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Pegas c5
Version 6
Pegas c5 after the major update (from December 2018) is the long/short intraday crude oil system. Pegas c5 is designed to trade 1 or 2 contracts of @CL long side or 1 contract of @CL short side at one time. Pegas c5 is the last member of Pegas CL family, another more aggressive Pegas system. Inner logic is modified to trade differently from Pegas 1 and Pegas c4, although they have common trading days too. Pegas c5 is designed for trading in bigger accounts or in portfolios. Pegas c5 has 6-12 trades monthly in most cases, long side, one trade daily is allowed. Author trades Pegas c5 daily in his personal portfolio.
Pegas c5 after the major update (from December 2018) is the long/short intraday crude oil system. Pegas c5 is designed to trade 1 or 2 contracts of @CL long side or 1 contract of @CL short side at one time. Pegas c5 is the last member of Pegas CL family, another more aggressive Pegas system. Inner logic is modified to trade differently from Pegas 1 and Pegas c4, although they have common trading days too. Pegas c5 is designed for trading in bigger accounts or in portfolios. Pegas c5 has 6-12 trades monthly in most cases, long side, one trade daily is allowed. Author trades Pegas c5 daily in his personal portfolio.
What's New
Version 6
Major Update. Short side trades added. Positions close updated. Different behavior in different market stages.

Version 5
regular code update

Version 4
regular code update

Version 6
Major Update. Short side trades added. Positions close updated. Different behavior in different market stages.

Version 5
regular code update

Version 4
regular code update

Version 3
regular system re-optimization

Version 2
minor code improvements
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Requirements
Tradestation 9.5 (Update 16)
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Future
Style
Intraday
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