VScalp3_4_February2017

Description: VScalp3_4_February2017 is a momentum scalping strategy. It opens a long position when CCI(14) closes above 200 and a short position when CCI(14) closes below -200. The strategy opens one position per trading day (Monday to Friday). It may skip one trading day (usually NFP day) per month. It trades only when the spread is lower than or equal to 2 pips. The strategy uses EUR/USD currency pair on 1 Min timeframe. SL is set at 55 pips and TP at 6 pips but the latter is adjusted to 15 pips on a drawdown of $50K or more. Trade amount is calculated as follows: amount = Equity / 10000 / LastBidCandle.CandleOpen * 50 / defaultStopLoss - 0.1. The strategy validates margin before the weekend leverage comes into force and closes a position if necessary. Input parameters: Name Value Description defaultInstrument EUR/USD Instrument defaultSlippage 2 Slippage (pips) defaultStopLoss 55 Stop loss (pips) defaultTakeProfit 6 Take profit (pips) defaultPeriod 1 Min Time period startDay 2 Week day to start trading endDay 6 Week day to end trading daySkip 0 Month day to skip trading startHour 10 Hour to start trading (GMT) endHour 16 Hour to end trading (GMT) maxSpread 2 Maximum spread (pips) cciValuePlus 200 LONG position condition cciValueMinus -200 SHORT position condition adjustProfitLoss -50000 P/L required to adjust take profit adjustTakeProfit 15 Adjusted take profit (pips) lastEquity 100000 Equity level before the last trade
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2 22.02.2017 Executed VScalp3_4_February2017  ダウンロード
1 01.02.2017 Executed VScalp3_4_February2017  ダウンロード
FX_Riper avatar
FX_Riper 2017年02月09日

Nice thinking Al ....

al_dcdemo avatar
al_dcdemo 2017年02月11日

Thanks! Aim to improve it still.

al_dcdemo avatar
al_dcdemo 2017年02月22日

Updated lastEquity parameter to 225956.16, after the strategy stopped overnight. The parameter must reflect the current equity level on the restart.

killer195175 avatar
killer195175 2017年02月22日

A very fine strategy my friend. I appreciate the work.

al_dcdemo avatar
al_dcdemo 2017年02月23日

Thanks a lot!

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