ftse mib goes up at night Andrea Unger

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  • 04/19/2017 at 1:24 PM #32593 quote
    Francesco78
    Participant
    Master

    Hello everyone.

    I have coded for PRT this strategy that is based on the publicly available informations on Andrea Unger idea which exploits the fact that the FTSE Mib goes up mainly during night hours.

    The idea is simple: buy the index at 5.30 PM and sell it at 9.30 AM.

    In the code I added some filters that were discussed in a webinar by Andrea Unger, basically you buy the index at 5.30PM if the open price at 09.30 is < of the previous close and if the closing price at 5.30 pm is lower than the 2 previus daily lowest.

    Results and code is attached.

    Would be great if you could test it on a longer period

    Let me know what you think!

    Many thanks

    Francesco

    atxeel thanked this post
    andrea_unger_FTSEMIB.itf AU_FTSEMIB.png AU_FTSEMIB.png
    04/19/2017 at 5:00 PM #32647 quote
    GraHal
    Participant
    Master

    Deleted, need to test more! 🙂

    04/19/2017 at 5:05 PM #32648 quote
    Francesco78
    Participant
    Master

    🙂 Was about to reply

    By the way, how do you delete posts? I was not able to do it yesterday in an other discussion..

    Thanks!

    04/19/2017 at 5:06 PM #32649 quote
    Nicolas
    Keymaster
    Master

    You can edit/delete your own post for only 5 minutes after posted it.

    04/19/2017 at 5:07 PM #32650 quote
    Francesco78
    Participant
    Master

    understood, thank you

    04/19/2017 at 9:34 PM #32663 quote
    GraHal
    Participant
    Master

    I’ve added stops and targets (to make me feel a bit safer! :)) and I’ve reduced position size to 0.5 and set it going Live.

    I’ll let you know how I get on.

    GraHal

    04/19/2017 at 9:57 PM #32664 quote
    Francesco78
    Participant
    Master

    Sounds great GraHal! best of luck with that and thanks! I have it Live as well

    05/02/2018 at 1:15 PM #69644 quote
    calefrago
    Participant
    New

    Salve,
    ho scaricato la strategia e ho provato a fare un test ma come risultato da 0, devo cambiare qualche impostazione?

    05/02/2018 at 1:44 PM #69649 quote
    robertogozzi
    Moderator
    Master
    calefrago wrote:

    Salve,

    ho scaricato la strategia e ho provato a fare un test ma come risultato da 0, devo cambiare qualche impostazione?

    Write in English in the english forum, please. Thank you.

    05/07/2018 at 8:13 PM #69970 quote
    calefrago
    Participant
    New

    Hello,

    I downloaded the strategy and I tried to do a test but as a result from 0, do I have to change some settings?

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ftse mib goes up at night Andrea Unger


ProOrder: Automated Strategies & Backtesting

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Francesco78 @francesco78 Participant
Summary

This topic contains 9 replies,
has 5 voices, and was last updated by calefrago
7 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 04/19/2017
Status: Active
Attachments: 2 files
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