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🧠 Strategy Overview
This is a scalping strategy designed for the GBP/JPY 5-minute chart, based on short-term trend-following logic with multiple technical indicators and strong risk management.
🔍 Technical Indicators Used
- RSI (Relative Strength Index) – for momentum filtering.
- SMA (Simple Moving Average) – for crossover signals and trend direction.
- EMA 200 – long-term trend confirmation.
- ATR (Average True Range) – for volatility assessment and SL/TP sizing.
- Bollinger Bands – for confirming market expansion or compression.
✅ Trade Conditions
📈 Buy Entry
- SMA slope is rising (
smaNow > smaPrev
). - Price crosses SMA from below (bullish crossover).
- Scoring filter (3 or more of the following must be true):
- RSI between 40 and 65
- SMA increasing
- ATR above minimum threshold
- Price above EMA200
- Price above Bollinger Band main line
📉 Sell Entry
- Opposite of buy: falling SMA, bearish crossover, etc.
Other entry filters:
- Max spread must not be exceeded
- ATR must exceed 1.2 pips (for volatility confirmation)
- Not late Friday or during high-impact news (future API support planned)
- Stops trading after N consecutive losses
- Limits max open trades
⚙️ Trade Execution
- Stop Loss (SL) is based on
ATR * 1.5
- Take Profit (TP) uses either a fixed risk-reward ratio or minimum TP in pips
- Volume is calculated dynamically using account balance and risk percent per trade
📈 Position Management
- Break-even: SL moved to entry price when price reaches trigger level
- Trailing Stop: SL moves in steps as price progresses beyond a defined distance
- Max Holding Time: Closes trades after a fixed number of minutes
📊 Risk Controls
- Risk per trade is limited to a configurable percentage
- Trades are only placed if volume is above the broker’s minimum
- Tracks and limits consecutive losses
🎯 Summary
This cBot is a robust, rule-based scalping system that combines price action (crossovers), trend analysis, momentum filters, and volatility checks. It also includes dynamic position sizing, automated risk management, and protective trade lifecycle handling.
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