Breakout intraday trading strategy on DAX

Breakout intraday trading strategy on DAX

Please find below another breakout intraday trading strategy built upon the breakout code Nicolas and Cosmic1 have already shared in the Library.

This one is for DAX 15 minutes, please change your time-zone accordingly to the obtained results (GMT+2 = Rome/Paris time-zone).

Tests were made with 1 point spread and results are quite good over the last years. Please share your thoughts and maybe improvements in the comments below. Thanks.

 

Share this

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?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. JakeDB • 10/17/2016 #

    Hi ALE, 
    Thanks for posting this. 
    When i am changing times to suit my timezone (sydney Australia) am i changing FLATAFER, LimitHour, StartHour & IF TIME. 
    or just the IF time? 
    I am not understanding what to be changing . Sorry for this question. 

  2. ALE • 10/17/2016 #

    Hello Jake
    you’re welcome!
    <pre id="tw-target-text" class="tw-data-text tw-ta tw-text-medium" dir="ltr" This should be the time for sidney
    DEFPARAM FLATAFTER = 060000
    LIMITHOUR = 031400
    STARTHOUR = 181500
    IF TIME = 170000 THEN
     

    • JakeDB • 10/17/2016 #

      Hi Ale, 
      Thanks for your response. I am very new to this so just trying to get my head around the variables that i need to enter to get some results for this backtest?
      I take it i am altering the buythresholds etc. I am not understanding your code to well. 
      Sorry for wasting your time with these questions. 
      Regards, 

    • ALE • 10/17/2016 #

      Hello Jake have you solved the problem?

    • JakeDB • 10/17/2016 #

      Hi Ale, 
      No i have not been able to get any results at all. I must not have my variables correct or the time. I am not 100% sure what i am doing wrong. 
      Thanks

    • ALE • 10/17/2016 #

      Hi 
      what time is it now for you?

  3. Cosmic1 • 10/17/2016 #

    Hi Ale, thanks for sharing. Do you think this version is curve fitted to the last two years? Did you avoid it some how? For 6 six years it did not do too much but only works in the last 2.. 2 Point spread is probably more realistic as you are closing a lot of trades when spread has changed. Cheers

    • ALE • 10/17/2016 #

      I don’t understand, what do you think about?

    • arke • 10/17/2016 #

      Hi Cosmic,
      I saw that you are able to do a backtest on DAX in 15Min timeframe till 6 years ago. In my PRT 10.3 i can only go back 2 years. Which Version are you using?

  4. Cosmic1 • 10/17/2016 #

    I think with only 156 trades it is easy to curve fit. It would be more promising to see that it has worked over many years or many more trades. Only my thoughts of course. How did you pick the variables?

    • ALE • 10/17/2016 #

      The variables are the results of the optimization.

    • ALE • 10/17/2016 #

      I’m using the platform complete version and I have only 100.000 bars to optimized the strategy. 

  5. ALE • 10/17/2016 #

    I think that historical data are very important, If it doesn’t work in the last year may be a problem of performance. I think that it show the volatily of the dax.

  6. criscolci • 10/17/2016 #

    grande Ale, ottimi contributi!
     

  7. CKW • 10/17/2016 #

    Hi ALE,Thanks for your sharing. Nice code. However, Buy/sell at Price may lead to different result for Probacktest vs Live. Same case for your strategy?br,CKW

  8. ALE • 10/17/2016 #

    thanks 
    I put it to work only yesterday on the demo account. I expect at least ten operations to see if the results are confirmed.

  9. CKW • 10/17/2016 #

    Excellent! Wait for your good news!

  10. JakeDB • 10/17/2016 #

    Hi Ale, 
    No i have not been able to get any results at all. I must not have my variables correct or the time. I am not 100% sure what i am doing wrong. 
     

  11. senator-fred • 10/17/2016 #

    Unfortunately I´ve got no results too….Do i have to change the timesettings? Im in Germany…best Regards.. 

    • ALE • 10/17/2016 #

      Hi Senator-fred
      Time  setting is as follow: 
      //ALL TIMES ARE +0200 UTC/GMT

  12. senator-fred • 10/17/2016 #

    Thank´s, problem is solved…

  13. Luca81 • 10/17/2016 #

    Hello Ale, is my first comment in this forum. Thanks for your code. I wanted to ask if you are testing this EA on a real account. Thank you Luca

    • ALE • 10/17/2016 #

      Hello Luca,no this strategy is overfitted. 

  14. traderfred • 10/17/2016 #

    Hello ALE
    is that mean you are not going to use it live?
    I don’t understand what is “overfitted”.

  15. ALE • 10/17/2016 #

    Hello Traderfed,
    because it run many operations over the past three years, instead of having an average of operations performed stable over time..

    • David Somogyi • 10/17/2016 #

      Hello ALE
      I’ve been running your strategy in demo for the last two weeks, but it hasn’t entry once, also i have noticed from December to March has only 1 position opened. Are you still running this system on demo or real?
      Thanks

  16. fepabe • 10/17/2016 #

    Ciao Ale, porta pazienza ma facendo copia incolla del codice non mi restituisce alcun valore. Devo modificare qualcosa eseguendolo dall’Italia? Grazie.
     

  17. guru78 • 78 days ago #

    Ciao Ragazzi, ho qualche difficoltà applicare automaticamente una mia strategia con il renko che da dei buoni risultati. Cortesemente qualcuno mi potrebbe aiutare…..in anticipo grazie mille

    • ALE • 77 days ago #

      Ciao GURU78,
      Puoi aprire un TOPIC sul forum ProOrder Italiano, cosi ci spieghi che difficoltà incontri, e riceverai tutto l’aiuto possibile.

  18. fserra • 38 days ago #

    Ciao Ale grazie per il tuo apporto ma a me non restituisce nessuna operazione sul dax a 15 min e non dovrei avere nessun problema di fuso orario. C’è qualche settaggio che mi sfugge?
    Grazie mille
    fabio

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
juanj If I run the backtest with a zero spread the backtested result look similar to your screensh...
Eric If you have a high percentage winners and the trades are closed with take profit the spread ...
Casenova I Agree with you JaunJ, and Yes Eric, what you say makes sense too. Optimizing the Stop Loss...
Daniel da Costa Thanks Doc! Where can you find a service for Dax with a 1 point spread?
Doctrading Hello. I suggest you : ProRealTime CFD, or IG. Best regards,
JanWd Mr Beep, nice strategy you have build ! I played around with your code, and made my own...
noisette Thank you for this code that seems to work well. But, if i'm not wrong, we can have buy and...
noisette sorry, I was wrong in my previous message: it's not possible to have both conditions at the ...
Nicolas
3 months ago
juanj Kinda reminds me of Renko Trading
Real Pro Hi Nicolas, I'm having trouble changing the colours according to the instructions you gave. ...
Nicolas https://www.prorealcode.com/topic/mt4-fractal-box/
Yannick TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayof...
Marlon Hey JohnScher, your code works fine, but my results aren't as good as yours. Even if I use ...
DarioMazza Bha... this code dont work. gg
ALE
4 months ago
ALE P01 , it’s the first patner of the indicator, I hope to add others in future.
ALE We can discuss about the strategy here: https://www.prorealcode.com/topic/scalping-indicator/
settival CIAO ALE CREDO DI AVER SETTATO PER BENINO LO SCALPING INDICATOR MA NON VISUALIZZO I SEGNALI ...
Alai-n Merci pour ce travail...
patmaba merci Alai-n. C'est ma première participation sur prorealcode, merci pour à toi pour ton co...
Yannick Hello There is a mistake in trailing stop code, I think that this should fix the problem s...
Paul About the trailing-stop the way it's coded. That works for backtesting only, just look at th...
Jonny sorry paul, but system says that is not possible to put many stop order combined...what have...
Bin
5 months ago
TempusFugit Thanks Bin, nice code, I can use several ideas of the way you build it
DarioMazza Thanks Bin, great concentration, i understand the first idea, but may u indicate me the asse...
Bin Hi Mazza This robot is optimized for DAX30.
wintreb Un outil très visuel et utile Merci
darbes Hi Nicolas How could I use the indicator in a strategy ? Coding do not recognize the indica...
Nicolas What do you want to do exactly? Because dots are plotted afterwards..
TempusFugit Masala, thanks for your contribution. I don´t like the offmarket spreads neither ;) I unders...
Uveus Tempus, me da un error al validar el codigo, sobre la variable N. Al crear el indicador me ...
TempusFugit Hi Uveus, I am guessing you inserted the code of the indicator into the system code, is ...
Jessar Hallo Leute, es wäre interessant aus dieser Strategie mit Hilfe von diesen indikator https:/...
verdi55 Funny. Just try this one on NASDAQ 100 (or any other big index) since 2009. Starting capital...
rama what you see on probacktest is like dreaming on a day time (not even sleep), most of the str...
primo1 Bonjour Nicolas, sur quelle échelle de temps minimum tu utilises l indicateur je pense...
primo1 Bonjour Nicolas Pour créer la strategie comment peux tu traduire l"apparition des points....
Nicolas Exemple dans ce sujet du forum ProOrder : https://www.prorealcode.com/topic/perfect-trend-in...
Vieux Marin //------------------------------------------------------------------------- // Code princip...
tecknozic Bonjour Inertia, cette sais-tu si cette stratégie fonctionne sur un compte IG à "risque limi...
Inertia Bonjour tecknozic.... Je ne sais pas... Désolé. Bonne chance ;)
gabri Hello, I am not sure to understand the screener completely. If you are looking for a screen...
Trading_En_El_Ibex35 El screener no busca acciones que estén en máximos absolutos , busca acciones en las que el...

Top