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 • 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
    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. 

    • 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. 

    • ALE • 10/17/2016 #

      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 #

    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?

  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… 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

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