Wednesday September 22nd 2010 : Sell Order at 2791 (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 2791 (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 2791 the model is waiting until a come back to 2791, then it sells futures.

Commenter cet article