Breakout Strategy (Another Kevin Davey idea)

deletedaccount051022 · Sun, 22 Aug 2021 16:03:55 +0000

Hello, Here is another of Kevin Daveys strategies, this one being a Breakout strategy. I have converted the idea from a Daily to a 15 min. time frame. It is still very much work in progress. It really needs some sort of entry filter to reduce overall losses and drawdown, and improve the gain/loss ratio to start with. And reduce time in market as a result. A neat little idea and as always would welcome anybodys input to improving it. See notes in the actual code for what has been tested thus far. NASDAQ 15m Spread 2 Timezone EU Thank you and hope you enjoy.

This topic has 1 reply, 2 voices, and was last updated 3 years ago by robertogozzi.

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08/22/2021 at 5:03 PM #175925

deletedaccount051022

Hello,

Here is another of Kevin Daveys strategies, this one being a Breakout strategy. I have converted the idea from a Daily to a 15 min. time frame.

It is still very much work in progress. It really needs some sort of entry filter to reduce overall losses and drawdown, and improve the gain/loss ratio to start with. And reduce time in market as a result.

A neat little idea and as always would welcome anybodys input to improving it. See notes in the actual code for what has been tested thus far.

NASDAQ

15m

Spread 2

Timezone EU

Thank you and hope you enjoy.

5 users thanked author for this post.

FritzAlgo, eckaw, Nicolas, Midlanddave, PLermite

deletedaccount051022
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08/22/2021 at 5:28 PM #175929

robertogozzi

Thank you for sharing samsampop.

Good job, new ideas and codes are highly welcome and beneficial to anyone.

robertogozzi
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Breakout Strategy (Another Kevin Davey idea)

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