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Gap Fill and Reverse Crude Oil
Version 1
The Gap Fill and Reverse trading system trades Crude Oil on one minute charts. We use this strategy to take the counter trend trade once a Gap is filled. This strategy is from Chapter 6 of our book “Algorithmic Trading Systems”. This book and strategy were released in October 2015 as documented in the book. This evidence can be used for a valid walk forward test of the strategy.
The Gap Fill and Reverse trading system trades Crude Oil on one minute charts. We use this strategy to take the counter trend trade once a Gap is filled. This strategy is from Chapter 6 of our book “Algorithmic Trading Systems”. This book and strategy were released in October 2015 as documented in the book. This evidence can be used for a valid walk forward test of the strategy.
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Developer
Requirements
Tradestation 9.5 (Update 10.4)
Support Documents
Asset Type
Future
Style
Intraday
Methodology
Counter Trend
Analysis Techniques
Applications
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