Monday September 13th 2010 : Sell Order at 2747 (cash level) of the Systematic Trading Model on Eurostoxx

Publié le par Boursif

The systematic trading model is selling futures when the Eurostoxx index is breaking 2747 (cash level) on the downside.

If the order is executed, the position is bought back at 17h35 (Paris time) at the closing bell.

If the market is opening with a bearish gap below 2747 the model is waiting until a come back to 2747, then it sells futures.

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