We try to use the trading system Intraday Volatility Breakout on Saipem, bars 120min.
Suppose you want to simulate the trading range just after days with less than the previous day:
- compression_NR then set the field to 1.
Assume also enter intraday these conditions:
- long time if the closure of the bar exceeds 1% open daily
- short time if the closure of the bar down the opening of 1 .5% gioraliera
Suppose you want to exit end of the day: the input mask of the trading system will look like in the picture above.
Results backtestings to find them on the last two years instead of below.
If you look at equity line, you will notice how the system over the past two years has limited gains in the first 8 months, gives its best in the 8 months and ... retain earnings from June 2009 to date: in practice it at home with a market "nervous", but does not lose in different scenarios.
Suppose you want to simulate the trading range just after days with less than the previous day: - compression_NR then set the field to 1.
Assume also enter intraday these conditions:
- long time if the closure of the bar exceeds 1% open daily
- short time if the closure of the bar down the opening of 1 .5% gioraliera
Suppose you want to exit end of the day: the input mask of the trading system will look like in the picture above.
Results backtestings to find them on the last two years instead of below.
If you look at equity line, you will notice how the system over the past two years has limited gains in the first 8 months, gives its best in the 8 months and ... retain earnings from June 2009 to date: in practice it at home with a market "nervous", but does not lose in different scenarios.
But how do you know when the scenario is that right? Simple .... not done. The system must be established and possibly more on a basket of securities suit.
Want to find out what happens if you change the input parameters, or if you change the time-frame or how it works on other titles?
Do download the demo version for Visual Trader and do not forget to download the ebook on!
Want to find out what happens if you change the input parameters, or if you change the time-frame or how it works on other titles?
Do download the demo version for Visual Trader and do not forget to download the ebook on!
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