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Probability platform

  #4 (permalink)

Legendary Market Wizard
Houston, TX
 
Trading Experience: Advanced
Platform: XTrader
Broker/Data: Advantage Futures
Favorite Futures: Energy
 
Posts: 2,962 since Dec 2013
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Thinking about it, it wouldn't be that difficult to do in easy language (and assume other backtesting software) but would involve a little more work.
 
Code
Initialize a Counter with Value 11

For each Bar
- Increase Counter by 1
- Calculate if Close/Close[2]>1.05 & if so set counter to 0
- If Counter is < 11 then print to file a) Date b) Counter value c) Close d) Close/Close[2] etc

Then analyze in Excel.

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