Futures Brent. Timeframe Daily
Simple backtest by 1 contract, without commission and slippage. Only long.
Backtesting
Four strategy in portfolio based on classic indicator - RSI, Moving, ROC,BollingerBand.
Correlation
Rules
Filter: Period when 1 lag 252 autocorrelation >0.
Enter Long:
Indicators > threshold, close > ma. etc…
Exit:
EOD