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Hi experts from everywhere !
I've been doing loads of statistics on the CAC40 and some of them seem particularly interesting.
The idea is to consider the 5 previous closings of a market and predict the one of the day.
Let's call "0" a market that closed under 0% and "1" a market that closed above 0%
As an example, let's say we're Monday.
If last week, CAC40 closed :
Monday -0.33%
Tuesday +0.25
Wednesday +1.38%
Thursday +0.41%
Friday -0.68%
then the "chain" is "01110"
So, basically, here's what i'd like :
lot = 0.1
Max Order = none
MaximumPourcentageatRisk = 100
Slippage = none
Hedge = none
Martingale = yes
Multiplier = 2
MinLots = 0.01
MaxLots = 100
TP = [to be defined]
SL = 50
Breakeven = none
Trailing stop = 50
Trailing start = 0
Trailing step = 1
start time = 09:00 CET
close time = 17:30 CET
If 11111, then buy [yes/no] and automatically sell 24 hours after.
If 11111, then short sell [yes/no] and automatically buy 24 hours after.
If 11110, then buy [yes/no] and automatically sell 24 hours after.
If 11110, then short sell [yes/no] and automatically buy 24 hours after.
(...)
All the chains being :
11111
11110
11101
11100
11011
11010
11001
11000
10111
10110
10101
10100
10011
10010
10001
10000
01111
01110
01101
01100
01011
01010
01001
01000
00111
00110
00101
00100
00011
00010
00001
00000
A first upgrade of this basic version would be to able to choose when a "0" is a "0" and when a "1" is a "1" :
"0" is a market that closed under 0% => "0" is a market that closed under 0%, or under -0.25% or under -0.5%
"1" is a market that closed above 0% => "1" is a market that closed above 0%, or above 0.25% or above 0.5%
I've been doing loads of statistics on the CAC40 and some of them seem particularly interesting.
The idea is to consider the 5 previous closings of a market and predict the one of the day.
Let's call "0" a market that closed under 0% and "1" a market that closed above 0%
As an example, let's say we're Monday.
If last week, CAC40 closed :
Monday -0.33%
Tuesday +0.25
Wednesday +1.38%
Thursday +0.41%
Friday -0.68%
then the "chain" is "01110"
So, basically, here's what i'd like :
lot = 0.1
Max Order = none
MaximumPourcentageatRisk = 100
Slippage = none
Hedge = none
Martingale = yes
Multiplier = 2
MinLots = 0.01
MaxLots = 100
TP = [to be defined]
SL = 50
Breakeven = none
Trailing stop = 50
Trailing start = 0
Trailing step = 1
start time = 09:00 CET
close time = 17:30 CET
If 11111, then buy [yes/no] and automatically sell 24 hours after.
If 11111, then short sell [yes/no] and automatically buy 24 hours after.
If 11110, then buy [yes/no] and automatically sell 24 hours after.
If 11110, then short sell [yes/no] and automatically buy 24 hours after.
(...)
All the chains being :
11111
11110
11101
11100
11011
11010
11001
11000
10111
10110
10101
10100
10011
10010
10001
10000
01111
01110
01101
01100
01011
01010
01001
01000
00111
00110
00101
00100
00011
00010
00001
00000
A first upgrade of this basic version would be to able to choose when a "0" is a "0" and when a "1" is a "1" :
"0" is a market that closed under 0% => "0" is a market that closed under 0%, or under -0.25% or under -0.5%
"1" is a market that closed above 0% => "1" is a market that closed above 0%, or above 0.25% or above 0.5%
Han respondido
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Ha publicado: 11 ejemplos
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Ha publicado: 1 artículo, 8 ejemplos
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