CAC Breakout ported to other markets
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Forums › ProRealTime English forum › ProOrder support › CAC Breakout ported to other markets
Another interesting but buried topic. I’m actually cleaning my subscribed topics and stumbled on this one, so that’s why I’m posting here. I think open range breakout is still of interest of course and this strategy, part of the prorealtime documentation, still deserves investigation.
Now that Walk Forward Analysis is available, did someone tried to use it for the optimization of the 4 variables of the strategy? It should help a lot determining how to proceed with these values in ranging markets. Another topic in my favorite list 🙂
This is the original code: CAC40 Breakout system
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