For example USD index, we have a breakout of the 20 EMA, with two other candles over/under the EMA after the breakout, including the second one in the direction of the breakout.
If the breakout is long, we buy USDNOK, USDSEK and USDCHF and sell GBPUSD, EURUSD. Same lot size.
Otherwise the contrary.
Close on the opposite breakout (without the two candle rules).
Source : A Profitable Basket Strategy - Dukascopy Community