intraday DAX strategy 5min mini1€ spread 1

Raul Vg · Thu, 19 Jan 2017 12:16:10 +0000

I share the robot here, so we can improve it and show me the backtest with 200000 bars // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 once ordersize=1 HoraEntradaLimite = 090600 HoraInicio = 090500 if Ordersize>15 then Ordersize=15 endif if Time >= HoraInicio and time <= HoraEntradaLimite then c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 if ordersize<1 then ordersize=1 ENDIF endif buy ordersize*6 contract AT close+2 stop endif c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+2 if ordersize<1 then ordersize=1 endif ENDIF sellshort ordersize*6 contract AT close-1 stop endif endif endif SET STOP ptrailing 5 Q

This topic has 502 replies, 34 voices, and was last updated 3 years ago by Asteriks.

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01/26/2017 at 9:47 PM #22691

CN

@raul
So basicly these are better then the last one?
what is diferent? Only fridays removed?

CN
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01/26/2017 at 10:04 PM #22692

Raul Vg

In the image of excel puts when it operates and how many contracts

Raul Vg
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01/27/2017 at 1:10 AM #22695

Lyny

I am a newbee. I am very excited to reading this blog but so wonder what i have done wrong? I tried to proback test on every single of the versions of DAX strategies 5 min on DAX ( Germany 30 (DFB) 5 min ), the results come out all stay in red (loss) never see any gain or big up in the capital as you guys results images. Have I done something wrong? please help!

I attached 4 test result images here.

Lyny
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01/27/2017 at 2:10 AM #22701

manel

Hi Lyny – I notice you are based in the UK. The code posted here in the forums has timings in CET therefore you need to go into the code and adjust ALL timeframes to UK times by going back an hour ie 173000 becomes 163000 etc. Hopefully that should solve your issue.

manel
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01/27/2017 at 9:32 AM #22705

Alco

Hi Raul,

I tested TSL5 (8).

But don’t you think it’s a bit curve fitted with the last versions? Trying the best setup from the past is not always better in the future.

Alco
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01/27/2017 at 9:47 AM #22706

mamio

I played a little with version 2 because I want it to trade on Fridays as well 🙂

It came out that using 1 contract on every entry the TS is profitable on Fridays as well. I set 1 pip stoploss and a fixed profit of 5 pips. Fixed profit seems to be the key for success. I am not sending the code because it’s a mess. Raul please check it out.

mamio
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01/27/2017 at 9:55 AM #22709

Alco

@mamio

1 pip SL is not possible with ig. You need to have a minimum of 4. So 1 pip sl will never work on a real live account.

Alco
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01/27/2017 at 10:10 AM #22712

Raul Vg

Hi alco,

Basically the difference between the one you are testing and the other is that it adds 5 contracts every time you hit, the entry way is the same. Therefore, small good cracks rises faster and bad cracks right away divides between 2 and losses are minimized. Anyway, but we stick to what happened in the past, we would not need to do backtests, we always run the risk of over optimizing a program.

Indeed, the minimum stop loss is 4 and the trailing 5, to my Fridays I have not been able to make it work. It is worth not to enter the market if the conditions are not conducive.

Raul Vg
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01/27/2017 at 11:12 AM #22721

dreif123

hi,

one short question to the dax strategie ..if got that live on ig account and also on my demoaccount on ig.

both accounts startet short … but on liveaccount (10.2 prorealtime) i have made profit and on the demoaccount (10,3 prorealtime) i have made a loss…

how can that be ?

dreif123
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01/27/2017 at 11:13 AM #22722

dreif123

just to clarify …trade date this morning

dreif123
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01/27/2017 at 11:34 AM #22724

Raul Vg

In v10.3 the backtest is tick by tick, it is what happens in real. In v10.2 there is no tick by tick, so the results are not real.

Raul Vg
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01/27/2017 at 11:40 AM #22725

dreif123

thx first for your reply, …sorry, dont understand … real for me is , what happens at my realtrading tool ..that is ig liveaccount with 10,2 proreal

10,3 proreal is only on the igdemoaccount ? or ?

dreif123
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01/27/2017 at 11:40 AM #22726

4everTrading

This morning I’ve got a lost position in my real account.

In my demo account I am testing the strategy that open 4 position per days.

all result below

Regards

4everTrading
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01/27/2017 at 1:00 PM #22738

Raul Vg

@dreif123

https://www.prorealcode.com/topic/tick-by-tick-backtest-mode-available-in-beta-10-3/

Raul Vg
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01/27/2017 at 1:02 PM #22739

Raul Vg

@carlos

What version do you use? Neither of the latter two works on Fridays

Raul Vg
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