Multiple Day Up/Down Strategy

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Multiple Day Up/Down Strategy

Postby Apprentice » Wed Apr 11, 2012 2:18 am

Multiple Day Up_Down  Strategy.png


I guess this is a scalping strategy.

Long
Close > Long MA
Close < Short MA on entry day
Out of N past days, at least M days had lower closes
Close Long
Close > Short MA

Short
Use the inverse logic.
Multiple Day Up_Down Strategy.lua
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Apprentice
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Re: Multiple Day Up/Down Strategy

Postby Apprentice » Sat Jan 27, 2018 5:52 am

The strategy was revised and updated.
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