Strategy Testing: Range between 9:15 to 9:30

Testing the intraday strategy

Risk is when HSI index moves below lower limit between 915am to 930am when you long, vice versa when you short.

Risk per trade is $210 (10%)

account balance now is $2100

Using warranty sensitivity and gearing, the excel sheet calculates the number of pips i have before hitting the stop loss level.. Hence using that, I can calculate the position sizing.

Entry: When index moves beyond either the upper or lower limit.


  1. Cut loss – when it moves to the opposite limit.
  2. 1hr and 4 hr trend changes *to work on.



Further issues to work on:

  1. Determining at what range of limits when no position should be initiated.
  2. Plans for adhoc action