Read ONS Sphin + Last 4.par Lookback period (120 bars). [197: Fri 25.03.16 00:05] 39.725 (AUD/JPY::L) Long 102@86.42 Entry stop (AUD/USD::L) Long 0@0.7682 Entry stop (EUR/USD::L) Long 0@1.1344 Entry stop (NZD/CHF::S) Short 38@0.6496 Entry stop (NZD/JPY::S) Short 88@74.44 Entry stop (USD/CHF::S) Short 0@0.9650 Entry stop (USD/JPY::S) Short 0@110.66 Entry stop (USOil::L) Long 1@41.95 Entry stop Copied to Clipboard!
Re: One Night Stand System
[Re: RTG]
#458867 04/04/1600:5504/04/1600:55
(AUD/USD::L) Long 0@0.7738 Entry stop (EUR/USD::L) Long 0@1.1466 Entry stop (NZD/CHF::S) Short 42@0.6461 Entry stop (NZD/JPY::S) Short 96@72.89 Entry stop (USD/JPY::S) Short 0@107.63 Entry stop (USOil::L) Long 1@42.45 Entry stop
No trades taken this week.
Last edited by RTG; 04/16/1604:10.
Re: One Night Stand System
[Re: RTG]
#459058 04/18/1617:5204/18/1617:52
(EUR/USD::L) Long 3@1.1466 Entry stop (USOil::L) Long 2@42.45 Entry stop
Also no trades were entered.
AUD/USD:L and USD/JPY:S would have set up also trades if their OptimalFs were not 0 just like yours. Because I use a "if (OptimalF != 0)" condition before enter command trades with 0 lots are not longer set up.
Re: One Night Stand System
[Re: Sphin]
#459109 04/22/1614:3704/22/1614:37
I added the monthly seasonal algorithm which trades the S&P500 index to this portfolio. This one buys towards the end of t month and sells about one week later. The first trade of which was taken on Tuesday.
[219: Tue 26.04.16 00:05] 43.395 [SPX500::L5918] Long 15@2089 Risk 593$