This is a first test after the trading system parameters optimization. The idea is to operate when the level of volatility is not too high but not too low either and when the average KAMA is substantially flat because we do not want the trade to be influenced by any primary trend. This trading system tries to operate when the market is quiet, with average volatility and outside of strong trends that may adversely affect the operation.
At the moment we have 3 good trades and one open trade that is not going well but not yet closed at loss.