Hello everyone 
I have always welcomed trading by simple rules that are not accessible to mathematicians and economists (such as triangular arbitrage, etc.). The simpler the better.
Recently, I often trade on indi НМА14.
I ask the cleverest minds of FF to give advice on filtering inputs (and possibly outputs). The percentage of successful deals is already good, but I would like to improve. The HMA indicator is often mentioned on the forum. But as is the rule in a different context. I am toggling like this:
Entry - HMA (TF H1) changed color and on the candlestick (where the color changed) I place stop pending orders at the edges of the candlestick with a small indent. And then I don't care which way the price goes. I put SL at the level of the opposite order. When one of the orders is triggered, I increase the lot size of the second order (opposite .. which has not yet opened) to compensate for the losses. As a rule, there are no more than 2-3 such repetitions.
Exit - I close orders at the level of the nearest extremum. There the price reaches guaranteed (although it often goes much further).If there is no extremum near, then I go out from the ATR (usually 100% ATR). I also use two rules for filtering: 1. I do not trade inside candles (it is better to place pending orders at the borders of the previous candle or not to trade at all) 2. Be careful when trading large candles (or not to trade or to trade with a reduced volume).
It is necessary: to come up with an additional filter for the entry (to minimize false entries and unnecessary doubling of the lot) and improve (increase) the exit.
Thanks in advance for the clever thoughts
I have always welcomed trading by simple rules that are not accessible to mathematicians and economists (such as triangular arbitrage, etc.). The simpler the better.
Recently, I often trade on indi НМА14.
I ask the cleverest minds of FF to give advice on filtering inputs (and possibly outputs). The percentage of successful deals is already good, but I would like to improve. The HMA indicator is often mentioned on the forum. But as is the rule in a different context. I am toggling like this:
Entry - HMA (TF H1) changed color and on the candlestick (where the color changed) I place stop pending orders at the edges of the candlestick with a small indent. And then I don't care which way the price goes. I put SL at the level of the opposite order. When one of the orders is triggered, I increase the lot size of the second order (opposite .. which has not yet opened) to compensate for the losses. As a rule, there are no more than 2-3 such repetitions.
Exit - I close orders at the level of the nearest extremum. There the price reaches guaranteed (although it often goes much further).If there is no extremum near, then I go out from the ATR (usually 100% ATR). I also use two rules for filtering: 1. I do not trade inside candles (it is better to place pending orders at the borders of the previous candle or not to trade at all) 2. Be careful when trading large candles (or not to trade or to trade with a reduced volume).
It is necessary: to come up with an additional filter for the entry (to minimize false entries and unnecessary doubling of the lot) and improve (increase) the exit.
Thanks in advance for the clever thoughts
