Box breakout order customization example

Box breakout orderIt is,

Just because I broke out the box (default: 9: 00-15: 00 Japan time)

Instead of taking a position right away, with the aim of reducing teasing,

Entries are filtered using OsMA and ADX Technical.

In that case, the parameter that is the point of customization is

MACDBound (Threshold of OsMA), periodADX (ADX period), upperADX (Upper limit of ADX).

The back test for the default (filter setting is tight) is as follows.

・ EURUSD (2012 / 1-2014 / 12)

15 minute, MACDBound = 3, periodADX = 9, upperADX = 50

Next, the back test when customized (loose filter setting) is as follows.

・ EURUSD (2012 / 1-2014 / 12)

15 minute, MACDBound = 1, periodADX = 14, upperADX = 50

In addition, this product is regularly back-tested, forward-tested parameters that can be used in trial and error,

I think it is effective to establish and operate my own box breakout rules that match the current market price.

Translate »