CSR STRATEGY

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06/11/2017 at 10:05 AM #38031 quote

pitupitu
Participant

Junior

Thank you Petrus!!

06/11/2017 at 8:41 PM #38083 quote

ALE
Moderator

Master

Thank you Petrus, what about short version?

Thanks

Ale

06/12/2017 at 7:01 AM #38092 quote

Pere
Participant

Veteran

Hi Alec.

As the DAX has normally long trades, the short versión does not have many trades: only 7 trades in 5 years. But I attach hereby the short version optimized. I only optimized a little bit Entry, Exit and TGS, not more.

CRS-SHORT-DAX-Dopt.itf Screen-Shot-06-12-17-at-07.53-AM.png

06/12/2017 at 7:22 AM #38099 quote

ALE
Moderator

Master

Yes agree..

08/28/2017 at 3:20 PM #44769 quote

Svinninge
Participant

Junior

Hi all,

I have a question about implementation of trailing stop and donchian stop.

When the buy or sellshort is executed, the order will take place at open of next bar. The trailing stop and donchian stop will be executed when onmarket at the close of first bar and set at the open of second bar.

So, to me it looks like no stop exist during the first bar, for one day (if the period is daily). Have I understand this correct?

/Per

08/28/2017 at 5:09 PM #44778 quote

ALE
Moderator

Master

Yes It’s correct, because to apply donchian stop it verify “if longonmarket ” or ” if shortonmarket”

To avoid you can put a normal stop, and I can suggest to put a trailing stop with Percentage value, or a value related to ATR.

Regards

Ale

09/02/2017 at 6:50 AM #45201 quote

rejo007
Participant

Senior

anybody have test this strategy in live? results?

thanks
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