Preset
Gap Fade 0.5%
Fade gaps of 0.5% or larger when the intraday close rejects the gap direction. Hold one bar, exit at the next close.
Family: Gap Trades
Parameters
- Mode
- Fade rejected gap
- Gap threshold (%)
- 0.5
- Side
- Both sides
- Contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →