Monday September 20th 2010 : Entry Point at 2793 (cash level) of the Systematic Trading Model on Eurostoxx

Publié le par Boursif

If the market opens above 2793, the model is waiting until a come back to 2793, then it sells futures.

If the market is opening below 2793, the model is waiting until a come back to 2793, then it buys futures.

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

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