Analysis of the "Quantum Super" Strategy
Ideal for Non-HFT Funding and Personal Accounts
1. Trading Functionality and Logic:
- Assets and Time:
- The strategy is specifically designed for gold.
- It uses multiple indicators and timeframes (LinReg, ATR, ROC, Highest, Lowest) with adjustable parameters.
- Entry Signals:
- Long Entry: Based on the crossing of a linear regression and a comparison of ATR values.
- Short Entry: Based on ROC value crossings.
- Stop Entries: The strategy uses stop orders to enter the market.
- Exit Management:
- Stop Loss and Profit Target: Adjustable SL and PT levels are defined for each entry (long and short).
- Trailing Stop: Implements trailing stops based on ATR, with adjustable coefficients and configurable activation.
- Signal Exits: Long and short exit signals are included, although the conditions of these signals are not defined.
- Additional Exit Options: The strategy includes options to exit at the end of the day, at the end of the week (Friday), and within a specific time range.
- Money Management:
- Uses a fixed lot size (mmLots) and a multiplier (mmMultiplier).
- Allows defining an initial capital (InitialCapital).
- Trading Options:
- Includes options to not trade on weekends.
- Limits the maximum distance from the market price.
- Limits the maximum number of trades per day.
- Sets minimum and maximum limits for SL and PT.
- Allows to set an expiration time for the orders.
- Error Handling and Logging:
- Includes basic error handling (e.g., bar data availability check).
- Implements a detailed logging system (sqVerboseMode).
- Includes a system for cleaning global variables.