade...time filter like hour or day, it's ok but a position counter looks like hibernatory....next week i will make the same but only 5 trade for week. When i read contest rules i feel that strategy must to run non stop (no counter)

mysterio avatar
mysterio 29 Mar.

I think nothing about it

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