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Strategy summary: Buy when CCI is below -150 in the 15 minutes timeframe and the volatility ATR(14 period) indicator in the 5 minutes timeframe is below 0.01 value . Sell when CCI is above 150 in the 15 minutes timeframe and the volatility ATR(14 period) indicator in the 5 minutes timeframe is below 0.01 value. Description: Strategy is fading trends on short term using CCI indicator and the volatility for a 5 minutes chart is not bigger than 0.01 measure by the ATR indicator. The cci indicator is applied using standard 14 period and 15 minutes timeframe as an overbought/oversold condition. Volatility indicator is used as a filter to fade safely the moves and not get caught in a big spike, like when news happen. The size of trades is always 5 millions. It uses a 5 pips take profit and unlimited risk (1000 pips) as a stop loss. The reason for that is that the market always fluctuates and strategy is taking advantage of it.
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1 04.08.2014 Not running DocDow  下载
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