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HPotter
2020年2月18日午前5時17分

Combo Backtest 123 Reversal & DiNapoli Detrended Oscillator 

E-mini S&P 500 FuturesCME

詳細

This is combo strategies for get a cumulative signal.

First strategy
This System was created from the Book "How I Tripled My Money In The
Futures Market" by Ulf Jensen, Page 183. This is reverse type of strategies.
The strategy buys at market, if close price is higher than the previous close
during 2 days and the meaning of 9-days Stochastic Slow Oscillator is lower than 50.
The strategy sells at market, if close price is lower than the previous close price
during 2 days and the meaning of 9-days Stochastic Fast Oscillator is higher than 50.

Second strategy
DiNapoli Detrended Oscillator Strategy

WARNING:
- For purpose educate only
- This script to change bars colors.
コメント
ICEKI
Appreciated HPotter your time and efforts for writing the algo for us so far in the markets!
HPotter
@ICEKI, Thank you.
詳細