The strategy is built with the intent to have a trend-following
strategy with a volatility filter. Money Management and TP setting
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
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
If the condition about the trend following and the condition about
volatility are coherent then Sell.
The Strategy is based on Heikin Ashi values.
If there are two Heikin Ashi candles on line bullish or bearish open a
buy or sell trade considering the filter.
The USD/JPY speculation could support the two candles Heikin Ashi
strategy, the setting for the SL and TP are 200 and 6. There is also a
filter to try to support the trend, the filter is evaluated considered
two different level of variance. If the variance Var_3 > Var_5 where
Var 3 and Var_5 are the Variance calculated on 3 and 5 candles then it
could be opened the trade.