April_2015 (ver. 1) Not running

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April_2015 strategy is trading in the direction of the trend(momentum) during the high volatility sessions(European and early US) and against the direction of the trend during the low volatility sessions(late US and Asian). Trend is a short-term, defined by a few hourly candles. Additional market conditions required to trigger buy or sell signal are based on the volatility levels in the last 6, 8, 14, 17 and 23 hours. The volatility is calculated by using the high/low ranges in the time frames mentioned above. To close the positions, two approaches are used. The first one is simple - a position is closed if a trading signal for the opposite position is trigered. The second approach uses direction of the last hourly candle and the 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. The stop loss level is dependent on the market volatility and it ranges from 30 to 70 pips. The take profit order is fixed at 200 pips. The currency pair used is EUR/USD only, while the time frame is one hour.

Cumulative Profit/Loss dynamics

Selected period: 01.07.2016 - 31.07.2016

Full Stats

Standings (points): 48 (231)
Performance, $ (points): 121,02K$ (143)
Drawdown, % (points): 16.49% (42)
Bonuses: 46
Average Profit Trade: 12,68K$
Average Loss Trade: -9812.55$
Profit factor: 0,00K
Number of trades: 7
Traded volume: 46,43M$
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