ftse mib goes up at night Andrea Unger

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

  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

  1 user thanked author for this post.

  atxeel

  

  Francesco78

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  04/19/2017 at 5:00 PM #32647
  GraHal

  Deleted, need to test more! 🙂

  

  GraHal

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

  🙂 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!

  

  Francesco78

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

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

  

  Nicolas

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

  understood, thank you

  

  Francesco78

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

  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

  

  GraHal

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

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

  

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

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

  

  calefrago

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  05/02/2018 at 1:44 PM #69649
  robertogozzi

  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.

  

  robertogozzi

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

  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?

  

  calefrago

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