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.

 

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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. JakeDB • 280 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 • 280 days ago #

    Hello Jake
    you’re welcome!

     DEFPARAM FLATAFTER = 060000
    LIMITHOUR = 031400
    STARTHOUR = 181500
    IF TIME = 170000 THEN
     
    • JakeDB • 279 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 • 277 days ago #
      Hello Jake 
      have you solved the problem?

    • JakeDB • 276 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 • 276 days ago #

      Hi 

      what time is it now for you?

  3. Cosmic1 • 280 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 • 280 days ago #

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

    • arke • 153 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 • 280 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 • 280 days ago #

      The variables are the results of the optimization.

    • ALE • 280 days ago #

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

  5. ALE • 280 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 • 280 days ago #

    grande Ale, ottimi contributi!

     

  7. CKW • 278 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 • 278 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 • 278 days ago #

    Excellent! Wait for your good news!

  10. JakeDB • 276 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 • 270 days ago #

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

    • ALE • 270 days ago #

      Hi Senator-fred

      Time  setting is as follow: 

      //ALL TIMES ARE +0200 UTC/GMT
  12. senator-fred • 268 days ago #

    Thank´s, problem is solved…

  13. Luca81 • 251 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 • 251 days ago #

      Hello Luca,
      no this strategy is overfitted. 

  14. traderfred • 205 days ago #

    Hello ALE

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

    I don’t understand what is “overfitted”.

  15. ALE • 205 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 • 122 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 • 182 days ago #

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

     

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