DAX Trend following - 2-hours timeframe
January 17, 2019, 11:19 AM
Strategies
15 Comments
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
defparam cumulateorders = false
n=2
soglia = 0.02
timestart = 90000
timeend = 180000
profitti = 275
perdite = 350
timeok = time>=timestart and time<=timeend
c = (sin(atan((close-open[n])/open[n]*100/n)))
if c crosses over soglia and timeok then
buy 1 contract at market
endif
if c crosses under -soglia and timeok then
sellshort 1 contract at market
endif
set target pprofit profitti
set stop ploss perdite
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Filename:
wf_dax_1-1.png
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Filename:
DAX-trend-following-2h-TF.itf
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