Strategy_Krypteia_SC201701

Krypteia was an ancient Spartan army composed by the best warriors. The strategy implements some of the most used momentum indicators, forming an aggregate indicator - a Krypteia of momentum indicators. The strategy trades EURJPY from Monday to Friday (it avoids trading on Sundays) based on the Williams Percent Range (WPR), the Stochastic Oscillator (SO) and the Relative Strength Index (RSI). Orders are settled when the aggregate indicator (composed by the 3 indicators) points in one single direction, sell or buy. In order to open a buy order, 3 conditions need to be satisfied: WPR lower than -80, SO lower than 20 and the RSI lower than 25. In order to open a sell order, 3 conditions need to be satisfied: WPR higher than -10, SO higher than 80 and the RSI higher than 75. The strategy contains a few blocks that only allows orders to get settled if a certain hourly gap among subsequent orders is accomplished. In this case, orders are settled only when there is gap higher than 6 hours between the current time and the previous order close time - for this purpose, when the strategy starts there is first order with an amount of 0.001 million, that after being closed will provide data feed to start calculating the gap in hours between consecutive orders. Orders have the following default assigns: take profit 6 pips; stop loss 200 pips; trade amount 9 million. Default trading period is 5 minutes and the strategy only allows one order settled at each time. On January 19th, ECB will held its meeting, for that reason the strategy will shift its way of trading. It will trade solely on the RSI with a different period, 1-hour. It opens a buy order if the RSI is lower than 25 and a sell order if the RSI is higher than 75.
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3 06.02.2017 Executed Strategy_Krypteia_SC201701  ダウンロード
2 10.01.2017 Comp. error Strategy_Krypteia_SC201701  ダウンロード
1 31.12.2016 Comp. error Strategy_Krypteia_SC201701  ダウンロード
fx_lmcap avatar
fx_lmcap 2017年01月10日

Strategy update: The strategy has been updated. The new version contains a few features that are different from the ones committed with the fist version. In this new version, orders are settled when the aggregate indicator (composed by the 3 indicators) points in one single direction, sell or buy. In order to open a buy order, 3 conditions need to be satisfied: WPR lower than -80, SO lower than 20 and the RSI lower than 23. In order to open a sell order, 3 conditions need to be satisfied: WPR higher than -10, SO higher than 80 and the RSI higher than 77.

fx_lmcap avatar
fx_lmcap 2017年01月10日

Strategy update (continuation): Default trading period is 1 minute. The gap between consecutive orders has been decreased from 6 to 3 hours (between the current time and the previous order close time). The trade amount has been raised from 9 to 99 million, it means that this new version trades in “all in” mode. All the other features remain unchanged.

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