Searching for trading strategy help from Miami

April 9th, 2017, 09:38 AM

I have a strategy i tested by hand for 6 months on a daily basis with raw data from wsj and i would like to find some help from someone that wouldn't mind speaking to me or reviewing some of the documents of research i did.

My ultimate goal would be to figure out a way to set it up as a screener or backtest it on history of futures but i am not sure if it is possible!

My fear is someone telling me that my strategy or formula already has a name.

In short my formula:

I found that on certain futures contracts a gap of x between the close and open translates to either a trend in the same direction or opposite. The x depends which direction.

Please please i would love to get some feedback on this asap! Open to everything! Thanks

April 9th, 2017, 04:48 PM

Sounds like you're looking at a gap close strategy and need a few factors such as open interest, volume, etc to determine if it's 'gap and go' (i.e. trend continuation) or a gap close mean reversal before resuming the trend.

You may also need to get a better data source for your database unless you're simply looking at open/close prices.

I can probably spare 5-10 minutes to hop on Skype if you want to PM me to set up the call.

Searching for trading strategy help from Miami

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Searching for trading strategy help from Miami