Breakout Strategy (Another Kevin Davey idea)

deletedaccount051022 · 2021-08-22T16:03:55+00:00

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.

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08/22/2021 at 5:03 PM #175925 quote

deletedaccount051022
Participant

New

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.

PLermite, Midlanddave, Nicolas, eckaw and FritzAlgo thanked this post

KD-Breakout.png TEST-KD_Breakout-NDQ-15m-v1.6.itf

08/22/2021 at 5:28 PM #175929 quote

robertogozzi
Moderator

Legend

Thank you for sharing samsampop.

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