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Техническое задание
Rupture strategy
Forex: EUR/USD
When the strategy starts:
Each 0,00015 price movement
Criteria A – Defining movement size
Price must move Y x ATR(7) 5’.
Example:
ATR = 0,0007
Y = 2
Price movement (upwards or downwards) = 0,00140
Criteria B – Defining top and bottom
After movement of criteria A.
If the movement is upwards when the criteria “A” is filled, if there is a minimum pullback of “R” x ATR(7) 5’, than the maximum price achieved is the TOP.
If the movement is downwards when the criteria “A” is filled, if there is a minimum pullback of “R” x ATR(7) 5’, than the minimum price achieved is the BOTTOM.
Example:
Price achieve 1,13340 downwards, and have a pulback to 1,13380
ATR = 0,0007
R = 0,4
Pullbcak = 1,13380 – 1,13340 = 0,0004 which is bigger than 0,4 x 0,0007
Criteria C – Indicator evaluation
C1 – ATR (7) 5’ >= “Z” – For example Z = 0,00035
C2 – ATR (7) 1’ > “W” x ATR (7) 5’ – For example W = 0,35
STEP D – Order
Place the order at TOP or BOTTOM – Defined by criteria A and B
SG = “G” * ATR – For example: G = 0,125 – SG = 0,125x0,0007 = 0,00008
SL = “X” x SG – Following the example: If “X” = 3 – SL = 0,00024
All parameters must be able to be modified to optimize the strategy.
Other imputs: Lote size
Maximum spread: 6
