Gap trading Catcher V2

Gap trading Catcher V2

Hi all,

This is a modification to Gap trading Catcher.

It uses Mid-level day indicator and Williams’ 3 bar trailing stop.

Tested on AEX25, 2 minutes timeframe, 200k backtest, spread 0.1

Optimised p1 and p2 in range 1 to 7

Exit positions are made with the help of the Williams 3 bars trailing stop indicator found here:

If criteria are met it enters 9u am. Keeps positions overnight but closes at Friday 22u pm.

The strategy takes a while to load.

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Risk disclosure:

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.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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  1. Nicolas • 11/13/2017 #

    Hi Paul, thank you for your code. There are not so many trading strategies for AEX25 around here 🙂
    The strategy takes a while to load because of all these unnecessary FOR/NEXT loops in your code, this could be optimized to a few lines and increase the speed of calculation.

  2. mrripley99 • 11/13/2017 #

    First impressions, looks great, backtests well across a number of markets, great on nikei. Only seems to take long trades, can’t see why?

  3. Paul • 11/13/2017 #

    thnx nicolas, will take that advise and see if I can improve the speed.
    mrripley99, set countofshortshares < 0 to 1. It can do both long and short same time, or do it separately.

  4. BiggestNoob • 11/13/2017 #

    Hi Paul, Thank you for your code. I have tested it on several pairs and noticed that it never opens short positions although there is code for it?

  5. ProContra • 11/13/2017 #

    It seems that after publishing it started drawdown.

  6. Kris75 • 11/13/2017 #

    Seems great but what would be the code for a stock ?

  7. oakenstream • 11/13/2017 #

    Paul, what is the best way in your opinion to know if I have over optimized?

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