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
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
if c crosses under -soglia and timeok then
sellshort 1 contract at market
set target pprofit profitti
set stop ploss perdite
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 :