Big Ben Strategy - optimised

The Big Ben Strategy is a well-known strategy for trading the London break-out on GBP/USD. It relies on setting bracket trades at both extremes of either the day's initial trading range, or the over-night Asian trading session's range - a buy at the high and a sell at the low. The orders are usually OCO, so that one cancels the other - if the buy is triggered first, the sell is cancelled automatically, and vice versa.

I've been back-testing and am now trialling a couple of variations which...

Big Ben Strategy - optimised

* This article was originally published here