HeikinAshi3_5MIN (ver. 1) Not running

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HeikinAshi3_5MIN HeikinAshi3 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 5 Min 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. 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_5 > Var_10 where Var 5 and Var_10 are the Variance calculated on 5 and 10 candles then it could be opened the trade.

Cumulative Profit/Loss dynamics

Selected period: 01.06.2020 - 30.06.2020

Full Stats

Standings (points): 167 (85)
Performance, $ (points): 51,30K$ (31)
Drawdown, % (points): 61.12% (19)
Bonuses: 35
Average Profit Trade: 4,20K$
Average Loss Trade: -35798.28$
Profit factor: 0,00K
Number of trades: 29
Traded volume: 490,38M$
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