Simple Momentum v1

Looks for trends in previous eight hours of trading by calculating a rolling momentum and z-scores for trading signals. The momentum is considered to be mean reverting.
Wersja: Date: Status: Opis:
11 02.11.2015 Not running minor SL tinkers  Pobierz
10 22.10.2014 Not running hint - use an ide to code with ...  Pobierz
9.1 22.10.2014 Comp. error  Pobierz
9 22.10.2014 Comp. error misc. bugs change SL and TP  Pobierz
8.1 07.05.2014 Not running  Pobierz
8 01.05.2014 Executed  Pobierz
7 31.03.2014 Not running remove dodgy close
6 31.03.2014 Not running
5 16.02.2014 Not running restart ...
1.2 03.02.2014 Executed ontick close
1.1a 10.01.2014 Executed
1.1 01.01.2014 Not running class name fixed
1 31.12.2013 Executed Looks for trends in previous eight hours of trading by calculating a rolling momentum and z-scores for trading signals. The momentum is considered to be mean reverting.
randomwraith avatar

It's been while ... let's see what this v. old strategy can (or can't ...) do ... ;-)

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Zmiany zostały dodane

(example: 1.1, beta, alpha)