|
Re: A Mechanical Strategy Journal
First Strategy order executed today:
Short 1487.75
Calculation for a Short is (as described in original post code):
Opening price - 0.66*(5Day High - Yesterdays Closing Price)
1492 - 0.66*(1504.25 - 1498.00) =
1492.00 - 4.13 = 1487.88
Trigger was 1487.75...
Holding a short from this level until either a buy-stop triggers or the coded stop-loss hits.
|