phoentzs

Dax EMA-Cross optimized

Category: Strategies By: phoentzs Created: June 17, 2019, 10:41 AM
June 17, 2019, 10:41 AM
Strategies
3 Comments
Dax EMA-Cross optimized

This is a very simple strategy on dax 1hour. Only one EMA-Pair for long and one for short-side.

Is it real? It´s a very good performance. I can´t believe it. It´s my first code.

Please give me your opinions.

// Festlegen der Code-Parameter
DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert

// Verhindert das Trading an bestimmten Wochentagen
daysForbiddenEntry = OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

// Bedingungen zum Einstieg in Long-Positionen
indicator1 = ExponentialAverage[60](close)
indicator2 = ExponentialAverage[200](close)
c1 = (indicator1 CROSSES OVER indicator2)

IF c1 AND not daysForbiddenEntry THEN
BUY 1 CONTRACT AT MARKET
ENDIF

// Bedingungen zum Ausstieg von Long-Positionen
indicator3 = ExponentialAverage[60](close)
indicator4 = ExponentialAverage[200](close)
c2 = (indicator3 CROSSES UNDER indicator4)

IF c2 THEN
SELL AT MARKET
ENDIF

// Bedingungen zum Einstieg in Short-Positionen
indicator5 = ExponentialAverage[40](close)
indicator6 = ExponentialAverage[300](close)
c3 = (indicator5 CROSSES UNDER indicator6)

IF c3 AND not daysForbiddenEntry THEN
SELLSHORT 1 CONTRACT AT MARKET
ENDIF

// Bedingungen zum Ausstieg aus Short-Positionen
indicator7 = ExponentialAverage[40](close)
indicator8 = ExponentialAverage[300](close)
c4 = (indicator7 CROSSES OVER indicator8)

IF c4 THEN
EXITSHORT AT MARKET
ENDIF

// Stops und Targets
SET STOP pLOSS 400
SET TARGET pPROFIT 200

Download
Filename: Dax-EMA-Cross-optimized.itf
Downloads: 558
phoentzs
phoentzs Master
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Comments

phoentzs
4 years ago
#

Unfortunately, I never pursued this strategy further. Maybe I should take a look with what I know now. What settings did you use?

TempusFugit
4 years ago
#

Hi, this simple system for DOW and only shorts has worked quite well, maybe because of its quite big stop/profit. I think is worthed a more detailed look. Thanks

Alberto Aguilera
7 years ago
#

Hi! Thanks for your strategy Anyone can check it with 200 bars?

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