Comment on algoZ - An Introduction
commented on
04 Jan 2018, 06:37 PM
Pl help me to backtest & code my following Strategy for intra day futures trading:
Chart Setting:3 Minutes
Studies:
1)VWAP
2)Time series forcast(period-14,Field-Close)
3)ADX
Strategy1:To go long
Buy when Two Green candle sticks finish in succession above the Vwap line & +DI is above ADX & -DI below ADX line
Exit Long Position
Exit when two Red candles finish within Time Series forecast line Downward Cusp in succession.
Strategy2:To go Short
Sell when Two Red candle sticks Finish in succession below the Vwap line & -DI is above ADX & +DI is below the ADX line.
Exit Short Position
Exit when two Green candles finish within Time Series forecast line Upward Cusp in succession.