Formulas for inverting the position in trend contrarian strategy

In the current section I suggest another portion of mathematical formulas. Earlier models were discussed, which define the conditions of a strategy to reverse the position of the player who is following the trend and remains constantly in the market. Currently I present similar formulas for anti-trend strategy, sometimes called contrary.

The basic assumptions of the strategy remain unchanged - the position is reversed by simultaneous execution of orders closing the present one and opening of a new one at the same level. This level is set at a predetermined distance from the Open exchange rate at a given time interval, and the distance is a parameter strategy. What is the difference is a reversal - now this is done on the basis of price limit orders.

Let us recall briefly: the change from short to long position occurs when the rate exceeds a certain distance above the Open exchange rate. A long to short - when it drops below the desired level. At these levels, therefore, awaiting are the orders TakeProfit, together with SellLimit or BuyLimit respectively.

Just like previously models are formulated in a conditional expression. As usual, the symbol n is the index of the current interval. Of course, the value of the index n-1 represents the position at the end of the preceding interval.

As you can see, at first glance, the design of these models is a similar, and you can even say - complementary to those of the trend following strategy.