This is from the other site:
Quote:
This strategy is only buy-long. Applicable for up trend market.
When price goes down, the buy-long breakout price will be adjusted lower.
When loss, the next lot size is increased according to 1,1,2,3,5,8,13...
SL=Range, TP=2xRange.
In the down trend market, Sliding-Up/Selling-Short Breakout should be used. Or maybe better if you have two accounts, one buying-long, one-selling-short.
I think it can be further improved. Any suggestion is welcome.
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If I can cut and paste, the original poster could have done the same and we would have had a potential start of a discussion...
The SmartQuant code looks C++-like and wouldn't probably be too hard to convert. But is it worth the trouble?
EDIT:
the strategy works now both long and short. Question: Why am I doing all this work?
