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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.

損益チャート

選択した期間: 01.12.2019 - 31.12.2019

Full Stats

順位 (ポイント): 33 (239)
パフォーマンス, $ (ポイント): 130,49K$ (174)
Drawdown, % (ポイント): 41.74% (29)
Bonuses: 36
Average Profit Trade: 18,18K$
Average Loss Trade: -40871.25$
プロフィット・ファクター: 0,00K
取引数: 22
取引した取引金額: 455,41M$
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