Strategy for EURJPY market in 10m time-frames, allowing only 1
position at a time. We start by comparing triple exponential averages
(one of 30 periods (2.5h window) to other of 60 periods (5h window)).
If the "fast" TRIX is above the "slow" TRIX, then
we go on, if not go
to the next candle. If we go on, we'll compare two average true
ranges, one with 2 periods (the "fast") and other with 14
periods (the
"slow"), the "slow" having 1 candle shift. The
shifted candle is
scaled up by a constant that permit the comparison to the other fast
changing ATR. Once scaled up, we compare the fast to the slow ATR, and
if the "fast" is above the "slow", we continue,
otherwise we pass to
the next candle. Finally, if the flux continues, we look at the
previous candle. If it was a positive candle (green candle for some),
we enter long. If it was a negative candle (red candle for some), we
enter short.

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