Brent Oil 5 minutes trading strategy

Brent Oil 5 minutes trading strategy

It is an automated strategy used for Brent oil CFD on 5 minute chart with good results since October 2015 as i don’t have more data to run it.  Trailing stop code from Nicolas.

If anyone is able to run the backtest for a longer time  then please post it here.  As you will see, there is no 0 bars on the backtest.  Any idea for improving the code is welcome.

 

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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. Abz • 08/21/2016 #

    pro real time version 10.3 available for norwegian customer trough IG

  2. Kenneth Kvistad • 08/21/2016 #

    Hi..
    I have been working for many months now and have not tested it or done anything since last I posted a tread here.
    Anyone that have been running it on 10.3 backtest mode? I am now on vication and very eeger to start again soon

  3. andre.vorster • 08/21/2016 #

    Hi Kennith.
    Only read your code now.
    I tested on PRT 10.3
    Tested your code with various capital and time frames. Even with intial capital of just $100 it performs well. Best results got from time frame 2min over 100,000 (x)units. Then the next good results are between 18-24min again. Strange in these time frames (18-24min) the graph only shows trade from 14March 2017 onwards. Before that is flatline.
    For me personally it says a lot if code/autotrade performs well with initial small amount of capital.
    Great code!! and nicely commented as well.!
    Hope this helps.

  4. volpiemanuele • 08/21/2016 #

    @vorster
    hi,
    wich parameter do you use for your test with starting capital of 100$ ?And SL/TP which value ? Tanks

  5. andre.vorster • 08/21/2016 #

    volpiemanuel.
    I back tested your strategy again now and could not find the same results as before. I will try and reproduce the results with some tweaking. I did not run the strategy because the backtest on Oil does not seem stable to me. On IG the backest frames only goes back to about a month. 
     

  6. Stenozar • 08/21/2016 #

    Buongiorno, qualcuno sta utilizzando in reale questa strategia? con quali risultati?
    Grazie!

  7. reb • 08/21/2016 #

    Hi Stenozar
    Sorry in the library, could you use english pls ?
    I don’t use this strategy  live. I have followed it since the beginning and the results are not so good (less interesting than before mid 2016)
    Reb

  8. Stenozar • 08/21/2016 #

    Thanks Reb; do you suggest any other strategy on Brent?
    thanks

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