Larry Connors Style (slightly adjusted) on the DAX. Daily time frame only.

Larry Connors Style (slightly adjusted) on the DAX. Daily time frame only.

Hi All

I would appreciate a simple second opinion on this spread-bet test strategy. I’ve been back-testing various versions over long and short timescales…a demo account is showing about 15% profit on the Dax since Sept 16…which if this was real ££££ I’d be quite satisfied with.

Any ideas, comments, improvements would be gratefully received!

Happy Trading!

 

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?

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

  1. Nicolas • 03/20/2017 #

    The “RSI 2 periods” is a strategy so many times coded and modified by traders worldwide 🙂 I’m sure it has already been added to the library before. But since you made your own research on it and made some adjustments and since it still performs well in the recent days, your code deserves to be featured in the library too. Thanks for contribution.

  2. Vincenzo Di Guida • 03/20/2017 #

    quindi mi dici che se lo metti in reale non funziona?

  3. Derek • 03/20/2017 #

    Nice strategy.
    Have you tried adding a stop loss since there are a few sharp drawdowns?
    I thought about using this system in bear markets only since there is no panic buying when entering a bull market.
     

    • Piston_Broke • 03/20/2017 #

      Hi Derek.
      I have tried many different ways to apply SL’s to this and similar versions of the same…. and I invariably find invariably the results of backtests are worse with a SL. I fully appreciate your comments regarding bear markets though as the biggest drawdowns appear to occur when the uptrend changes but the strategy goes long…! It doesn’t appear to happen in reverse so the “short only” strategy may have some value. Thanks 
      PS. The last 7 days have been a particularly gruesome …it illustrates your point about bear markets well!!
       

avatar
Register or

Likes

avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar avatar
Related users ' posts
BaderBader Good day davidelaferla, Thank you for making your strategy available to the community, I do...
sfl CAC on Weekly timeframe, long only, short dosent work. Defparam cumulateorders = false ...
superfalcio This kind of strategies coming from Connors research usually work well on timeframes from 1D...
AndyB72 Sbaglio o Short non fa nemmeno un'operazione ? Andare Long su SPY con la MM200 è praticament...
bousalahane merci pour le partage de cet l'indicateur, j'ai rajouté un autre indicateur pour faire une s...
joaoarcher Hi, thank you for the this. Is it possible to create a screener from this indicator, so that...
ProRealAlgos Hi Crusoe76. Do you mean that you would like a short version of this?
crusoe76 yes please
banjoo78 Hi, first of all thank you for your sharing. I'm new of ProRealTime and I can't replicate y...
ProRealAlgos Same here ;)
YvesRobert Hello, can someone explain this strategy because I don't understand what the program does ex...
andyfx79 l have been demoing for the past couple of weeks with great results , but during a bear mark...
superfalcio Hello, very interesting. Do you have already some tested condiction including timeframe and ...
Meta Signals Pro great feature ^^
Meta Signals Pro can you detail how you did that or refer to a link ? thanks
JohnScher Short variant, see at https://www.prorealcode.com/topic/late-lunch-trade-dax40-strategy/
DANY Hi JohnScher, Thanks a lot for your contribution. Consider this release to avoid overfit...
JohnScher Thank you so much for exploring the Late Lunch Strategy. For discussion and in answer to yo...
BenJuice JohnScher, merci de partager ta stratégie. Je suis nouveau dans ce domaine, sur ton code q...
JohnScher As a percentage of the price, here 2%. StopLoss as well as TargetProfit. SL and TP come ...
Wilko I absolutely love the simplicity of this mean-reversion strategy. Well done!
Patrice210 bonjour STANKO, effectivement la première ligne apparait en anomalie et je ne comprend pas v...
KumoNoJuzza Hi guys, Thanks @Stanko and everyone for your contributions. I have been playing around ...
Stanko Hi KumoNoJuzza, thanks for the post. I also tried your code with Dax and the performance is ...
snucke i dont think you understod the question. i did not ask about the band pass indicator. i as...
thomas2004ch Hi, Is this startegy suitable for daily SPY? Regards
ebous64 Je cherche à traiter des effets de bords avec un encadrement ajustable des variables. Vous a...
JohnScher Postscript: It's running in the live right now. One position after the other is opened. ...
ullle73 nice!! how's it been since your last post on going live? :)
thomas2004ch Hi, Is this strategy suitable for daily SPY? Regards
Darren Nash I found this works well on the DOW
thomas2004ch Hi John, Is your strategy suitable for daily SPY? Regards
gatowman Hi, ich bin leider Anfänger, habe den Code zwar importiert, aber scheinbar läuft er nicht au...
cdc.andersson Hello, I´m trying to paste the code and start testing but can´t get it to work in PRT. Shoul...
Lupo32 Thank You Aaron
superfalcio I'm having no more issue on the new Prorealtime release 11.1
FXmike hey my friends, thank you for this great code. my problem is he make no trade open. backtest...
FXmike Can i put a Action that my start contract is smaller than 1 ? 0.3 or 0.5 ? In wich Position...
phoentzs I wrote the code for M15 back then and also variants in H1 and M1. Everything works so far....
Jan Wind Thanks for sharing ! The Gain/Loss ratio is a bit low, 1,16, hardly offset the risks take...
drive whats the period ?
Lucas0000 Hola. estoy buscando un programador en proorder, para hacer un programa basado en el Q-trend...
Ludwig Bonjour Merci pour le code, je souhaite intégrer un break even et mette en place un réinves...
superfalcio hello, this strategy is pretty interesting, anyway on index after diferent suggestion and im...
Fralex Hello everyone I optimized the original “LongOnly-DAX-4H-TMA-Channel” algorithm over a pe...

Top