Thursday January 13th 2011 : Entry Point at 2817 (cash level) of the Systematic Trading Model on Eurostoxx
If the market opens above 2817, the model is waiting until a come back to 2817, then it sells futures. If the market is opening below 2817, the model is waiting until a come back to 2817, then it buys futures. If any order is executed, the position is...