Breakout Strategy (Another Kevin Davey idea)

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  • #175925

    Hello,

    Here is another of Kevin Daveys strategies, this one being a Breakout strategy.  I have converted the idea from a Daily to a 15 min. time frame.

    It is still very much work in progress.  It really needs some sort of entry filter to reduce overall losses and drawdown, and improve the gain/loss ratio to start with.  And reduce time in market as a result.

    A neat little idea and as always would welcome anybodys input to improving it.  See notes in the actual code for what has been tested thus far.

    NASDAQ

    15m

    Spread 2

    Timezone EU

     

    Thank you and hope you enjoy.

    4 users thanked author for this post.
    #175929

    Thank you for sharing samsampop.

    Good job, new ideas and codes are highly welcome and beneficial to anyone.

     

Viewing 2 posts - 1 through 2 (of 2 total)

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