VScalp2_Apr2014

VScalp2_Apr2014 is scalping strategy, which trades momentum on M5. Input parameters: defaultInstrument : GBP/JPY - Instrument defaultTradeAmount : 5.0 - Trade amount in millions defaultSlippage : 5 - Slippage in pips defaultStopLoss : 35 - Stop loss in pips defaultTakeProfit : 25 - Take profit in pips defaultPeriod : M5 - Time period maxSpread : 5.0 - Max spread in pips timePeriod1 : 10 - SMA1 time period timePeriod2 : 20 - SMA2 time period timePeriod3 : 50 - SMA3 time period timePeriod4 : 100 - SMA4 time period timePeriod5 : 200 - SMA5 time period adxValue : 30.0 - ADX value Trading logic: Starts execution in onCandle. Continues only if last (bid) candle period equals defaultPeriod and instrument equals defaultInstrument. Calculates spread and continues only if spread is lower or equal than maxSpread. Checks positions and continues only if open position count is zero. Calculates amount: amount = min(Equity/20000.0, defaultTradeAmount). Calulates ADX(14) and continues only if greater than adxValue. Calculates SMA(timePeriod1), SMA(timePeriod2), SMA(timePeriod3), SMA(timePeriod4) and SMA(timePeriod5). If SMA(timePeriod1) > SMA(timePeriod2) > SMA(timePeriod3) > SMA (timePeriod4) > SMA(timePeriod5) then opens long position with defaultInstrument, amount, defaultSlippage, defaultStopLoss, defaultTakeProfit and returns. If SMA(timePeriod1) < SMA(timePeriod2) < SMA(timePeriod3) < SMA (timePeriod4) < SMA(timePeriod5) then opens short position with defaultInstrument, amount, defaultSlippage, defaultStopLoss, defaultTakeProfit and returns.
Version: Date: Status: Description:
1 31.03.2014 Not running VScalp2_Apr2014  Download
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