FTSE Italian index MIB goes on at night

Category: Strategies By: gianlox Created: April 15, 2016, 3:26 PM
April 15, 2016, 3:26 PM
Strategies
17 Comments

This system is really simple:
if it is 17:30 (closing market) buy at market, sell next day at 9:15 (shortly after it opened) :

// Condizioni per entrata long
IF NOT OnMarket and trading=1 and time=173000THEN
BUY 1 CONTRACTS AT MARKET
ENDIF

// Condizioni per uscire da posizioni long
If LongOnMarket AND time=091500 THEN
SELL 1 CONTRACT AT MARKET
ENDIF

It should be tested with calculated overnight fees though, for a better comparison with real time trades.

Download
Filename: FTSE-MIB-overnight-trading.itf
Downloads: 129
gianlox Senior
Developer by day, aspiring writer by night. Still compiling my bio... Error 404: presentation not found.
Author’s Profile

Comments

Logo Logo
Loading...