Jump to content

Welcome to the new Traders Laboratory! Please bear with us as we finish the migration over the next few days. If you find any issues, want to leave feedback, get in touch with us, or offer suggestions please post to the Support forum here.

  • Welcome Guests

    Welcome. You are currently viewing the forum as a guest which does not give you access to all the great features at Traders Laboratory such as interacting with members, access to all forums, downloading attachments, and eligibility to win free giveaways. Registration is fast, simple and absolutely free. Create a FREE Traders Laboratory account here.

appleinvestor

AAPL DBOL Auto Trader

Recommended Posts

his will chronicle my Double Bollinger strategy which officially started trading on April 17th with a Long position. The strategy trades with 30 minute bars and is iTuned to Apple's explosive nature. The strategy employs two Bollinger bands, trades are opened when the outer band is breached, and closed when the inner band and moving average are breached.

 

A Double sized position is taken with the opening trade, followed by two half-sized tranches to close the trade. The signals are based on breaches and regressions of volatility levels. The strategy runs on Tradestation and can be viewed on my daily YouTube Hangout from 9am to 4pm right here.

 

The chart shows a consistent performance over 5 yrs, with very little drawdown. Commissions and slippage are included in the backtested results. The first tranche was taken today with an 8 point gain.

 

aapl-dbol.png

Share this post


Link to post
Share on other sites

Join the conversation

You can post now and register later. If you have an account, sign in now to post with your account.
Note: Your post will require moderator approval before it will be visible.

Guest
Reply to this topic...

×   Pasted as rich text.   Paste as plain text instead

  Only 75 emoji are allowed.

×   Your link has been automatically embedded.   Display as a link instead

×   Your previous content has been restored.   Clear editor

×   You cannot paste images directly. Upload or insert images from URL.


×
×
  • Create New...

Important Information

By using this site, you agree to our Terms of Use.