Brent Bigshort strategy rare event but higtly profitable

• 08/28/2016 at 2:11 PM #12339
  Yannick

  Hi

  I was working on ichimoku strategies and find this configuration very interesting.

  At every stock crash and financial crisis, the brent goes for a “big short strategy” every 7 years with -50% or minor correction and sometimes for

  This configuration can be detected by trend following system ichimoku cloud and ADX.

  I just worked on selling the first oscillation of the stochastic.

  If someone have different ideas to profit from this massive correction?

  Unfortunately brent might but bullish for the next years but a correction is possible afterwards

  // Définition des paramètres du code DEFPARAM CumulateOrders = True // Cumul des positions désactivé Tenkansen = (highest[9](high)+lowest[9](low))/2 Kijunsen = (highest[26](high)+lowest[26](low))/2 SenkouSpanA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 STOK=Stochastic[14,5](close) STOD=Average[5](Stochastic[5,3](close)) //STOK=Stochastic[5,3](close) //STOD=Average[3](Stochastic[5,3](close)) myADX=ADX[14] ADXtrend=myADX>23 // Conditions pour ouvrir une position acheteuse //oversold = STOK CROSSES OVER STOD //buycloud=open > SenkouSpanA or open > SenkouSpanB and Tenkansen > Kijunsen //IF oversold and buycloud and ADXtrend THEN //BUY 1 CONTRACT AT MARKET //ENDIF //if longonmarket and STOK CROSSES UNDER STOD then //sell 1 contract at market //Endif // Conditions pour ouvrir une position en vente à découvert overbought = STOK crosses under STOD sellcloud = open < SenkouSpanA or open < SenkouSpanB and Tenkansen < Kijunsen IF overbought and sellcloud and ADXtrend THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF if shortonmarket and STOK CROSSES over STOD then exitshort 1 contract at market Endif // Stops et objectifs set stop %loss 2 //set target %profit 3

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  // Définition des paramètres du code DEFPARAM CumulateOrders = True // Cumul des positions désactivé Tenkansen = (highest[9](high)+lowest[9](low))/2 Kijunsen = (highest[26](high)+lowest[26](low))/2 SenkouSpanA = (Tenkansen[26]+Kijunsen[26])/2 SenkouSpanB = (highest[52](high[26])+lowest[52](low[26]))/2 STOK=Stochastic[14,5](close) STOD=Average[5](Stochastic[5,3](close)) //STOK=Stochastic[5,3](close) //STOD=Average[3](Stochastic[5,3](close))   myADX=ADX[14] ADXtrend=myADX>23   // Conditions pour ouvrir une position acheteuse //oversold = STOK CROSSES OVER STOD //buycloud=open > SenkouSpanA or open > SenkouSpanB and Tenkansen > Kijunsen   //IF oversold and buycloud and ADXtrend THEN //BUY 1 CONTRACT AT MARKET //ENDIF     //if longonmarket and STOK CROSSES UNDER STOD then //sell 1 contract at market //Endif     // Conditions pour ouvrir une position en vente à découvert overbought = STOK crosses under STOD sellcloud = open < SenkouSpanA or open < SenkouSpanB and Tenkansen < Kijunsen IF overbought and sellcloud and ADXtrend THEN SELLSHORT 1 CONTRACT AT MARKET ENDIF   if shortonmarket and STOK CROSSES over STOD then exitshort 1 contract at market Endif   // Stops et objectifs set stop %loss 2 //set target %profit 3

   

   

   

  

  Yannick

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  08/30/2016 at 10:09 PM #12506
  Nicolas

  Thanks for sharing. It’s very long term investment and it’s always easier to catch big trends afterwards while viewing history.
  But, because trend in Brent oil seemed to persist for long time, maybe some classical strategies could be adapted easily to it, in shorter timeframe..

  The first thing that comes to me, is a mean reversal strategy made of RSI 2 periods with trades filtered in the same trend. You can find some examples in the forums and Library.

  

  Nicolas

  Keymaster

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