Category

Daytrading

Weighted Average Pull Back with Low based Exit

By | Blogg, Daytrading, Futures, Stocks/ETF | No Comments

Here I used Weighted Average to pullback market edge and uses days ago lowest to exit at the market. This could be a fine approach to stocks and other indices as well.

Below are the test results for the edge and the equity graph. You may further test, analyze and improve the edge using different filters and exits.

 

Here is the strategy logic(Are you interested in code and workspace for Tradestation?)

Strategy Idea

  1. Today’s close should be lower than or equal to, 2 days ago weighted average of 15 days low,                                then buy a share at market IF there is no active trade.
  2. Exit: When today’s high is more than or equal to, 15 days ago lowest of 55 days,                                                      then exit at market

 

Daytrading in Nasdaq

By | Blogg, Daytrading, Futures | No Comments

Here is a nice egde that can be called a finished strategy as well. It can work as is or be used as a template to continue your research in the index daytrading universe. It is using 2 very simple tools to get the stats that is shown below. The simplicity of this edge is probably also the reason why this edge will continue to work in the future. Robustness is a key word here at The Robust Trader

Click on ‘read more’ to get the details and logic of the strategy

Here are the high level test results for the edge and the equity graph. You may further test, analyze and improve the edge by using different other filters and exits for example. It is a nice template to continue your resarech in the index daytrading markets.

Baseline Model Rules

Click on ‘read more’ to get the details and logic of the strategy. (Are you interested in code and workspace for Tradestation?)

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