Version: | Date: | Status: | Description: | ||
2 | 05.02.2014 | Executed | Download | ||
1 | 02.02.2014 | Executed | It trades on eurusd currency pair with maximum available amount. The strategy calculates exponential moving average of the sign of difference between last tick price and previous tick price [ ma(dp) ] in time points when last tick spread divided to previous tick spread greater than threshold. Opening conditions: buy when ma(dp)>0, sell when ma(dp)<0. Closing conditions: when opposite signal appear, when current profit > 20Sqrt(current equity). | Download |