We plan to release a strategy that combines grid trading + trend picking + scalping.
We are currently applying for Gogojan, so we expect to be released in mid-February.
This strategy is quite a self-confidence among the strategies I have released so far ^^.
The name is "CycleGridNanpinScal".
As the name implies, it is a strategy that combines grid trading, trending nanping, and scalping aimed at profits of around XNUMX pips.
You can trade in any currency pair (EURUSD default, but only for currencies with narrow spreads).
If you do not misread the market direction (fundamentals),
Developed as a strategy that is hard to lose.
The ordering image is as follows.
◎ Image of ordering (EURUSD, fundamentals for "sell", hedging for "buy", trend picking at XNUMX pips intervals)
First, using the technical, both the fundamentals and the hedging side enter the first position at the timing when the trend occurs (the basic lot is XNUMX for the fundamentals and XNUMX for the hedging side). This is no different from a regular scalping strategy.
Next, as the market progresses, if the market price is reversed in the direction opposite to the first position built on the fundamentals side, the second position, the third position, ... Build nanping positions at intervals of pips apart (XNUMX for the basic lot, XNUMX default for the maximum nanping position).
However, unlike normal nanping, even if you go backwards, you will not immediately nanpin,
After a while, the improvement has been made to build a nanping position only after a fundamental trend has occurred again.
* No hedging on the hedging side.
For take profit,
For each position (including the nanping position)
We execute scalping trade aiming for profit of about XNUMX pips.
However, since a smart trailing stop is implemented,
It is designed to increase profits if you can catch the trend.
For the loss cut,
・ No loss cut setting on the fundamentals side (can be set)
-The hedging side sets the maximum loss cut pips (default XNUMX pips)
(It is a feature of grid trading that no loss cut is set on the fundamentals side.)
However, there is a case where smart loss cut is carried out by the strategy
(Even when a trend was detected and entry was made, but the internal logic determined that the assumed market price was fake, the team withdrew with a loss of several pips).
Set the following as an overview of the setting parameters.
1.05. The price range of the corresponding currency (for example, 1.15 to XNUMX in terms of the current EURUSD).
XNUMX. Fundamentals and hedges of the relevant currency (for example, in EURUSD today, fundamentals are "sell" and hedges are "buy").
The back test is as follows.
◎ Back Test (EURUSD, 2015 / 01-2015 / 12, "Sell" Fundamentals, "Buy" Hedged, $ 1.15-1.05, Trend Nampin at XNUMX pips intervals)
For a strategy to change parameters according to the market situation, it is important to use the past one year's worth of historical data and repeat the operation of backtest optimization, and I think it is easy to generate profits.
Also, since the entry is determined by the opening price, there is no problem in backtest optimization using the opening price.
Please note that it takes a considerable amount of time to perform a backtest using all TICKs because some internal logic has heavy processing.
Operating in multiple currencies is also recommended over operating in a single currency, as it will also diversify drawdown risks.