Forums ProRealTime English forum ProOrder support DAX 5 min algo Reply To: DAX 5 min algo

#105556

Im getting same results like u, and the numbers do look decent, but looking at the code this just seems super optimized. A supertrend 6,1? Aroon 20 and 76?

I think the sample size is way too small.
Have u done a walk forward? – I have, i checked only the Aroon numbers, and result was -27% WF. It just broke.
Have u checked other similar markets? – I have, NQ, WS, US 500, France, Spain.. Results are not good.

 

Another red flag is: No exit strategy. Meaning u hit stop loss or target every time. And these variables have also been optimized. Seems sketchy. If it works, im doubting its gonna work for a long time.. only one way to find out tho 😉

This are my 2 cents about this strategy.