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Thanks to all who respond,
I have coded the system and have been testing it in Spanish Future Ibex
35. I have filtered the trades and now I just trade the system when a
gap occurs. It is some kind of gap-n-crap and gap-n-snap strategies.
Results look nice but I am still analyzing them. Once I finished
everything I will post them here in the list.
I am now looking for a stop loss strategy. I close all positions at the
end of day. I just trade as much as twice a day.
I am looking for a profit objective and for a trailing stop so that
winners never go losers once the position profit is more than some
value.
Well, I will send results later.
Thanks again,
Jose
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