Breakout Strategy (Another Kevin Davey idea)

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  • #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 KD-Breakout.png TEST-KD_Breakout-NDQ-15m-v1.6.itf
    #175929 quote
    robertogozzi
    Moderator
    Master

    Thank you for sharing samsampop.

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

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Breakout Strategy (Another Kevin Davey idea)


ProOrder: Automated Strategies & Backtesting

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This topic contains 1 reply,
has 2 voices, and was last updated by robertogozzi
4 years, 6 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/22/2021
Status: Active
Attachments: 2 files
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