CSR STRATEGY

• 06/11/2017 at 10:05 AM #38031
  pitupitu

  Thank you Petrus!!

  

  pitupitu

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

  Thank you Petrus, what about short version?

  Thanks

  Ale

  

  ALE

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

  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.

  

  Pere

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

  Yes agree..

   

  

  ALE

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

  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

  

  Svinninge

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

  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

  

  ALE

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  09/02/2017 at 6:50 AM #45201
  rejo007

  anybody have test this strategy in live? results?

  thanks

  

  rejo007

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