DAX Trend following – 2-hours timeframe

DAX Trend following – 2-hours timeframe

This DAX automatic trading strategy on the 2-hours timeframe, use a basic cycle oscillator to test “overbought” and “oversold” areas to open new orders.

All orders have stoploss and takeprofit.

Results attached are from walk forward analysis with 1 OOS period proving robustness of the optimized variables. Variables to be optimized are also described in one of the attached picture.

Discussions about the strategy are running here: Dax Trrend Following, h2 time zone:uk


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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. Stenozar • 01/17/2019 #

    Hi Francesco,
    is it possible to know which indicator you use for this strategy? thanks

  2. Francesco78 • 01/17/2019 #

    c = (sin(atan((close-open[n])/open[n]*100/n)))
    this is the indicator. Itis a measure of the angle made by the price. I invented it, dont know if it is useful or not but I found that it worked well with the dax

  3. Stenozar • 01/17/2019 #

    Thanks Francesco!

  4. Francesco78 • 01/17/2019 #

    You are most welcome!

  5. avatar
    derschnee • 01/17/2019 #

    che strano, a me vengono risultati del tutto opposti sul DAX a 2 ore…

  6. Gianluca • 01/17/2019 #

    (sin(atan che funzioni sono? non le trovo nella ricerca delle funzioni. e mi aggrego a derschnee i risultati non sono quelli esplicati. ed ho usato un grafico 200k barre a 2h

  7. Francesco78 • 01/17/2019 #

    timestart = 90000
    timeend = 180000
    se lavorate con fuso italiano mettete timestart 100000 e timeend 190000
    non dovrebbe cambiar el asostanza comunque,

  8. avatar
    derschnee • 01/17/2019 #

    grazie mille Francesco: stasera provo da casa, ma non credo che sia un problema di orari.
    Non è che il target profit e lo stop loss sono espressi in euro, anziché punti? 275 punti di profitto mi sembrano tanti.

  9. Francesco78 • 01/17/2019 #

    ok, fammi sapere come ti viene, ciao

  10. ironshirow • 01/17/2019 #

    Ciao Francesco, ho provato anch’io con fuso italiano cambiando i profitti e le perdite in punti ma il risultato non cambia. Ho aggiunto anche lo spread a 1 punto dato che mancava ma sono sempre in perdita sia che parto nel 2018 o 2017 fino ai giorni nostri. Grazie

  11. avatar
    unkown • 01/17/2019 #

    mi spiace, ma la strategia postata non dà assolutamente la curva dei profitti allegata.

  12. Francesco78 • 01/17/2019 #

    derschnee spiace a me che non riesci a replicarla. Prima di esprimere giudizi pensaci 2 volte.

  13. avatar
    unkown • 01/17/2019 #

    😉 sfido chiunque a riuscirci!

  14. avatar
    unkown • 01/17/2019 #

    infatti basta leggere i post degli altri….

  15. nicola papangelo • 01/17/2019 #

    ciao Francesco vorrei contattarti su facebook o in privato. Grazie

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