Brent Bigshort strategy rare event but higtly profitable

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    Yannick
    Participant
    Veteran

    Hi

    I was working on ichimoku strategies and find this configuration very interesting.

    At every stock crash and financial crisis, the brent goes for a “big short strategy” every 7 years with -50% or minor correction and sometimes for

    This configuration can be detected by trend following system ichimoku cloud and ADX.

    I just worked on selling the first oscillation of the stochastic.

    If someone have different ideas to profit from this massive correction?

    Unfortunately brent might but bullish for the next years but a correction is possible afterwards

    // Définition des paramètres du code
    DEFPARAM CumulateOrders = True // Cumul des positions désactivé
    Tenkansen = (highest[9](high)+lowest[9](low))/2
    Kijunsen = (highest[26](high)+lowest[26](low))/2
    SenkouSpanA = (Tenkansen[26]+Kijunsen[26])/2
    SenkouSpanB = (highest[52](high[26])+lowest[52](low[26]))/2
    STOK=Stochastic[14,5](close)
    STOD=Average[5](Stochastic[5,3](close))
    //STOK=Stochastic[5,3](close)
    //STOD=Average[3](Stochastic[5,3](close))
    
    myADX=ADX[14]
    ADXtrend=myADX>23
    
    // Conditions pour ouvrir une position acheteuse
    //oversold = STOK CROSSES OVER STOD
    //buycloud=open > SenkouSpanA or open > SenkouSpanB and Tenkansen > Kijunsen
    
    //IF oversold and buycloud and ADXtrend THEN
    //BUY 1 CONTRACT AT MARKET
    //ENDIF
    
    
    //if longonmarket and STOK CROSSES UNDER STOD then
    //sell 1 contract at market
    //Endif
    
    
    // Conditions pour ouvrir une position en vente à découvert
    overbought = STOK crosses under STOD
    sellcloud = open < SenkouSpanA or open < SenkouSpanB and Tenkansen < Kijunsen
    IF overbought and sellcloud and ADXtrend THEN
    SELLSHORT 1 CONTRACT AT MARKET
    ENDIF
    
    if shortonmarket and STOK CROSSES over STOD then
    exitshort 1 contract at market
    Endif
    
    // Stops et objectifs
    set stop %loss 2
    //set target %profit 3
    Brent-big-short-strategie.png Brent-big-short-strategie.png
    #12506 quote
    Nicolas
    Keymaster
    Master

    Thanks for sharing. It’s very long term investment and it’s always easier to catch big trends afterwards while viewing history.
    But, because trend in Brent oil seemed to persist for long time, maybe some classical strategies could be adapted easily to it, in shorter timeframe..

    The first thing that comes to me, is a mean reversal strategy made of RSI 2 periods with trades filtered in the same trend. You can find some examples in the forums and Library.

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Brent Bigshort strategy rare event but higtly profitable


General Trading: Market Analysis & Manual Trading

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Yannick @yannick Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by Nicolas
9 years, 5 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 08/28/2016
Status: Active
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