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Strategy opens positions in the direction of the trend(momentum) during high volatility session(European and early US) and countertrend positions during low volatility session(late US and Asian). Trend is short-term, defined by a few hourly candles. Additional market conditions required to trigger buy or sell signal are based on volatility levels in the last 6, 8, 14, 17 and 23 hours. Volatility is calculated using high/low ranges in the time frames mentioned above. So, this trading strategy does not use any standard analytical tool or indicator. To close positions, two approaches are used. First one is simple - position is closed if a trading signal for opposite position is trigered. Second approach uses direction of the last hourly candle and current profit in pips. If the market is going up in the last hour and a short position is opened, trade is closed if profit in pips is higher than 10, and vice versa for long positions. If the market is going down and a long position is opened, trade is closed if profit in pips is higher than 10. Stop loss level is dependent on the market volatility and it ranges from 30 to 70 pips. Take profit order is fixed at 200 pips. The calculation of the trading volume is made on the basis of the indicated amount in the parameters AccountEquity and Acc_leverage according to the following formula: Lot(trading volume) = AccountEquity*Acc_leverage/1000000. Leverage value is set to 29. Currency pair used is EUR/USD only. Time frame is one hour.

Cumulative Profit/Loss dynamics

Selected period: 01.03.2015 - 31.03.2015

Full Stats

Standings (points): 14 (234)
Performance, $ (points): 319,63K$ (158)
Drawdown, % (points): 19.28% (40)
Bonuses: 36
Average Profit Trade: 17,71K$
Average Loss Trade: -17663.14$
Profit factor: 0,00K
Number of trades: 59
Traded volume: 663,14M$
vadim_berezhnoj avatar
vadim_berezhnoj 17 Apr.

Upload strategy from Visual JForex to make in view-able. Otherwise next time it will be regarded as violation.

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