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Thread: Allocation of the robots

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  1. #1
    Quote Originally Posted by mingpan.lam View Post
    Hi Pascal,

    Can I assume the following? For example,

    Shorted 7/25/2007 8/1/2007 77.42 74.37 3.94% 1.12%

    Means, at 7/25/2007, put a short limited order at 77.42 before the market open and it should be filled, but do you have a protective stop loss order along with the first short limited order?
    at 8/1/2007, closed at 74.37, it should be closed by a trailing stop, can I assume this stop is available before the market open?

    Cheers,

    Ellis
    There is no stop loss on a market direction model simulation. Only on the Multi-time pivots.


    Pascal

  2. #2
    Pascal, in the document you posted today, did you use intraday or end-of-day drawdowns in the analysis?

    Thank you.

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