I wonder if your model is achieving algorithmically what I try to do by looking at charts and fundamentals.
ie pick positions which seem to have the potential for momentum at the start of a run up or down.
I use Citi minis and have learned the hard way to carefully select the Mini series considering the position of the built in automatic stoploss. The downside of minis is that they have a higher outlay than ETOs but don't have time decay which often kills ETO trades - even is the direction is picked correctly.
5 Year Backtest on my Algo, page-9
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 (20min delay)
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Last
$32.36 |
Change
0.110(0.34%) |
Mkt cap ! $94.19B | |||
| Open | High | Low | Value | Volume |
| $32.34 | $32.52 | $32.29 | $75.14M | 2.359M |
Buyers (Bids)
| No. | Vol. | Price($) |
|---|---|---|
| 25 | 45153 | $32.35 |
Sellers (Offers)
| Price($) | Vol. | No. |
|---|---|---|
| $32.36 | 5287 | 19 |
View Market Depth
| Last trade - 13.40pm 22/11/2024 (20 minute delay) ? |
| ANZ (ASX) Chart |
