Faculty Advisor

Radzicki, Michael J

Abstract

The goal of this project is to identify various set-ups and exit strategies that could be used for trading the 30-minute Opening Range breakouts. The project team created a technical trading system using the TradeStation platform and backtested it over 250 stocks from different industry sectors. Twenty two stocks were identified that performed significantly well and details about their performances with various conditions were provided.

Publisher

Worcester Polytechnic Institute

Date Accepted

April 2010

Project Type

Interactive Qualifying Project

Accessibility

Unrestricted

Advisor Department

Social Science and Policy Studies

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