Monday August 15th 2011 : Entry Point at 2247 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2247, the model is waiting until a come back to 2247, then it sells futures.
If the market is opening below 2247, the model is waiting until a come back to 2247, then it buys futures.
If any order is executed, the position is closed at 17h35 (Paris time) at the closing bell.