mjprater

An intraday trade zone on EURUSD using standard deviation

OANDA:EURUSD   Euro / Dollaro
This is the problem when trying to scalp in low volatility. It feels like the market only moves in one direction then stops. I've done a lot of backtests in Metatrader with this strategy and the results suggest problems trading in low and high volatility markets. The most optimal conditions are above 20% historic volatility percentile and less than 80%. I wish I had access to implied volatility in Metatrader as it is much more forward looking than historic, but I don't. I think for now, I will sit out the currency markets until volatility pops up a bit. Hopefully, more days like today will wake up the market.
current HV percentile:
EUR: 5.95%
AUD: 7.94%
GBP: 21.03% YAY!
CAD 80% woah!, that doesn't seem right
Declinazione di responsabilità

Le informazioni ed i contenuti pubblicati non costituiscono in alcun modo una sollecitazione ad investire o ad operare nei mercati finanziari. Non sono inoltre fornite o supportate da TradingView. Maggiori dettagli nelle Condizioni d'uso.