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Multiple Day Up/Down Strategy
Source: https://fxcodebase.com/code/viewtopic.php?f=31&t=15809
Forum: 31 · Topic 15809 · 2 post(s)
Multiple Day Up/Down Strategy
Apprentice · Wed Apr 11, 2012 2:18 am
I guess this is a scalping strategy.
Long Close > Long MA Close < Short MA on entry day Out of N past days, at least M days had lower closes Close Long Close > Short MA
Short Use the inverse logic.
Multiple Day Up_Down Strategy.lua
Re: Multiple Day Up/Down Strategy
Apprentice · Sat Jan 27, 2018 5:52 am
The strategy was revised and updated.