Friday July 16th 2010 : Entry Level at 2712 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2712, the model is waiting until a come back to 2712, then it sells futures.
If the market is opening below 2712, the model is waiting until a come back to 2712, then it buys futures.
If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.