HeikinAshi3B (ver. 16) Running

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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

Cumulative Profit/Loss dynamics

Selected period: 01.02.2020 - 29.02.2020

Full Stats

Standings (points): 200 (50)
Performance, $ (points): 35,19K$ (0)
Drawdown, % (points): 68.53% (16)
Bonuses: 34
Average Profit Trade: 1,28K$
Average Loss Trade: -42459.98$
Profit factor: 0,00K
Number of trades: 22
Traded volume: 269,68M$
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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