IDNR2 pattern strategy on DAX 1 h

IDNR2 pattern strategy on DAX 1 h

I just wrote this strategy

It works very well on dax 1 h

It is based on the IDNR pattern with 2 periods instead of 4

As filter It uses the following: the squeze of the bollinger band (band width < lowest[period]) , adx > min and atr[1] > atr[period]

As trailing stop I used a code that I found in this library

It does not seem over fitted because changing parameters the result remains good and also It seems to work quite well on FTSE MIB 1 h too

However It seem to me that It makes too few trades on the historic that I have available to be sure of its reliability

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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. Francesco78 • 06/14/2017 #

    Grazie! it is beautiful indeed

  2. Francesco78 • 06/14/2017 #

    Made good money today 🙂

  3. JR1976 • 06/14/2017 #

    IT’ s seems intersting Code 
    Could be more interesting if someone has a back test since before 2013  ?

  4. DarioMazza • 06/14/2017 #

     It work very well, thank u so much for share it

  5. Wilko • 06/14/2017 #

    I hate to potentially spoil the party, but the concept appeared so interesting that I decided tp test it on several other major developed market equity indices (without any spreads and/or commissions). Unfortunately I can report that it appears to be almost consistently negative, to such a degree that I am tempted to test it in reversal.

  6. Wilko • 06/14/2017 #

    First of all, many thanks for sharing! These shares are much appreciated.
    I hate to potentially spoil the party, but the concept appeared so interesting that I decided tp test it on several other major developed market equity indices (without any spreads and/or commissions). Unfortunately I can report that it appears to be almost consistently negative, to such a degree that I am tempted to test it in reversal.

  7. CKW • 06/14/2017 #

    Thanks Pier!
    Excellent! I add the SL capped at 0.8% for safety purpose. The Backtest performance is still very good .

  8. JR1976 • 06/14/2017 #

    Dear Pier , 
    your screenshot which rappresent the backtest , is since dec 2009 , but the equity curve in other picture is from 2013
    DO you have the equity line wich rappresente the algo code  before  2013  ?
    nice work

  9. CKW • 06/14/2017 #

    Dear Pier,
    Does it work on forex?

  10. bobrenard96 • 06/14/2017 #

    sorry, but your strategie doesn’t work.
    When i implement the file, i have the error : backtest.limit.optimisation.occurrence.teasing

    • Nicolas • 06/14/2017 #

      It’s a platform error, nothing to deal with the code. Did you tried to download the itf file and import it rather than copy paste it?

  11. gackeen • 06/14/2017 #

    Scusa Pier, scusate tutti, sono nuovo. Ho caricato il file e mi viene restituito il messaggio “Il suo Probacktest supera il limite di occorrenze per l’ottimizzazione Walf Forward” .

  12. JR1976 • 06/14/2017 #

    HI Nicolas ,
    I tried to copy paste but not import directly and the code works well
    I have a question about the code, because , did’t appears the equity line from 2009 .
    Do you have the possibility to show it ? ( the author doesn’r response)

  13. mcosta • 06/14/2017 #

    This code doesn’t work on 10.3 platform(IG), neither with copy/paste nor with itf import, any suggestion?

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