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if range between last high and last low is more than xx points than should a buy stop or sell stop order created.
for example the range is 30 pts. last high is 5100, last low is 5020, next movement is higher than 5050 (5050-30=5020 pts),
than there should be a sell stop order created at 5020 !!
If the movement stops at 5070 and go down to 5010 than there should be created a buy stop order at 5070 when course
reaches 5040 (5070-30= 5040) and at 5020 the sell stop order will be opened.
And so on.
Requirements:
for indices: Dax, Dow, S&P
execution time: for example 09:00 am to 22:00 pm
different ranges for sell stop und buy stop orders
different SL and TP for sell stop and buy stop orders
Adjustment of SL to xxx, if trade has reached xx points profit
qty of contracts xx,x
Open orders should be closed x minutes before end of execution time
xx minutes before end of execution time no new orders opening
Backtesting should be possible
Con risposta
Arbitraggio
145
17%
/
73%
Arbitraggio
113
44%
/
26%
Arbitraggio
155
20%
/
52%
Arbitraggio
300
59%
/
25%
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