BLUSTER DAX intraday trading strategy

BLUSTER DAX intraday trading strategy

Simple trading strategy also made with the help of the signals given by the super smoother filter indicator, this time in intraday, on 15 minutes timeframe. Previous strategy made with this indicator is located here: http://www.prorealcode.com/prorealtime-trading-strategies/bund-cfd-strategy-4/

Test were made with mini CFD contracts, 1 point spread.

The strategy trade long and short positions, but long positions are much more triggered.

Indicator needed to run the strategy : (“BLUSTER DAX”)

 

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Risk disclosure:

No information on this site is investment advice or a solicitation to buy or sell any financial instrument. Past performance is not indicative of future results. Trading may expose you to risk of loss greater than your deposits and is only suitable for experienced investors who have sufficient financial means to bear such risk.

ProRealTime ITF files and other attachments : How to import ITF files into ProRealTime platform?

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  1. JanWd • 42 days ago #

    Hallo Ale,
    First of all, thank you for this strategy.
    Could you explain what the BLUSTER DAX indicator is doing, what it is meant to do ?

    I tested this strategy on the 15 min DAX, it gave me only whipsaw results, to almost zero profit, so I vary with the timeframes: 2-hour bars works with me.

    I used a pip spread of 1.7 and did not use the trailing stop loss you use (does it work, not with me). See the code of your strategy I have used, included the indicator below.
    It seems to work quite well with me for the 2 hours bars, however not that much result, but quite stable results, OOS results bit too good
    IS 66% 8 jan 2014 -16 nov 2016 920 Euro
    OOS 34% 17 nov – 10 may 2018 1.033 Euro
    193 trades
    55% winning, and ONLY 5;35 % IN THE MARKET with a position, during the day, which gives a very comfortable risk profile !

    Appendix: your strategy as I tested it in PRT
    //=================================================================================
    // THIS SIMPLE STRATEGY CATCH PROFIT BY UNIVERSAL INDICATOR
    // IG MARKET GERMANY CASH 1 EUR MINI – SPREAD 1,7 – 15 Min
    DEFPARAM CumulateOrders = FALSE
    DEFPARAM FlatBefore = 080000
    DEFPARAM FlatAfter = 212900
    //DEFPARAM PRELOADBARS = 500 default is 200, is sufficient to let it work
    //===========================================
    //————————————————————————-
    // UNIVERSAL CODE POSTED BY NICOLAS
    // SET TO RUN BLUSTER DAX STRATEGY
    //————————————————————————-
    bandedge= 40 //default is 40, optimise with variable does not work ?

    whitenoise= (Close – Close[1])
    if barindex>bandedge then //is this condition needed, as barindex is always > 40 ?
    // super smoother filter
    a1= Exp(-1.414 * 3.14159 / bandedge)
    b1= 2*a1 * Cos(1.414*180 /bandedge)
    c2= b1
    c3= -a1 * a1
    c1= 1 – c2 – c3
    filt= c1 * (whitenoise + whitenoise[1])/2+ c2*filt[1] + c3*filt[1]

    filt1 = filt

    if ABS(filt1)>pk[1] then
    pk = ABS(filt1)
    else
    pk = 0.99* pk[1]
    endif

    if pk=0 then
    denom = -1
    else
    denom = pk
    endif

    if denom = -1 then
    result = result[1]
    else
    result = filt1/pk
    endif
    endif

    //Graph result COLOURED(66,66,255) as “PRICE ACTION”, 0 as “0”
    //=============================================================
    N = 1

    If (time >=080000 and time = 134500 and time =1 AND CurrentDayOfWeek 1 THEN
    BUY N CONTRACT AT MARKET // will also close short position
    ENDIF
    IF result <= -1 AND CurrentDayOfWeek 1 THEN
    SELLSHORT N CONTRACT AT MARKET // will also close long position
    ENDIF

    SET STOP PLOSS 70
    SET TARGET PPROFIT 87
    ENDIF

    // REGARDS ALE

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