Dax Short only – intraday trading strategy – timeframe 15 minutes

Dax Short only – intraday trading strategy – timeframe 15 minutes

Dear All,

I think it is the good timing to share with you the following strategy.

“Dax Short 15′” is nothing really complicated but works fairly.

  • TF 15′
  • Instr. DAX
  • Tested on “tick by tick”
  • Tested with 200k bars.
  • 1 pt spread.
  • WF hasn’t been done.

Kindly note that I am not the coder of the century 😉 however I’ll be delighted to help as much as I can.

Thank you.

 

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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. jebus89 • 10/13/2017 #

    what timezone? not getting similar results 🙂

  2. JR1976 • 10/13/2017 #

    Hi Inertia ,
    first of all , congrats for the good strategy
    one questions : the average 2000 in the code Time frame 15min, rapresent the Average 100 in Daily Time frame ?

    thanks

  3. Inertia • 10/13/2017 #

    Thank you JR1976.
    It was not meant to be a conversion from a daily TF but mostly a “larger and round” filter for this 15’TF.
    However, i did an excel breakdown as attached (fyi)…

  4. lysan2 • 10/13/2017 #

    Thank you Inertia.
    Can you think if it’s possible to applicate this strategy (Long Only) ?

  5. Inertia • 10/13/2017 #

    Sorry lysan2, the exact one for long only doesn’t work well.
    Perhaps, you may have to look with roughly the same trigger for entries but on a smaller TF to possibly find an edge.
    thx.

  6. andreag76 • 10/13/2017 #

    Long version… not very good

    //DEFPARAM Preloadbars = 3000
    DEFPARAM CumulateOrders = False
    DEFPARAM FLATBEFORE = 090000
    DEFPARAM FLATAFTER = 210000
    noEntryBeforeTime = 090000
    timeEnterBefore = time >= noEntryBeforeTime
    noEntryAfterTime = 213000
    timeEnterAfter = time 2)
    indicator3 = ExponentialAverage[mafilter](close)
    c3 = (close > indicator3)
    indicator4 = ExponentialAverage[mafilter](close)
    indicator5 = ExponentialAverage[mafilter](close)
    c4 = (indicator4 > indicator5[1])

    IF (c1 AND c2 AND c3 AND c4) AND timeEnterBefore AND timeEnterAfter AND not daysForbiddenEntry THEN
    buy ordersize CONTRACT AT MARKET
    ENDIF

    //trailing stop
    trailingstop = TS//Best 30

    //resetting variables when no trades are on market
    if not onmarket then
    MINPRICE = close
    priceexit = 1
    endif

    //case long order
    if longonmarket then
    MINPRICE = MIN(MINPRICE,close) //saving the MFE of the current trade
    if tradeprice(1)-MINPRICE>=trailingstop*pointsize then //if the MFE is higher than the trailingstop then
    priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
    endif
    endif

    //FINE LONG

    //exit on trailing stop price levels
    if onmarket and priceexit>0 then
    EXITSHORT AT priceexit STOP
    SELL AT priceexit STOP
    endif

    SET STOP Ploss SL
    Set Target PProfit TP

  7. Inertia • 10/13/2017 #

    @Andreag76
    Thank you but your code is broken.
    Variables are missing and the trailing stop, if long only should be MAXPRICE instead of MINPRICE.
    However, yes the long version on a TF 15′ doesn’t work well enough.
    Kind regards,

  8. Vieux Marin • 10/13/2017 #

    Hi,
    What do you think about this ?

    //————————————————————————-
    // Code principal : Dax Short 15′
    //————————————————————————-
    //———————————–
    // Code principal : Dax Short 15′
    //————————————————————————-
    // Définition des paramètres du code
    // From Inertia
    //Last optimization 26/07/2017

    DEFPARAM Preloadbars = 3000
    DEFPARAM CumulateOrders = False
    DEFPARAM FLATBEFORE = 100000
    DEFPARAM FLATAFTER = 180000
    noEntryBeforeTime = 100000
    timeEnterBefore = time >= noEntryBeforeTime
    noEntryAfterTime = 213000
    timeEnterAfter = time < noEntryAfterTime
    daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

    REM Variables
    // Taille des positions
    REINV = 1
    LEVIER = 5
    IF REINV = 0 THEN
    N = 1
    ELSIF REINV = 1 THEN
    capital = 500 + strategyprofit
    N = round(capital / 500)*LEVIER
    ENDIF
    ordersize = N

    mafilter = 250 // 2000
    TS = 30 // 30
    SL = 45 // 45
    TP = 110 // 110

    //MACD settings
    a = 12 // 12
    b = 26 // 26
    c = 9 // 9

    // Conditions pour ouvrir une position en vente à découvert
    indicator1 = MACD[a,b,c](close)
    c1 = (indicator1 CROSSES UNDER 0)
    indicator2 = MACDline[a,b,c](close)
    c2 = (indicator2 < 0)
    indicator3 = ExponentialAverage[mafilter](close)
    c3 = (close < indicator3)
    indicator4 = ExponentialAverage[mafilter](close)
    indicator5 = ExponentialAverage[mafilter](close)
    c4 = (indicator4 =trailingstop*pointsize then //if the MFE is higher than the trailingstop then
    priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
    endif
    endif

    //exit on trailing stop price levels
    if onmarket and priceexit>0 then
    EXITSHORT AT priceexit STOP
    SELL AT priceexit STOP
    endif

    SET STOP Ploss SL
    Set Target PProfit TP

  9. Inertia • 10/13/2017 #

    Thank you.
    Sorry, there is a bug on line 52…

  10. Vieux Marin • 10/13/2017 #

    //————————————————————————-
    // Code principal : Dax Short 15′
    //————————————————————————-
    //———————————–
    // Code principal : Dax Short 15′
    //————————————————————————-
    // Définition des paramètres du code
    // From Inertia
    //Last optimization 26/07/2017

    DEFPARAM Preloadbars = 3000
    DEFPARAM CumulateOrders = False
    DEFPARAM FLATBEFORE = 100000
    DEFPARAM FLATAFTER = 180000
    noEntryBeforeTime = 100000
    timeEnterBefore = time >= noEntryBeforeTime
    noEntryAfterTime = 213000
    timeEnterAfter = time < noEntryAfterTime
    daysForbiddenEntry = OpenDayOfWeek = 1 OR OpenDayOfWeek = 3 OR OpenDayOfWeek = 6 OR OpenDayOfWeek = 0

    REM Variables
    // Taille des positions
    REINV = 1
    LEVIER = 3
    IF REINV = 0 THEN
    N = 1
    ELSIF REINV = 1 THEN
    capital = 500 + strategyprofit
    n = (capital / 500)*LEVIER
    N = round(n)
    ENDIF
    ordersize = N

    mafilter = 2000 // 2000
    TS = 30 // 30
    SL = 45 // 45
    TP = 110 // 110

    //MACD settings
    a = 12 // 12
    b = 26 // 26
    c = 9 // 9

    // Conditions pour ouvrir une position en vente à découvert
    indicator1 = MACD[a,b,c](close)
    c1 = (indicator1 CROSSES UNDER 0)
    indicator2 = MACDline[a,b,c](close)
    c2 = (indicator2 < 0)
    indicator3 = ExponentialAverage[mafilter](close)
    c3 = (close < indicator3)
    indicator4 = ExponentialAverage[mafilter](close)
    indicator5 = ExponentialAverage[mafilter](close)
    c4 = (indicator4 =trailingstop*pointsize then //if the MFE is higher than the trailingstop then
    priceexit = MINPRICE+trailingstop*pointsize //set the exit price at the MFE + trailing stop price level
    endif
    endif

    //exit on trailing stop price levels
    if onmarket and priceexit>0 then
    EXITSHORT AT priceexit STOP
    SELL AT priceexit STOP
    endif

    SET STOP Ploss SL
    Set Target PProfit TP

  11. tecknozic • 10/13/2017 #

    Bonjour Inertia, cette sais-tu si cette stratégie fonctionne sur un compte IG à “risque limité” ? Car je crois qu’il y a une restriction sur le fonctionnement des trailing stops. Mais peut-être que ton code contourne cette restriction de par sa conception ? Merci.

    • Inertia • 10/13/2017 #

      Bonjour tecknozic…. Je ne sais pas… Désolé.
      Bonne chance 😉

  12. teddy58 • 10/13/2017 #

    This system is the only one running on my PC, which i didn´t developed my myself. My forcast was correct, the system makes money !! Gratulation, you understand the DAX.

  13. xpiga • 10/13/2017 #

    Hi! Is this system still working good? Anyone has it in the live account? It looks great.
    Thank you for sharing

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