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 • 223 days ago #

    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 • 223 days ago #

    Hello Jake
    you’re welcome!

     DEFPARAM FLATAFTER = 060000
    LIMITHOUR = 031400
    STARTHOUR = 181500
    IF TIME = 170000 THEN
     
    • JakeDB • 222 days ago #

      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 • 219 days ago #
      Hello Jake 
      have you solved the problem?

    • JakeDB • 219 days ago #

      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 • 219 days ago #

      Hi 

      what time is it now for you?

  3. Cosmic1 • 223 days ago #

    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 • 223 days ago #

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

    • arke • 95 days ago #

      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 • 223 days ago #

    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 • 223 days ago #

      The variables are the results of the optimization.

    • ALE • 223 days ago #

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

  5. ALE • 223 days ago #

    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 • 223 days ago #

    grande Ale, ottimi contributi!

     

  7. CKW • 221 days ago #

    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 • 221 days ago #

    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 • 221 days ago #

    Excellent! Wait for your good news!

  10. JakeDB • 219 days ago #

    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 • 213 days ago #

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

    • ALE • 213 days ago #

      Hi Senator-fred

      Time  setting is as follow: 

      //ALL TIMES ARE +0200 UTC/GMT
  12. senator-fred • 211 days ago #

    Thank´s, problem is solved…

  13. Luca81 • 194 days ago #

    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 • 194 days ago #

      Hello Luca,
      no this strategy is overfitted. 

  14. traderfred • 148 days ago #

    Hello ALE

    is that mean you are not going to use it live?

    I don’t understand what is “overfitted”.

  15. ALE • 148 days ago #

    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 • 65 days ago #

      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 • 124 days ago #

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

     

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
ALE
1 week ago
CSR strategy DAX 1 D
CSR strategy DAX 1 D
12
Strategies
ALE Hello GuysI'm trying to fix a problem that I missed during the probacktest, I update you as ...
Nicolas The code has been updated in the attachment of the post with the last version which contain ...
ALE Thanks as always Nicolas
juanj Here are another small tweak (just check Flatafter time as I am in a different timezone); /...
juanj Also change the ATR multiplier to 2 instead of 3. Slightly better drawdown.
GraHal I started he thread below as I get the results shown on image below. Please help on the Foru...
Francesco78 Hi Keemax, I dont have it on real at the moment, in any case the strategy is very long term ...
Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
Francesco78 Ciao JR  Francesco here not Ale :)) thanks so much for checking the code, I will have a lo...
JR1976 Ok sorry Francesco :-)  
Francesco78 These are the comparison with my lates version and yours, I think it improves by all the mea...
bjoern You are absolutely right, thank for your comment. Already working on an optimization while u...
bjoern Added a range filter for entering positions. Performance seems to be much better, even with ...
Nicolas Thanks!
ALE :-) Wim Thank you!
GDKLockout Hi, Im new to this forum and automated trading, so please excuse the nooby question: If you...
ALE Hello because this trailing stop start next candles if condition is verified.  For more in...
Nicolas What are you calling a finished strategy? This one has been coded by a request on forums, si...
clanli Hi Nicolas Thanks for a fantistic piece of code. I tried the following with really good res...
rama where is Z variable in the program? i want to have look back period says 3 candles. I want...
Elsborgtrading I have moved the development topic https://www.prorealcode.com/topic/development-of-initial-...
Elsborgtrading Sometime along the way since I coded the Indicator something has change in PRT- at least I t...
Elsborgtrading Btw last code was a 10 min TF ver. 
Derek Nice strategy. Have you tried adding a stop loss since there are a few sharp drawdowns? I ...
Piston_Broke Non so .... da qui la mia domanda iniziale :-)
Piston_Broke Hi Derek. I have tried many different ways to apply SL's to this and similar versions of th...
Nicolas Indeed, if you are not willing to loose, you will always win. Averaging down losers can carr...
David You're always safer going Long especially with averaging down on an index as the probability...
Oskar Bergvall  I noted Davids and Nicolas remarks. Could it be possible to make an indicator for contraria...
bluetime6 Hello Nicolas. Can i ask you for something? I backtested your strategy in Dax 4H Timeframe...
Francesco78 Thank you Nicolas,  I have copied your nice indicator, but it shows in the lower part of th...
Abz  hi , you need to add the indicator from the "price" menu in chart
Francesco Thank you Abz!
Lotar
3 months ago
Lotar Hi Plop61, thanks for your comment. To make the code for short positions is possible. But ...
JvdG Hi Lotar, your strategy raised my interest; I did some tests and made a few adjustments fit...
Nicolas You can send it to contact@prorealcode.com and I'll attach it here. Thanks for your sharing!
johnymon Hi Reiner, Many thanks for the  superb strategy.I just tried to back-test on prerealtime bu...
Reiner Hi Joy John, Navigator will allways sell at 9:00 at the first tdom and will accumulate a lo...
dajvop Thank you for an excellent system Reiner. Started it April 7 and it really showed what it ca...
SAM
3 months ago
Elsborgtrading By adding the inside bar breakout failure candle, which is the next bar after the inside bar...
Wing Yes, investigate as much as you want. For more insight, you can view the linet1, linet2 etc....
CKW Hi Wing, Thanks for your sharing. I am still trying to breakdown & understand your code...
Wing Hello CKW. No, the parameter, 7 in this case, is used when calling the RSI indicator to ide...
Nicolas For everyone information, a discussion thread is ongoing here: https://www.prorealcode.com/t...
larouedegann Bonjour Nicolas, comment se fait-il qu'avec cette stratégie stop loss à 5 pips, PRT mettant...
Nacho Buenos días Raul, tengo puesto este sistema desde hace unos días en una cuenta demo en la ve...
pascal3431 Salut Doc , Je ne vois pas ce qui fait office de stop dans ce code .. un retour dans le nua...
Doctrading Bonjour, Il s'agit juste d'une stratégie où on est toujours en position : soit à l'achat / ...
pascal3431 Bonjour, après quelques essais sur EUR/USD au M15 en rajoutant(car sinon on est en perte) u...
Doctrading Nice Job ! Here is my version of the code :  KBO = 0 Tenkansen = (highest[9](high)+lowe...
gefinance Thanks for this code. The only thing left missing is the time lapse, otherwise, lots of old...

Top