Discussing the CAC40 Tuesday long strategy

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  • #217659 quote
    ProRealAlgos
    Participant
    Junior

    Why not take the opportunity of the French national day to publish a strategy for CAC40?

    It’s a simple strategy for CAC40 running on the 30 minute timeframe with only three conditions.  

    The strategy will be published here once it’s approved by ProRealCode: https://www.prorealcode.com/?p=217658

    I’m creating this thread to see if we can together make it even better.

    It doesn’t trade very often but seems like a reliable swing trading edge. It was developed more than a year ago so it has performed OOS too.

    timeframe(daily, updateonclose)
    entrycondition1 = close < average[65](close)
     
    TimeFrame(default)
    entrydaytime = dayofweek = 2 and time = 090000
    exitdaytime = dayofweek = 3 and time = 173000
    
    entrycondition2 = dlow(0) > dlow(1) or dhigh(0) > dhigh(1)
    
    if entrydaytime and entrycondition1 and entrycondition2 and not onmarket then
    buy 1 contract at market
    set stop %loss 2
    endif
    
    if exitdaytime then
    sell at market
    endif
    cac.png cac.png
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Discussing the CAC40 Tuesday long strategy


ProOrder: Automated Strategies & Backtesting

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 07/14/2023
Status: Active
Attachments: 1 files
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