intraday DAX strategy 5min mini1€ spread 1

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  • 01/26/2017 at 5:25 PM #22635
    Raul Vg

    Do not worry, we are here to help us. Yes, for now they are the ones that I like the most 6351414 robots I’m testing hehe.

    1 user thanked author for this post.
    avatar CN
    01/26/2017 at 5:48 PM #22639
    CN

    @Raul

    What are the difirence between the two?

    01/26/2017 at 6:23 PM #22642
    GraHal

    @CN attached are the 2 equity curves since 1 Jun 16 … Algo1 inceases position size gradually and Algo2 increases position size ‘in steps’, but there’s more to it than that if you look at the code. Algo1 could do up to 3 Trades per day if conditions are met, Algo2 does up to 1 trade per day. Even then there are more differences … you need to Backtest them on your platform and then look at the Detailed Report to see all the differences … attached is the ‘overview’ of the Detailed Report, but don’t take my word as accurate, DYOR as they say 🙂

    I like it lots cos it’s close to how I manual trade … ‘quick in and out’ … it’s all very clever; big thanks to Raul! How he keeps up that ‘drive to madness’ with all his 6351414 robots I’ll never know!! 🙂

    GraHal

    01/26/2017 at 6:43 PM #22649
    mamio

    I like more the upper equity curve (DAX-5-MIN-1-contract5 correct?!). It has a smoother grow and less flat periods, wich are hard to bear for a trader. What do you think?

    01/26/2017 at 6:46 PM #22650
    volpiemanuele

    hi,

    i think that ultimately we need to work the strategy in order to produces profits
    identifying the best time of entry and if you get one or more times. Regarding the position sizing depends on the risk that will be supported. It ‘s normal that with larger  lots the probability of having high drowdown increase if the system loses several times. In your opinion what are the best time entry? In order trailing stop I don’t understand after much discussion if IG permit to set trailing with 5 points. Do you confirm? Thanks

    01/26/2017 at 7:00 PM #22651
    Raul Vg

    @GraHal

    Well explained! Also in one each success adds 5 contracts and each failure divides them between 2, and in the other only sum contracts every 1000 euros of benefits, hence the curve is smoother, without steps. These “steps” occur when chains on several consecutive days winning, each day 5 adds 5 contracts up to a maximum of 40. One of them does not work on Fridays because it is the day of the week that most fails. Now I am working on one that does the 3 daily entries and also adds 5 contracts each success and divide between two if it fails, so on the same day, if it hits the 3 times, get great benefits, and if the 3 days fail, when dividing Each time between 2, minimize the losses.

     

     

    01/26/2017 at 7:07 PM #22652
    Raul Vg

    @volpiemanuele

    Yes, in ig the trailing stop is 5, confirmed, that’s why there is no problem, I’ve been operating for 2 days in real and no problem.

    Now, I am breaking down the program, for each day of the week, at what time it gives the best result. To compile everything together in the same robot, although I run the risk of overoptimizing it for the period of 100,000 bars.

    01/26/2017 at 8:24 PM #22665
    mamio

    Let’s suppose a starting capital of 2000 euros. Is it correct to modify the following lines of code?

    capital=strategyprofit+10000
    n=capital/1000

    with

    capital=strategyprofit+2000
    n=capital/200

     

    01/26/2017 at 8:53 PM #22670
    GraHal

    @mamio Yes, but you need a correspondingly lower value for n = 2 so you buy 2 Contracts (not 10 Contracts). So use n=capital/1000.

    01/26/2017 at 8:58 PM #22674
    Raul Vg

    No, 10000/100= 10 contracts, 2000/200=10 contracts.

    If you win 1000 euros with your code: 3000/200= 15 contracts.

    If you win 1000 euros with my code: 11000/1000= 11 contracts.

    Run more risk with your code than mine.

    capital=strategyprofit+2000

    n=capital/1000

    2000/1000= 2 contracts

    2000+1000/1000= 3 contracts

     

     

    01/26/2017 at 9:17 PM #22676
    volpiemanuele

    @Raul

    Thanks,

    I trade in real also without problem. What version of strategy did you use ? The last that you have posted ? Thanks

    01/26/2017 at 9:35 PM #22677
    Alco

    I understand the concept of the code. But when I look at the orders list with TSL5. First it did open 3 contracts at sept 22th 2015. 2 days later it opens 33 contracts. I can’t verify it from the code. Could someone explain why its going from 3 to 33 contracts?

    01/26/2017 at 9:40 PM #22680
    Raul Vg

    Well, these are definitely the two versions.

    I’ve tried every 5 Minutes from 09:00 to 09:30 from Monday to Friday to see which days and which Hours works best.

    Depending on the time and day, will enter more or less contracts. Fridays does not work since no time is suitable for it.

    Has a multiplier “nn” that every 1000 euros increases a contract.

    2 users thanked author for this post.
    avatar Jesús, avatar GraHal
    01/26/2017 at 9:40 PM #22686
    Raul Vg

    dax v2

    1 user thanked author for this post.
    avatar Jesús
    01/26/2017 at 9:43 PM #22690
    Raul Vg

    @alco

    I do not know which version you have of all, but there is one that adds 5 contracts and at the same time has a n = 3 that multiplies by 3 the number of contracts. Maybe that’s why.

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