HeikinAshi3B

Default image
HeikinAshi3B The strategy is built with the intent to have a trend-following strategy with a volatility filter. Money Management and TP setting are coherent with the contest objective not so indicated for trading. The strategy have a filter on USD/JPY with a 1H TF. If the HA lines open shifted of one candle and is greater than HA close line and if HA lines open is greater than HA line close then the dynamics is considered in trend. After this there is a filter on Variance to filter only some opening. If the condition about the trend following and the condition about the volatility are coherent then Sell. Buy parallel
Wersja: Date: Status: Opis:
17 22.11.2017 Not running HeikinAshi3B  Pobierz
16 30.10.2017 Not running HeikinAshi3B  Pobierz
15 30.10.2017 Comp. error HeikinAshi3B  Pobierz
14 01.10.2017 Executed HeikinAshi3B  Pobierz
13 12.09.2017 Not running HeikinAshi3B  Pobierz
12 02.09.2017 Executed HeikinAshi3B  Pobierz
11 25.08.2017 Not running HeikinAshi3B  Pobierz
10 01.08.2017 Executed HeikinAshi3B  Pobierz
9 01.08.2017 Not running HeikinAshi3B  Pobierz
8 01.08.2017 Not running HeikinAshi3B  Pobierz
7 31.07.2017 Not running HeikinAshi3B  Pobierz
6 05.07.2017 Executed HeikinAshi3B  Pobierz
5 21.06.2017 Not running HeikinAshi3B  Pobierz
4 21.06.2017 Not running HeikinAshi3B  Pobierz
3 20.04.2017 Not running HeikinAshi3B  Pobierz
2 25.01.2017 Not running HeikinAshi3B  Pobierz
1 06.01.2017 Executed HeikinAshi3B  Pobierz
Durden avatar
Durden 7 Mar

The strategy is built with the intent to have a trend-following strategy with a volatility filter. Money Management and TP setting are coherent with the contest objective not so indicated for trading.
The strategy have a filter on USD/JPY with a 1H TF. If the HA lines open shifted of one candle and is greater than HA close line and if HA lines open is greater than HA line close then the dynamics is considered in trend.
After this there is a filter on Variance to filter only some opening. If the condition about the trend following and the condition about the volatility are coherent then Sell.

Durden avatar
Durden 26 Kwi

The strategy is not opening the trade and in backtest it is profitable, so maybe the dukascopy team should evaluate this in result. 

lubZostaw komentarz


Zmiany zostały dodane

(example: 1.1, beta, alpha)