My strategy, I basically use the methods of analysis of spreads and
volumes. The principle of operation is very simple. if the spreads
narrow when passing large volumes, a deal against movement is opened.
The strategy works without setting a profit. All support is with the
help of a trailing stop. The calculation of volumes and ATR comes
from
period 11, the multiplier for stop 2 ATR. Important!!! These
parameters need to be matched steadily and regularly updated!
In the process of optimization I found more successful
configurations,
but they did not meet the conditions of the competition.