Tuesday October 9th 2012 : Position bought back at 2473 (cash level)
Total performance for 2012 is now -0,55%
Total performance for 2012 is now -0,55%
The systematic trading model is now short futures (with an entry level equivalent to 2501 on the cash). The short position will be closed at 17h35 (Paris time). There is no stop order between now and the close.
The systematic trading model is selling futures when the Eurostoxx index is breaking 2501 (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 below 2501...
The systematic trading model is selling futures when the Eurostoxx index is breaking 2493 (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 below 2493...
If the market opens above 2489, the model is waiting until a come back to 2489, then it sells futures. If the market is opening below 2489, the model is waiting until a come back to 2489, then it buys futures. If any order is executed, the position is...
Total performance for 2012 is now -1,65%
The systematic trading model is now short futures (with an entry level equivalent to 2489 on the cash). The short position will be closed at 17h35 (Paris time). There is no stop order between now and the close.
If the market opens above 2489, the model is waiting until a come back to 2489, then it sells futures. If the market is opening below 2489, the model is waiting until a come back to 2489, then it buys futures. If any order is executed, the position is...
Total performance for 2012 is now -1,80%
The systematic trading model is now long futures (with an entry level equivalent to 2498 on the cash). The long position will be closed at 17h35 (Paris time). There is no stop order between now and the close.