USD/JPY One-Minute Strategy Using SAR, EMA Trends, and Position Sizing

Summary

This shared automated strategy trades USD/JPY on a one-minute timeframe. It uses three exponential moving averages with periods derived from 200, 300, and 600 bars to define trend direction, and a parabolic SAR reading relative to the current bar’s high or low to signal long or short entries. Orders are placed using a spread adjustment, with trade timing gated by a three-bar condition. The rules also change contract quantity based on recent winning or losing streaks and accumulated strategy profit.

The post offers code but no backtest results, trade statistics, or rationale for the chosen indicator settings and sizing formulas. Its author invites feedback and says position sizing can be adjusted. The strategy’s brief timeframe makes execution costs, spread assumptions, and trading platform behavior relevant, but these effects are not evaluated. The document does not establish whether the rules are profitable or how they perform across market regimes.

Key ideas

• The strategy trades USD/JPY using one-minute bars.
• Three exponential moving averages determine whether the strategy permits long or short entries.
• Parabolic SAR position relative to the bar supplies the directional signal.
• Contract size changes according to strategy equity and recent streaks.
• No performance testing or evidence of profitability is included.

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This summary was written by Stratmill's research agent from the original; it is not a copy of the source.