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. Nicolas • 10/11/2016 #

    Thank you ALE for this new contribution. Here are my thoughts about this strategy (please don’t be offended):
    1/ about the code, you don’t need to CALL your indicator multiple times, you can call it once and code your conditions within the same variable name. It can work like this, but you consume memory for nothing.
    2/ trades symmetry is good (almost same number of long and short positions), but the long positions are much more winning than the short ones, seems to be something to investigate why?
    3/ the strategy result is not so good before 2013, so I guess you have optimised the values a bit starting from 2013 to now?

  2. ALE • 10/11/2016 #

    1/ 🙂 Yes could be optimized off course, but there is not difference to execute orders2/ The market moves down quickly than when it rises, the bounces are different.  When the market goes down the trailing stop can be more small and trap more winning positions.3/ The Germany cash CFD of IG markets close at 23.00 or 22.45 on friday, the historical data start from 10 settembre 2014.  Do you have different Historical data on IG market?Thanks

    • Nicolas • 10/11/2016 #

      3/ I’m with PRT_CFD with more much more history 

  3. ALE • 10/11/2016 #

    I hope that someone could optimized strategy in 4 h to have more profits and more historical data. In my opinion this strategy is not bad, but It must optimized in the Ratio Gain/loss and percentage of wins. Obviusly the strategy is very Basic.

  4. ALE • 10/11/2016 #

    @Nicolas 2/ The more winning trade are short

  5. stratus • 10/11/2016 #

    Thank you for your contribution.

    I agree that 4 calls to the same function with no change in variables is not optimum for code execution

          2. I dont understand why the function called return always 0 as second result even if the returned value is ignored
          3. How are defined the pLoss and Pprofit values , by strategy optimization with ProRealTime Simulation ?
     
    Pierre

    • ALE • 10/11/2016 #

      HELLO
      3. observing the positions, and testing very times the strategy.

  6. ALE • 10/11/2016 #

    HI PierreI don’t understand your third comment.Thanks

    • stratus • 10/11/2016 #

      Cio ALE,
      How did you get those 2 values ?
      Pierre

  7. Ernesto1 • 10/11/2016 #

    Ciao ALE,
    Thanks for your good job !!
     

  8. ALE • 10/11/2016 #

    Grazie Ernesto, prima o poi troveremo delle strategie imbattibili!!

  9. reb • 10/11/2016 #

    Hello all
    Thanks for this strategy ALE.
    Small question, if the strats works between 8am and 21h29 , why do you use a spread of 1 ?
    By IG, spread is 2 between 8 and 9am and after 17h30
    Reb

  10. ALE • 10/11/2016 #

    Hello Reb,
    You’re right, it’s just a approximation.
    You can consider 1.5 to spread  but you must also consider that the slippage factor often measuring 2/3 Also points.
    Thanks
     

  11. Pablo Carmona del Moral • 10/11/2016 #

    Thanks for this strategy ALE. good job.

  12. Abz • 10/11/2016 #

    hello
    is this tested in tick mode?

    • ALE • 360 days ago #

      Hello Abz
      it’s not in Tick mode.
      This strategy must be improved, it’s an idea only! 

  13. luigi • 356 days ago #

    Ciao Ale,
    ho provato ad eseguire il test usando la piattaforma t3 di webank ma mi da una serie di errori. E’ possibile apportare qualche modifica?
    Grazie.

  14. ALE • 356 days ago #

    Ciao
    certo ! come posso aiutarti?

  15. luigi • 354 days ago #

    Allora il primo errore me lo da su cumulate orders
    Errore di sintassiLinea3, Colonna10Una delle espressioni seguenti sarebbe più appropriata di”CumulateOrders”:“,”“=”
     

  16. luigi • 354 days ago #

    Allora il primo errore me lo da su cumulate orders
    Errore di sintassiLinea3, Colonna10Una delle espressioni seguenti sarebbe più appropriata di”CumulateOrders”:“,”“=”
    Se metto “=” mi fa andare avanti e mi porta altro errore:
     if MAXPRICE-tradeprice(1)>=TGL*pointsize then (l’errore che mi riporta è Errore di sintassiLinea46, Colonna26Una delle espressioni seguenti sarebbe più appropriata di”(“:“[““=”“+”“-““*”“/”“mod”“<““>”“<>”“or”“and”“xor”“then”

  17. ALE • 354 days ago #

    Ciao
    È strano hai provato ad aprire una nuova creazione di Trading sistem e reincollare il codice?

  18. luigi • 353 days ago #

    Ciao Ale, si ho provato più volte ma niente. E’ chiaro che ho inserito l’indicatore da te creato già nella lista degli indicatori. Però proprio il codice mi da problemi.
    Visto che tu con i codici sei un drago, per caso sai se esiste qualcosa sul volume profile da far girare sulla piattaforma T3?
    Davvero grazie Ale per le risposte.

  19. ALE • 353 days ago #

     ahaaha, un Drago non direi.. sono un appassionato.. quello si!!Il Market Profile è  una delle strategie più interessanti da automatizzare, ma non me ne sono più interessato. Chiedo a Nicolas
    Hai provato a scaricare i file .itf qui sopra e richiamarli con la piattaforma?
     

  20. luigi • 353 days ago #

    Il bello è che la piattaforma non mi fa richiamare i file. T3 è molto diversa da prorealtime, anche se sembrano la stessa cosa. La versione di T3 sta molto indietro a quanto pare. 
    Quello che ti chiedevo è il volume profile, molto diverso dal market profile. Infatti il volume profile calcola su quali livelli sono concentrati i maggiori volumi a differenza del market che calcola quali sono i livelli più scambiati.
    Grazie 😉

  21. ALE • 353 days ago #

    Intendevo dire la strategia basata sul market profile  + volme profile 

  22. luigi • 353 days ago #

    L’indicatore plotta il volume profile sul grafico con delle barre laterali. Su PRT versione end of day mi pare esista già. NOn ho abbonamento e quindi non posso testarla su time frame più bassi. Magari si riuscisse ad avere codice 😉

  23. enzo_52 • 347 days ago #

    CIAO aLE, GRAZIE PER AVER CONDIVISO, VOLEVO SAPERE COME MAI NON MI TROVO CON I RISULTATI CHE SONO NELL IMMAGINE , IO MI  TROVO UN 27% DI GAIN  DALL 8 OTT 2014 AL 7 NOV 2016,  dAX tf 15 MIN  1 P SPREAD    (ANCHE SE NON è CFD ,NON CREDO CI SIA TUTTA QUESTA DIFFERENZA CON IL 295% CHE VEDO NELLA FOTO)
    GRAZIE

  24. ALE • 347 days ago #

    Ciao Enzo,
    No purtroppo c’è una grossa differenza, i CFD hanno delle quotazioni specifiche, è per questo motivo che nelle strategie pubblicate che trovi su questo sito, è indicato il codice dell’asset.DAX tf cos’è?PS: Scrivi in inglese cosi tutti possono comprendere domanda e risposta, grazie 

    • enzo_52 • 346 days ago #

      Grazie Ale, ma sai dirmi quali parametri cambiare per avere la.stessa equity anche sul  mini cash?  
      Grazie 
      Vincenzo 

  25. enzo_52 • 346 days ago #

    Thanks Ale, TF is time frame  , 
    So, can you tell me the set -up for to have the same results on mini Dax cash?  
    Thanks
    Vincenzo 

    • ALE • 346 days ago #

      ps: I’m not using this strategy on real account because It must be optimized.

  26. ALE • 346 days ago #

    Ciao Enzo,
    non ho ben capito quale strumento stai utilizzando. Mi copieresti il nome di IG su PRT?
    Grazie
    AlePS: io non la sto usando in reale, perche vorrei modificarla, mentre sono in reale su qu_dax1h
     

    • enzo_52 • 345 days ago #

      Hi Ale,  german 30 cash mini 1E    ,  
      Thanks a lot 

  27. ALE • 345 days ago #

    I don’t know why do you have different result, may be that the picture is hold.
    Variables to set:
    -StrategyWindow time tradingTgl/Tgs
    Stop & Profit
    -IndicatorBandedgeWhitenoise

  28. enzo_52 • 344 days ago #

    Hi Ale, german 30 mini 1E 
    Thanks 
     

  29. enzo_52 • 344 days ago #

    Hi Ale, so you have the same results with german 30 mini 1e cash TF 1h?  

  30. ALE • 344 days ago #

    no, only with TF 15m

    • enzo_52 • 342 days ago #

      Grazie tante, Thanks so much 

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