intraday DAX strategy mini-1€, timeframe 5 min

intraday DAX strategy mini-1€, timeframe 5 min

Good afternoon,

This robot simply tries to buy or sell in the direction of the first 5 minutes of the market, ie if the first bar 5 minutes from the opening at 9am is positive, we buy, otherwise we sell.

With a spread of 1 point in the DAX mini 1 € and a time frame of 5 min.

In addition, it has an accumulator, in case the operation wins, the next day we will add 2 contracts, in case of losing the operation, we will divide between two contracts that we put the next day. Example:

Day 1: 1 contract -> We win; Day 2: 3 contracts-> We win; Day 3: 5 contracts-> We lost; Day 4: 3 (2.5) contracts-> We win; Day 5 = 5 contracts …

In addition, it has a manual multiplier to assume greater or lesser risk with the number of contracts.

There are also a maximum number of contracts.

IMPORTANT: For a faithful backtest, you must use PRT v10.3, in v.10.2 the results are NOT real.

A discussion thread is ongoing on the forum about the settings and feedback about the strategy, you can read, ask your questions and participate here:  https://www.prorealcode.com/topic/5-min-mini1e-dax-spread-1/

//—————–

Buenas tardes,

Este robot trata simplemente de comprar o vender en la dirección de los primeros 5 minutos del mercado, es decir, que si la primera barra de 5 minutos desde la apertura a las 9h es positiva, compramos, en caso contrario, vendemos.

Con un spread de 1 punto en el DAX mini 1€ y un time frame de 5 min.

Además, tiene un acumulador, en el caso de que la operación resulte ganadora, al día siguiente sumaremos 2 contratos, en el caso de perder la operación, dividiremos entre dos los contratos que metemos al día siguiente. Ejemplo:

Día 1: 1 contrato -> Ganamos; Día 2: 3 contratos-> Ganamos; Día 3: 5 contratos-> Perdemos; Día 4: 3 (2,5) contratos-> Ganamos; Día 5= 5 contratos…

Además, tiene un multiplicador manual para asumir mayor o menor riesgo con la cantidad de contratos.

También hay puesto un máximo de contratos.

IMPORTANTE: Para un backtest fiel, hay que usar PRT v10.3, en la v.10.2 los resultados NO son reales.

 

Share this

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?

New! PRC is also now on YouTube, subscribe to our channel for exclusive content and tutorials

  1. larouedegann • 301 days ago #

    Bonjour Nicolas,
    comment se fait-il qu’avec cette stratégie stop loss à 5 pips, PRT mettant le stop à 17 pips ???????
    sur 42 contrats,ça fait mal.y a t-il une explication ?les ordres étant passés en même temps(achat-vente    stop  limite)
    Personnellement je ne comprends pas

  2. Nacho • 285 days ago #

    Buenos días Raul, tengo puesto este sistema desde hace unos días en una cuenta demo en la versión 10.3 de proreal y no coincide el Backtest con las operaciones que lleva hechas ¿Sabes a que se debe? Se supone que con la versión 10.3 los backtest son fiables.
     
    Muchas gracias.

  3. Dominik • 155 days ago #

    Hola Raul … it looks wonderful 🙂
    Why does it not work if I use less than 100,000 € capital?
    For example 10,000 €

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar

+2 more likes

Related users ' posts
Vonasi An interesting idea that was easily turned into a strategy on a shorter time frame that appe...
Vonasi Thanks for sharing this Leo. I love anything that helps us understand where we are at in the...
swapping Merci Leo, very cool simplement pour la visualisation des plus haut et bas de la journée pas...
JohnScher Why do i have problems to insert a code with "add prt code" ??
Yannick Hello The problem of the code might the time of the candle if you modifiy by TradingtimeLon...
Yannick TradingDayLong = dayofweek = 1 or dayofweek = 2 or dayofweek = 3 or dayofweek = 4 or dayof...
ALE
1 month ago
larouedegann // ENABLED PARNER 1-0 / ON-OFF ONCE PrEnabled01 = P01 // SWITCH INDICATOR P0...
ALE P01 , it’s the first patner of the indicator, I hope to add others in future.
ALE We can discuss about the strategy here: https://www.prorealcode.com/topic/scalping-indicator/
Yannick Hello There is a mistake in trailing stop code, I think that this should fix the problem s...
Paul About the trailing-stop the way it's coded. That works for backtesting only, just look at th...
Jonny sorry paul, but system says that is not possible to put many stop order combined...what have...
Bin
2 months ago
TempusFugit Thanks Bin, nice code, I can use several ideas of the way you build it
DarioMazza Thanks Bin, great concentration, i understand the first idea, but may u indicate me the asse...
Bin Hi Mazza This robot is optimized for DAX30.
TempusFugit Masala, thanks for your contribution. I don´t like the offmarket spreads neither ;) I unders...
Uveus Tempus, me da un error al validar el codigo, sobre la variable N. Al crear el indicador me ...
TempusFugit Hi Uveus, I am guessing you inserted the code of the indicator into the system code, is ...
Vieux Marin Hi, What do you think about this ? //--------------------------------------------------...
Inertia Thank you. Sorry, there is a bug on line 52...
Vieux Marin //------------------------------------------------------------------------- // Code princip...
JM David, Thanks a lot and next week I begin the test of this strategy in real... You have ot...
rejo007 hello david, i'll try it could you tell me wich strategy do you use in real? thanks
David Somogyi Hello, I have a couple of DAX strategies of breakout and mean reversion. I'll try to post...
Toto le Heros Hi Nicolas, Thanks for this. Looks interresting. Unfortunately the display on my price gra...
Nicolas Use vertical axis alignment only in indicators setting
DonMasser Nicolas ( or anyone) would you know how to program a 'WAIT'. In other words, in auto tradin...
Nicolas Good job, but I think there is something wrong in the description since trade direction is c...
verdi55 Running a single Renko strategy with a fixed box size is usually not a good idea, because th...
gackeen Scusa Pier, scusate tutti, sono nuovo. Ho caricato il file e mi viene restituito il messaggi...
JR1976 HI Nicolas , I tried to copy paste but not import directly and the code works well I hav...
mcosta This code doesn't work on 10.3 platform(IG), neither with copy/paste nor with itf import, an...
JohnScher http://prntscr.com/hzhvfx
JohnScher http://prntscr.com/hzhvzh
JohnScher http://prntscr.com/hzhwcc
Nicolas Thanks for sharing your automated trading strategy idea. Even if you accumulate loosing orde...
Maz Ok. Potential here to build onto this. Have opened a forum thread for further discussion: h...
ALE
8 months ago
CSR strategy DAX 1 D
CSR strategy DAX 1 D
14
Strategies
ALE Thanks as always Nicolas
Toto le Heros It looks very interresting. I have one question related to the following result in ProbackTe...
StefanStrand I tried running this on IG ProRealTime and get the following error message, why could this b...
Francesco78 Hi Keemax, I dont have it on real at the moment, in any case the strategy is very long term ...
Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
Francesco78 I did a little bit of work on that and now the results looks better and more stable. Please...
Juan Salas Hi Francesco, Yes, this is pretty much the question. The system ask me a number of contract...
Francesco78 ok sounds good, you can put min size = 1 and go for the seasonable breakout too, also you ca...
JR1976 HI all , anyone test 200k bar for this great code ?
avatar
bjoern With the same parameters? For me the results are negative
avatar
bjoern Oh ok, with the initial posted parameters it is positive
victormork yes! It's not like you want to put it on live but when I for example take the version I have...
Elsborgtrading the indicator works on all instrument, question is if the strategy will work. You have to do...
otty82  all right. thanks
mmichael Hello, I noticed that the indicator shows the initial balance of today but also for all the ...
Derek Nice strategy. Have you tried adding a stop loss since there are a few sharp drawdowns? I ...
Piston_Broke Non so .... da qui la mia domanda iniziale :-)
Piston_Broke Hi Derek. I have tried many different ways to apply SL's to this and similar versions of th...

Top