Open trading account 
Hello everyone. For this period of February 2020 I used my Breath_jul_18 strategy.
I will detail how it works and some thoughts on its development.I will develop here only the direction for a purchase. The condition for a sale being exactly its symmetrical inverse.
It is a strategy based on an acceleration of the volatility measured by the Bollinger Bands (BB). In the V1, the gap between the upper band and the lower band must reach a minimum of 30 pips to be able to enter the position. A purchase position will be opened if the closing price of the 15 min period is higher than the BB high.
This is the basic condition on which the algo is based. Then I tried to eliminate as many false signals as possiblr.
Here is a view of version 1 for the month of February
To prevent a position on a candle that is too large compared to the current volatility (risk of pullback). I have implemented a condition that prohibits positioning if the top of the candle is 10 pips higher than the BB high.
An additional filter uses the RSI. The price must be between 62 and 78. (38 and 22 for a sale)
On Friday at 4 pm all open positions will be closed and no more positions will be taken.
It remains to define the transaction amount as well as the TP and the SL. It’s a big challenge for the contest to find the right balance between performance and drawdown.
Different Backtest gives different valid solution. For the month of February, I chose a fixed amount of 5 million, a TP of 20 pips and a SL of 200 pips. The strategy performed relatively well during the first 3 weeks of the competition. However, with 11 positions open in 3 weeks, the chances of reaching the 20 positions required for the contest were low. So I have, as the rules allow, adapted certain parameters to reach 20 positions.
The last week was done with V2 in which the min gap between BB high and low went down to 23 pips, a TP of 7 and a SL of 20. Which would not have been necessary in the end because with the important movements of this week, the V1 would have reached the 20 positions.
I’m sorry if some sentences are a bit strange, I helped myself with machine translator.
Thank you for reading and good luck to all.
I will detail how it works and some thoughts on its development.I will develop here only the direction for a purchase. The condition for a sale being exactly its symmetrical inverse.
It is a strategy based on an acceleration of the volatility measured by the Bollinger Bands (BB). In the V1, the gap between the upper band and the lower band must reach a minimum of 30 pips to be able to enter the position. A purchase position will be opened if the closing price of the 15 min period is higher than the BB high.
This is the basic condition on which the algo is based. Then I tried to eliminate as many false signals as possiblr.
Here is a view of version 1 for the month of February
To prevent a position on a candle that is too large compared to the current volatility (risk of pullback). I have implemented a condition that prohibits positioning if the top of the candle is 10 pips higher than the BB high.
An additional filter uses the RSI. The price must be between 62 and 78. (38 and 22 for a sale)
On Friday at 4 pm all open positions will be closed and no more positions will be taken.
It remains to define the transaction amount as well as the TP and the SL. It’s a big challenge for the contest to find the right balance between performance and drawdown.
Different Backtest gives different valid solution. For the month of February, I chose a fixed amount of 5 million, a TP of 20 pips and a SL of 200 pips. The strategy performed relatively well during the first 3 weeks of the competition. However, with 11 positions open in 3 weeks, the chances of reaching the 20 positions required for the contest were low. So I have, as the rules allow, adapted certain parameters to reach 20 positions.
The last week was done with V2 in which the min gap between BB high and low went down to 23 pips, a TP of 7 and a SL of 20. Which would not have been necessary in the end because with the important movements of this week, the V1 would have reached the 20 positions.
I’m sorry if some sentences are a bit strange, I helped myself with machine translator.
Thank you for reading and good luck to all.