Translated with Google.
For this strategy we use three currency pairs: EURJPY, EURUSD,
USDJPY.
To determine the opening and closing of positions using two values:
REF = Average volatility mean of each pair of currencies, calculated
using the last 1000 daily bars;
SCP = Percentage deviation from the initial reference price calculated
every second for each currency pair.
SELL OPEN and CLOSE OTHER POSITIONS:
When SCP of a currency pair is greater than REF, all open positions
are closed and a SELL position is opened with the currency pair which
is greater than REF. The amount used is generally dependent on the
relationship between SCP average of the three currency pairs and SCP
of the currency pair used (average SCP pairs EURJPY, EURUSD, USDJPY /
SCP pair used * equity). All the reference values of the initial
price are updated.
No stop loss. No take profit.
BUY OPEN and CLOSE OTHER POSITIONS:
When SCP of a currency pair is less than -RIF, all open positions are
closed and will open a BUY with the currency pair that is less than
REF. The amount used is generally dependent on the relationship
between SCP average of the three currency pairs and SCP of the
currency pair used (average SCP pairs EURJPY, EURUSD, USDJPY / SCP
pair used * equity). All the reference values of the initial
price are updated.
No stop loss. No take profit.
