Interested about the economic theory. I'm not an elliot fan but this idea rather match a 5th wave !
You can automate this quite easily over hundreds of stocks if needed. However as Bob said slippage should destroy all your expected profit....
If you know what's going to gap before 9:28 you can use market on open order, the fills are pretty good. And you can find your gappers with...
Thanks for the additional information Kevin, I'll have a look at his research again.
Lots of books out there... You can read all of Brett Steenbarger and Mark Douglas work. Non trading related, "The power of habits" is a...
Not for the faint hearted :) https://www.cfm.fr/en/publications.php
You just need to duplicate your ticker and to run a backtest on the portfolio like this: if (name() == ticker_meanreversion) {your mean...
Understood, thanks for your detailed answer.
Thanks for your reply. I've added the axis (Paris time) and used an other format so I hope it will be better ! I do understand the...
Wow, quick reply thanks ! All the shadows are hurting my eyes too but the white (or green if you want :) ) seemed legit, that's why I'm asking....
Hi Mark, I'm working through this very good thread. If that's OK for you I'd like to submit few charts for your analysis. Here is one...
Be aware of data snooping bias, you don't know the real band's value until the bar closes. By the way this is 2 lines of code to backtest with...
Yes and you only have 1 year of historical data.
In OHLC bars only the C is correct...
And I'm in Europe ! Was teaching students in a business school this morning ;)
Same here... trying to connect for 15min now... what's going on ?
Thanks for the very informative post. I'm testing similar opening strategies (automated) and achieved a 0.3% average trade after commissions in...
Hi Rol, thanks for your thread. I've been following you for the past few weeks and really enjoyed your comments even if it was not the easiest...
Not sure if the risk managers, product controllers, middle offices, back offices and the other 100 people in charge of risk control in banks are...
This guy revenge traded too much.... you should respect your daily stop loss :D
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