Dear All,

Here is a simple strategy, a slight improvement of my “End of Day USD/JPY“.

The timeframe is M15.

The strategy is so simple that it doesn’t need explanations (see in the code).

You can adapt the parameters, so that you can use it on USD/JPY (the best), AUD/JPY, EUR/JPY, GBP/JPY.

Regards,

// END OF DAY  -  YEN
// www.doctrading.fr

Defparam cumulateorders = false

// TAILLE DES POSITIONS
n = 1

// PARAMETRES 
// high ratio = few positions
// AUD/JPY : ratio = 0.5 / SL = 0.8 / TP = 1.2 / Period = 12
// EUR/JPY : ratio = 0.6 / SL = 1 / TP = 0.8 / Period = 8
// GBP/JPY : ratio = 0.5 / SL = 0.6 / TP = 1 / Period = 8
// USD/JPY : ratio = 0.5 / SL = 1 / TP = 0.8 / Period = 12

ratio = 0.5

// HORAIRES
startTime = 210000
endTime = 231500
exitLongTime = 210000
exitShortTime = 80000

// STOP LOSS & TAKE PROFIT (%)
SL = 1
TP = 0.8

Period = 12

// BOUGIE REFERENCE à StartTime
if time = startTime THEN
amplitude = highest[Period](high) - lowest[Period](low)
ouverture = close
endif

// LONGS & SHORTS : every day except Fridays
// entre StartTime et EndTime
if time >= startTime and time <= endTime and dayOfWeek <> 5 then
buy n shares at ouverture - amplitude*ratio limit
sellshort n shares at ouverture + amplitude*ratio limit
endif

// Stop Loss & Take Profit
set stop %loss SL
set target %profit TP

// Exit Time
if time = exitLongTime then
sell at market
endif
if time = exitShortTime then
exitshort at market
endif