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fschmitzsc

HFT Scalping Idea based on Volatility Arbitrage.

U.S. Dollar / Japanese Yen (FX:USDJPY)  
fschmitzsc  
FX:USDJPY   U.S. Dollar / Japanese Yen
HFT scalping fx Forex meanreversion
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hft scalping fx forex meanreversion
Entry when volatility is outside of 2 std deviations of 20 min bars, exit when price reaches mid bollinger band,
set the stop to be about equal to the number of pips in the lower or upper VolArb indicator .
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