VTAD Turnaround Tuesday – DAX (15m)

VTAD Turnaround Tuesday – DAX (15m)

I created this trading system following the VTAD-rules as follows:

  • Close on Monday at 17.30h (regular trading hours DAX) has to be below its daily 34-SMA
  •  If so, then buy one contract on Monday at 17.45h
  •  Exit the position on Wednesday at 09.00h

VTAD (Vereinigung Technischer Analysten Deutschland) works without SL or TP. However I decided against this rule and optimized the code on SL- and TP-variables.

I noticed one problem with this code:

VTAD uses daily candles based on regular trading hours 09.00h – 17.30h. My Broker IG Markets offers 24h-DAX-Trading and daily candles are 24h-candles. When exactly they start a candle and close it I don’t know for sure. But I think it is at midnight (GMT?) when a new candle is opened.

Of course I could have adjusted my trading hours in the options-menu of the ProRealTime-Trading-Software. But this would affect all my existing trading systems!

Best solution would be if PRT’s Timeframe-command would offer an option about when to open and close candles!

Works on 5m-TF too, but you have to optimize PCTgSL (Stopp Loss in %) and PCTtp (Take Profit in %)-Variables!

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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. TempusFugit • 343 days ago #

    Interesting idea and with a lot of room for improvement…. maybe a trailing stop? Thanks for sharing

  2. Jan Wind • 254 days ago #

    Unglaubich das dieser Strategie Gewinne generiert ! Es erschient leider nicht so gleichmaßig wann man es für die letzten 100.000 bars benutzt (Prüfung per 30.09.2019).

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