Click here to Login








Intraday Trading System with Daily Ranking

by QuantShare, 2114 days ago
Share |






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.


Share This ->
Share |


You have to log in to bookmark this object
What is this?




Type: Trading System

Object ID: 1379


Country:
All

Market: All

Style:
Technical Analysis

Reviews
You must log in first

Join now
and get instant access for free to the trading software, the Sharing server and the Social network website.
Click here


Related objects
Show All
Multiple Time Frames Trading System - Price / Moving Average Crossover (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 180 Notes Report an item
Ultimate Trading System (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 194 Notes Report an item
Trading System Template: Position Sizing Techniques (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 103 Notes Report an item
Ratio of the Short to Long-Term Moving Averages - ETF Trading System (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 71 Notes Report an item
Trading System based on the Linear Regression of the RSI Indicator (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 122 Notes Report an item
Earnings Surprise Strategy (by QuantShare, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 91 Notes Report an item
Industry Rotation Strategy - iShares ETF Dow Jones Stocks (by Tom Huggens, uploaded several months ago)
No notes

Rate an item Rate an item Rate an item Rate an item Rate an item Number of downloads 142 Notes Report an item
Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object

Technical Analysis


Fundamental Analysis



Random Blog Posts

Export Trading Orders from a Portfolio to a File

Backtesting Your Trading Systems: Symbol Segmentation

Update Chart Layout based on Active Time Frame

Presentation of QuantShare's new Real Time Version

Charting, Backtesting and Trading using Fundamental Data

Different Ticker Symbols for Each Data Source

How to Automatically Import Local Data Into QuantShare

How to Switch On/Off Trading Rules in Your Stock Trading System

Show All

Number of reviews
Click to add a review
Average rate
Click to rate this item
Number of times this object was downloaded
Number of rates the current object received
Report an object
if you can't run it for example or if it contains errors
Click to report this object






QuantShare
Product
QuantShare
Features
Create an account
Affiliate Program
Support
Contact Us
Trading Forum
How-to Lessons
Manual
Company
About Us
Privacy
Terms of Use

Copyright 2019 QuantShare.com
Social Media
Follow us on Facebook
Twitter Follow us on Twitter
Google+
Follow us on Google+
RSS Trading Items



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.