intraday DAX strategy 5min mini1€ spread 1

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Viewing 15 posts - 31 through 45 (of 503 total)
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  • 01/20/2017 at 8:47 AM #21790
    jonjon

    Sorry – that was meant as a reply to Raul’s latest code.

     

    Alco – unfortunately don’t have access to Dow

    01/20/2017 at 9:06 AM #21793
    jonjon

    Alco

    What’s the ticker of the Dow index you tried?

    Is it DJI for DJ30 Industrial Avg Index or the full  YMXXXX Mini DJ30 Full0317 Future*** ??

     

     

     

    01/20/2017 at 9:41 AM #21800
    volpiemanuele

    hi,

    today you confirm loss of 0.98 eur for 1 lot on Germany cash 1 EUR and trailing 5 points ? I start in real account Prorealtime 10.2 IG account.

    Tanks

     

    01/20/2017 at 9:45 AM #21801
    Raul Vg

    Hi jonjon, also lose 20,000€ in 2013 with the € 1 mini ?? Wow!

    01/20/2017 at 10:02 AM #21803
    jonjon

    Hi Raul. I’m confused. I tested that last bit of code on the Dax. Did you want it testing on the EUR:USD spot?

    01/20/2017 at 10:12 AM #21804
    Alco

    @jonjon

    I used wall street cash (E1 mini).

    01/20/2017 at 10:23 AM #21805
    Raul Vg

    I also, I can not understand that from July 2015 to today the maximum consecutive loss is 850 € and wins 33.000€ and from January to April 2013 loses 20,000 euros. Could you be so kind as to show captures only from 2013 starting with € 50,000 or € 100,000, enough so you do not run out of money, just to see what happens in the full year.

    I think eur / usd does not work

    There was no case to the name of the robot, it is from an earlier one that I have been modifying and I have not yet changed it

    I attach the capture robot

     

    01/20/2017 at 10:24 AM #21808
    Raul Vg

    alco, On wall street 1 € what spread do you have?

    01/20/2017 at 10:25 AM #21809
    Raul Vg

    Capture of the previous robot

    01/20/2017 at 10:29 AM #21812
    Alco

    @I’ve a 1.8 spread at the open.

    01/20/2017 at 11:06 AM #21815
    Raul Vg

    Great work volpiemanuele, incredible benefits. +83.500€ and Max drawdown 2.120€ = 3’31%

    01/20/2017 at 11:30 AM #21822
    volpiemanuele

    Tanks,

    I starting in real today with my version posted on Germany cash 1 eur TF 5 minute on my IG account. This week end I want to try other my idea. If it will be good I posted the new version. From what year did you start your backtest ?

     

    01/20/2017 at 11:40 AM #21827
    jonjon

    Raul – there seems to be a problem with the backtest engine when it is working with your trailing stop. I’ve tested exactly the code you sent over in your post at 10.23am.

    The test keeps crashing in July 2014 and error message appears that don’t have the bar data to continue the test. The problem seems to be with the trailing stop. When I substitute the trailing stop for SL4 and Tar 10 the whole test works fine.

    I ran the test with starting equity of EUR40k. I attach the results which are zoomed in for the period Jan 2013 until July 2014 when the test stops.

    I see that your test is on Alemania 30- al contado (EUR 1 min). I don’t have access to this although I would have thought they would have the same results (I’m looking at DAX30 Full0317 Future).

     

    01/20/2017 at 12:34 PM #21837
    Raul Vg

    Of course, it’s the same, only in the DAX the value of the point is 25 €, and in the DAX mini the value of the point is 1 €. That is, your results, both profits and losses, should devide them between 25. Therefore, if in this chart the biggest fall is 30,000 €, in the mini 1 €, would be 1,200 €. You have to divide everything between 25 to know the losses and benefits of the Dax mini 1 €.

    01/20/2017 at 12:49 PM #21841
    jonjon

    Thanks. I was worried we were looking at different underlying prices / products in which case this whole discussion would have been academic.

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