Dax M5 – Ichimoku strategy with 3 timeframes

Dax M5 – Ichimoku strategy with 3 timeframes

Hello,
I share my first strategy. Ichimoku is fashionable actually. So I tried to parameter a strategy on the Dax in m5 with a filter on UT, m15 and H1.
Taking losses and letting go of your winnings is the idea for TP and SL management.
The leverage is 5×1 € and a spread of 2. Test from January 2018 to now.
Good test and thank you for your feedback.

(google traduction, je suis français)

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. Nicolas • 92 days ago #

    Good job, thanks for sharing!

  2. Gregg • 92 days ago #

    Nice strategy, I will test it!

  3. AE • 92 days ago #

    Thanks! How can check with 200k bars?

  4. AE • 92 days ago #

    who*

  5. Gregg • 91 days ago #

    Hi there,
    here is a 200k units for this strategy. It’s strange, it seems that the strategy was worse at first but much better then …
    https://image.noelshack.com/fichiers/2019/29/2/1563283533-backtest-ichimoku-16-07-2019.png

    • Nicolas • 91 days ago #

      Typical OOS backtest. Sign of survivor bias usually popup in OOS period.

    • tba69 • 91 days ago #

      hello, actually it’s a lot less pretty as a startup. I am amazed at the difference that there can be following the periods … What do you mean typical OOS backtest ?

    • Nicolas • 91 days ago #

      Out Of Sample period. Period that you didn’t use to develop/optimize your strategy.

    • Nicolas • 91 days ago #

      @tba69 That’s ok, the strategy is good IMO, thanks again for sharing 🙂

  6. tba69 • 91 days ago #

    Is it possible to have more than 200K bars ?

    • Nicolas • 91 days ago #

      Yes with V11, up to 1M bars!

  7. winnie37 • 91 days ago #

    what do you mean, Nicolas?

    • Nicolas • 91 days ago #

      You should do your homework about ‘survivor bias’, ‘overfitting’, ‘robustness’, 🙂

    • winnie37 • 86 days ago #

      that was i was thinking about… 🙂

  8. tba69 • 91 days ago #

    I think I got excited too fast … will IG go to version 11 soon?

    • Nicolas • 91 days ago #

      Once beta is over, they should be able to upgrade to v11. I’m confident that it will happen this year.

  9. fatlung • 86 days ago #

    Will anyone please test it on 0.1% absolute stoploss; and MFE of 0.5% (applied on high rather than close), the whole story seems more comfortable.

    • tba69 • 85 days ago #

      The strategy has been “optimized” with a low success rate but with a high ratio.

  10. fatlung • 86 days ago #

    Also, I would like to know the timezone applied on this strategy. Thanks

    • tba69 • 85 days ago #

      I’m on Paris timezone.

  11. frenqle • 85 days ago #

    I changed stoploss to 15 and profit to 90. looks good on the 1 minute, but i can not backtest further than april..

    • fatlung • 85 days ago #

      I see your rationale, but i am afraid the win rate is a bit too low to stand and keep running the strategy so it would be great if somebody could modify the strategy, striking a better balance between win rate and the profit . (IMO only no offence)

    • tba69 • 83 days ago #

      Indeed the success rate is very low, it is only offset by the ratio of x10 between the SL and the TP.

  12. Littefrido • 62 days ago #

    Hello everyone, I allowed myself to change TP and SL and the results are really good on 200k bars.

    IF achat and Time Chat and not onmarket and toto = 0 THEN
    toto = 1
    Buy n shares at market
    SET STOP pLOSS 62
    SET TARGET pPROFIT 150
    ENDIF

    IF vente and TimeVente and not onmarket and toto = 0 THEN
    toto = 1
    Sellshort n shares at market
    SET STOP pLOSS 16
    SET TARGET pPROFIT 274
    ENDIF

    Check it out.

  13. Littefrido • 62 days ago #

    Immagini
    https://ibb.co/52sBK5j
    https://ibb.co/0DTVjcB
    https://ibb.co/02HKRs0

  14. snucke • 34 days ago #

    have anyone tested this live? and how does it perform?

    • Gubben • 32 days ago #

      I liked the idea so much I put it early into live and it took 19 straight losses before hitting a win. So far 5% win with G/L of 0.62, but it also has an open position in profit today so if we’re lucky it breaks profitable today.
      Looking at back tests I managed to set it live right after a win and before the regular drawdown which turned out longer than previous ones. I like the strategy so I have faith and will let it run for now.

    • Gubben • 4 days ago #

      Since july 24th it’s doing well. Started with a longer drawdown than expected but now it’s 12% win rate and 1.77 G/L . It’s had 4 of those big winners. I’ve tried finding other instruments to try it on but no luck so far. I’ve tried one on OMX30 and although the gain/loss came out similar it’s 60% time in market so doesn’t feel as neat.

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
supertiti Bonjour Anthon...y ? On est vraiment tout près de ce que propose Julien , sur sa dernière...
anthon Salut à tous et merci ! Content que les indicateurs vous plaisent . Abonnez vous à ma page y...
Varadero54 Bonjour Anthon ... pourrais-tu me communiquer l'adresse ou le nom de ta chaine YOUTUBE ... j...
Zebra OpenTime < 090000 AND OpenTime > 190000 should probably be OpenTime < 090000 OR Op...
robertogozzi Well spotted Zebra!
alfcont Is this trading system generating profit on micro DAX future?
GraHal Is there a switch to start / stop the Trailing SL / TP as when I GRAPH SL & TP neither a...
robertogozzi No GraHal, there's no topic open. It would be great if you could start one and post that lin...
GraHal Discussion Topic started here ... https://www.prorealcode.com/topic/discussion-re-auto-sy...
TempusFugit Interesting idea and with a lot of room for improvement.... maybe a trailing stop? Thanks fo...
Jan Wind Unglaubich das dieser Strategie Gewinne generiert ! Es erschient leider nicht so gleichmaßi...
xpiga I don't know I suppose you can attach the picture... Any new ideas to improve the code are ...
TempusFugit Sorry but I don´t see any option to attach the picture here... not sure but I think that´s...
rama Trailing stop wont work, will keep moving with price
Alberto Aguilera Hi! Thanks for your strategy Anyone can check it with 200 bars?
Jan Wind
4 months ago
allanrobinson Hi Thank you for this. I have replaced the S, M, L and cm with backtested figures in prepar...
gabri Hi, I would recommend to try some other entry criteria: 1) chikou crossing over max(spanA,sp...
693579 As Allanrobison pointed out..... After setting Variable, "summation" from pro builder needs ...
robert123 hi there, how do you get the images of the knights etc into your code....and is there anywhe...
swapping hello robert123, on this site -> https://fr.piliapp.com/symbol/
marcosamo Hello and thank you for this indicator, I have a small problem, it only shows the pawn at th...
marcosamo in fact I just saw a rider, so everything works sorry for my previous question
swapping perfect marcosamo, coupled with ichimoku-price-pattern this is better ;)
quibe56 Bonjour, à priori les couleurs pour le Katana ne fonctionnent pas ( départ haussier ou élan...
swapping Bonjour quibe56, n'ayant pas rencontré ce défaut je continu néanmoins à structurer le code p...
sharksteven Hi BALMORA, looks like a good compliment algorithm. I tried to test it on the EUR USD but it...
kompiuter Hello, how did you optimized all these variable? If I try to optimize only two variables it...
rrenaud_ig Great work ! My only concern is about risk management. Your results are based on 10k. Max lo...
LancerX Please indicate the trade stat to show ave gain against average lost..
Jan Wind Thanks for sharing the strategy !. Did you do an Out of Sample run when testing on the 100k...
jmf125 I don't know if anyone is following this thread anymore. Anyway I will post my comment. Aft...
Francesco78 derschnee spiace a me che non riesci a replicarla. Prima di esprimere giudizi pensaci 2 volte.
avatar
unkown ;-) sfido chiunque a riuscirci!
avatar
unkown infatti basta leggere i post degli altri....
juanj @zebra would you be so kind as to post your latest 4H USD/JPY results here: https://www.pror...
Holy Grail Thank you juanj for sharing this code, Backtests looks great in USDJPY and Crude Oil Is a...
juanj @Holy Grail, glad you like it. Would you perhaps mind sharing your results here: https://www...
hartgeld Hallo Atxeel, sehr interessanter Code, habe das installiert und funktioniert. Danke! Kannst ...
atxeel Hallo hartgeld, die Ziele sind schlicht, bspw. die Range beträgt 10 Punkte, dann ist das Zie...
Maik2404 wie kann ich den Code bekommen Paul?
jens_kittner Works with US Crude at 1h as well!
Jean-Claude REGIS Je préconise de regarder les graphiques H1 et M15 pour visualiser la tendance de fond et d'...
eugenio buongiorno paolo , volevo farti i complimenti x il lavoro fatto , funziona molto bene sul 3 ...
Modes68 muy buena estrategia, gracias por compartirla thank yoy for your estrategy, I like me
xpiga Good morning! How do we adjust the code to the different timeframes? You said something ab...
TraderFelix
1 year ago
Bebbo Thank you for your contribution. I have tested your system on some instruments and I like i...
bertrandpinoy bonjour j ai tente l installation mais PRT m indique que ce code ne peut etre utilisé qu en ...
Nicolas en effet, il faut utiliser l'éditeur de code ProBacktest, il ne s'agit pas d'un indicateur m...

Top