Dax M5 – Ichimoku strategy with 3 timeframes

Dax M5 – Ichimoku strategy with 3 timeframes

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)

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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.

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  1. Nicolas • 07/15/2019 #

    Good job, thanks for sharing!

  2. Gregg • 07/15/2019 #

    Nice strategy, I will test it!

  3. AE • 07/15/2019 #

    Thanks! How can check with 200k bars?

  4. AE • 07/15/2019 #


  5. Gregg • 07/15/2019 #

    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 …

    • Nicolas • 07/15/2019 #

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

    • tba69 • 07/15/2019 #

      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 • 07/15/2019 #

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

    • Nicolas • 07/15/2019 #

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

  6. tba69 • 07/15/2019 #

    Is it possible to have more than 200K bars ?

    • Nicolas • 07/15/2019 #

      Yes with V11, up to 1M bars!

  7. winnie37 • 07/15/2019 #

    what do you mean, Nicolas?

    • Nicolas • 07/15/2019 #

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

    • winnie37 • 07/15/2019 #

      that was i was thinking about… 🙂

  8. tba69 • 07/15/2019 #

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

    • Nicolas • 07/15/2019 #

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

  9. fatlung • 07/15/2019 #

    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 • 07/15/2019 #

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

  10. fatlung • 07/15/2019 #

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

    • tba69 • 07/15/2019 #

      I’m on Paris timezone.

  11. frenqle • 07/15/2019 #

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

    • fatlung • 07/15/2019 #

      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 • 07/15/2019 #

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

  12. Littefrido • 07/15/2019 #

    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

    IF vente and TimeVente and not onmarket and toto = 0 THEN
    toto = 1
    Sellshort n shares at market

    Check it out.

  13. Littefrido • 07/15/2019 #


  14. snucke • 07/15/2019 #

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

    • Gubben • 07/15/2019 #

      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 • 348 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.

  15. Tony87 • 304 days ago #

    Gubben do we have a progress report?

    • Gubben • 301 days ago #

      So far so good. After a long drawdown it was winning four times in five weeks. Since 24 july, 46 trades, 4 wins, 42 losses. Worst trade was almost 4 times the average I guess because of a weekend gap so could have gone the other way too. 8,7% winrate, 1.18 G/L. It has 15 losers in a row now so statistically it should take one home soon. It was really close to taking another win but instead it went down to a loss. I know Grahal thinks one should help the bots sometimes and maybe here I should have done that. In anyway, it looks good so far to me.

      I am also running a variant on OMX but that one has a different stop loss approach and is much more in market unfortunately. It is profitable so far though, but needs more time to tell cause it doesn’t take trade

  16. pat95162 • 9 days ago #

    Pourquoi je n’ai pas les mĂŞme rĂ©sultats que vous

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