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Intraday Trading System with Daily Ranking

by QuantShare, 2174 days ago
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This trading system is an example of an intraday trading system that selectively trades different stocks/securities every day.

Here is how the strategy works:

- Stocks are ranked based on their daily return
- The two stocks that have the highest daily return are chosen then traded intraday based on the strategy intraday rule which is "Enter long if a stock has 4 consecutive green bars (increase)"


Implementation:

- Daily return is calculated with EOD data by switching from the default intraday time frame to the EOD time frame using the "TimeframeSet" function.

TimeframeSet(-1) => 1 means 1-day time frame, the minus sign instructs QuantShare to use the other database (which is the EOD database)

So what "TimeframeSet(1)" means? It means use a one-second time frame.

- Daily ranking is calculated using the "comp" function

- Buy rule: Enter long if both the intraday and end-of-day rules are true.
- Sell rule: Exit at the end of the day


Note: This is a trading system example and every aspect of the strategy can be modified.


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Type: Trading System

Object ID: 1379


Country:
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Market: All

Style:
Technical Analysis

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Trading financial instruments, including foreign exchange on margin, carries a high level of risk and is not suitable for all investors. The high degree of leverage can work against you as well as for you. Before deciding to invest in financial instruments or foreign exchange you should carefully consider your investment objectives, level of experience, and risk appetite. The possibility exists that you could sustain a loss of some or all of your initial investment and therefore you should not invest money that you cannot afford to lose. You should be aware of all the risks associated with trading and seek advice from an independent financial advisor if you have any doubts.