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Kashirin's strategy

StrategyOfPending3

trades all listed instruments. place offer and bid orders by Standard Deviation at 15 minute period the trend of the instrument changes the stdDev closer or farer the position and the expiry time -- Standard Deviation : ranking condition for up/down of 240 on 30min, 15min, 10min, 5min, 1min, 10secs and 30 on 10min -- stop-loss 500.0 -- take-profit trailing step of 10.0 moved by step of 4.0
Version: Date: Status: Description:
3.8.2 02.07.2015 Executed amountOne set to 10  Download
3.8.1 02.07.2015 Not running -- set for one instrument and one current order  Download
3.8 01.07.2015 Executed instead stdDev used MinMax -- set to 3 merges  Download
3.7 26.06.2015 Not running changed to DEMA, stdDev to last 4 bars, added indicators processes lockers by the instrument  Download
3.7 26.06.2015 Executed changed to DEMA, stdDev to last 4 bars, added indicators processes lockers by the instrument  Download
3.6 25.06.2015 Executed stdDev by the last 96 bars (24 hour) stdDev below 1stTrailingStep plus TrailingStep the total of steps set. if avg stdDev below steps+25% steps+25% is set as stdDev  Download
3.5 25.06.2015 Executed SL and TP as an option by stdDev multiplier merge applied as the order at loss of the stdDev*3  Download
3.4 08.06.2015 Executed following order of the same instrument and direction is executed only at 0.5 default config by the stdDev  Download
3.3 04.06.2015 Executed number of orders fix, following order of the same instrument and direction placed only after 15 minutes (new bar)  Download
3.2 03.06.2015 Executed change from SMA to EMA at 15mins on 240 scale default configuration set to: -- at 0.4% gain closing below -10.0pips -- 5 pips trail-step's width of 10.0 pips step  Download
3.1 30.05.2015 Executed on profit close changed to configurable default configuration changed stdDev TEN_SECS and ONE_MIN removed  Download
3.0 26.05.2015 Executed trades all listed instruments. place offer and bid orders by Standard Deviation at 15 minute period the trend of the instrument changes the stdDev closer or farer the position and the expiry time -- stop-loss 500.0 -- take-profit trailing step of 10.0 moved by step of 4.0  Download
Kashirin avatar
Kashirin 26 May




--- end of the day(at 23:50 ) if at profit of 3% from previous equity of profit
and
--- constantly if 10% from previous equity of profit

all open-orders with loss of more than 100.0pips are closed.

Kashirin avatar
Kashirin 30 May

added:

Instrument.AUDJPY,
Instrument.CHFJPY,
Instrument.CADJPY,
Instrument.EURJPY,
Instrument.GBPJPY,
Instrument.NZDJPY,
Instrument.USDJPY,

Kashirin avatar
Kashirin 3 June

Signal-Trading type orders are not managed with the strategy

Kashirin avatar
Kashirin 25 June

instruments added:
    Instrument.EURSEK,
    Instrument.USDSEK,
    Instrument.EURDKK,
    Instrument.USDDKK,

Kashirin avatar
Kashirin 25 June

SL and TP as an option by stdDev multiplier :
correction by minMax (price -/+ (max minus min))

minMax = indicators.minMax(instrument, Period.DAILY_SKIP_SUNDAY, OfferSide.ASK, AppliedPrice.MEDIAN_PRICE,240, 0);

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