The FTSE is lying!! intraday trading strategy

The FTSE is lying!! intraday trading strategy

Hi all. I’m new to this website.

I have been live trading the FSTE100 and some forex pairs for about 6 years now and have been trying to automate my strategies to free up my time. I have found this site very useful to get me up and running. So i wanted to give back a little.

So here is my crude attempt at coding one of my very successful inter-day strategy on the ftse. Most of the code is “borrowed”off you guys in one way or another, and the results are a good bit less than i actually got over this time period when i was trading it real time.

Any help on how to improve the code or the strategy would be much appreciated.

 

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No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

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  1. Maz • 05/07/2017 #

    Nice idea thanks for sharing. I think you forgot to simulate spread thought, in the back test? Similar to something I’ve previously worked on – I think it has potential. 
    I’ve opened a forum topic here for discussion
     

  2. Maz • 05/07/2017 #

    https://www.prorealcode.com/topic/ftse-is-lying-strategy-discussion/

  3. Maz • 05/07/2017 #

    Have added a basic framework for further optimization and left some screen shots and source file in the forum topic

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