VTrend3_5_3_SMA

VTrend3_5_3 is a swing trading strategy, which performs best on trending pairs with long (500+ pips) swings. Input parameters: defaultInstrument : GBP/JPY - Instrument defaultTradeAmount : 3.0 - Trade amount in millions defaultSlippage : 10 - Slippage in pips defaultStopLoss : 133 - Stop loss in pips defaultTakeProfit : 990 - Take profit in pips defaultPeriod : H1 - Time period maxSpread : 10.0 - Max spread in pips entryHour1 : 0 - Entry hour #1 (GMT) entryHour2 : 1 - Entry hour #2 (GMT) maPeriod : 5 - Time period of daily simple moving average (SMA) Trading logic: Starts execution in onCandle. Continues only if last (bid) candle period equals defaultPeriod and instrument equals defaultInstrument. Calculates day of week and continues only if it is not equal to 1 (Sunday) and 7 (Saturday). Calculates spread and continues only if spread is lower or equal than maxSpread. Updates currentDay and currentHour variables. Continues if currentHour is equal to entryHour1 and currentDay is not equal to day1. Also continues if currentHour is equal to entryHour2 and currentDay is not equal to day2. Closes open position, if there is one. Calculates amount: amount = min(Equity/20000.0, defaultTradeAmount). Calculates ema0 (SMA(maPeriod) for two days back) and ema1 (SMA(maPeriod) for one day back). If ema0 is lower than or equal to ema1 then opens long position with defaultInstrument, amount, defaultSlippage, defaultStopLoss, defaultTakeProfit. If ema0 is greater than ema1 then opens short position with defaultInstrument, amount, defaultSlippage, defaultStopLoss, defaultTakeProfit. Continues only if order submit was ok. If currentHour equals entryHour1 it sets day1 variable to value of currentDay and returns. If currentHour equals entryHour2 it sets day2 variable to value of currentDay and returns.
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1 27.09.2014 Executed VTrend3_5_3_SMA  Pobierz
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