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.
