Trading Sessions Filter + Keltner and Parabolic SAR Grid (Made with AlgoBuilderX)

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This cBot is an example, made for demonstration purposes using AlgoBuilderX and works only on demo accounts.

Strategy: This strategy, which has a filter for deciding which market session to trade in (London-New York-Sydney) uses Keltner Channels and Parabolic Sar indicators, uses Grid Strategy as position management.

Buy trigger: when price breaks the bottom of the Keltner Channels and the Parabolic Sar is below the candle.

Sell trigger: when price breaks the top of the Keltner Channels and Parabolic Sars are above the candlestick.

Parameters:

Backtest example:

AlgoBuilderX Project:

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You will be able to import it into the AlgoBuilderX workspace, view it, edit it, or export it.

Important Note:
This cBot is a demonstration example created with AlgoBuilderX and is not optimized for live use. It is designed to illustrate the functionality of AlgoBuilderX and serve as a starting point for creating custom strategies. It is recommended that you carefully test and optimize any strategy before implementing it on a real trading account.