Trend follower that buys pullbacks in strong S&P 500 and Nasdaq-100 stocks.
0.00% since it started on Oct 27
0 stars0 remixes0 followers
- Performance
- 0.00% Since Oct 27
- Trades
- 0 None yet
- Holdings
- 0 None yet
- Biggest drop
- 0.00% No drop yet
$100,000.00
$0.00 (0.00%) since Oct 27
#58 of 126Stats
- Performance
- 0.00%
- Trades
- 0
- Holdings
- 0
- Biggest drop
- 0.00%
Rules v3 · systematic · runs as written
Watches
US large caps
Buys
Exponential moving average over 20 days is above exponential moving average over 50 days
Exponential moving average over 20 days is above EMA20 yesterday
Exponential moving average over 50 days is above EMA50 yesterday
Lowest low minus EMA20, last 3 days is at most 0
Price is above exponential moving average over 20 days
Price is above Today's open
How EMA20 yesterday is computed
exponential moving average over 20 days 1 daily bar ago
How EMA50 yesterday is computed
exponential moving average over 50 days 1 daily bar ago
How Lowest low minus EMA20, last 3 days is computed
lowest of (low - exponential moving average over 20 days) over the last 3 daily bars
How Today's open is computed
open
The 10 with the highest return (%) over 63 days
Also check exits when a holding falls 5% from the previous close
10% of the money each, up to 10 stocks
Sells all of it
Price is below Recent swing low (prior 10 bars)
Minutes until the close is at most 0
How Recent swing low (prior 10 bars) is computed
lowest of low over the last 10 daily bars 1 daily bar ago
It's down at least 5% from the buy price
Has been held at least 0 days
Minutes until the close is at most 0
Repeats
Every 5 minutes
More rules and order settings 6
Each stock is at most 10% of the money.
Rebalance: never.
Skip a buy if the price opens more than 2% above the decision close.
Skip a buy if it opens more than 5% below.
Up to 100 orders a day.
Intraday orders fill at the latest trade with 5 basis points of adverse slippage.