intraday DAX strategy 5min mini1€ spread 1

Viewing 15 posts - 466 through 480 (of 503 total)

← 1 2 3 … 31 32 33 34 →

Author

Posts
02/21/2017 at 9:51 PM #25984 quote

ottimo
Participant

Average

@ Raul Vg

Please Raul can you post the file of new DAX 5 MIN TSL5 (22) ?

Thank you so much …

02/22/2017 at 9:41 AM #26020 quote
Raul Vg
Participant

Senior
```
//-------------------------------------------------------------------------
// Código principal : DAX 5 MIN TSL5(22)
//-------------------------------------------------------------------------
// Definición de los parámetros del código
DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada

DEFPARAM FlatAfter =173000

once ordersize=1

if Ordersize>40 then
Ordersize=30
endif

HoraEntradaLimite = 090600
HoraInicio = 090500

HoraEntradaLimite1 = 091600
HoraInicio1 = 091500

HoraEntradaLimite2 = 093100
HoraInicio2 = 093000

if dayofweek=1 then //Monday
daytrading=1
endif
if dayofweek=2 then // Tuesday
daytrading=1
endif
if dayofweek=3 then // Wednesday
daytrading=1
endif
if dayofweek=4 then //Thursday
daytrading=1
endif
if dayofweek=5 then // Frifay
daytrading=1
endif

n=3

if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  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+5
if ordersize<1 then
ordersize=1
ENDIF
endif
buy ordersize*n 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+5
if ordersize<1 then
ordersize=1
endif
ENDIF
sellshort ordersize*n contract AT close-1 stop
endif
endif
endif




SET STOP ptrailing 5
set target profit 12
```
Jesús, ObiWan and Balmora74 thanked this post

1-11.png
02/22/2017 at 9:42 AM #26023 quote

Raul Vg
Participant

Senior

Very careful, both accumulate a lot of contracts and are very risky

Jesús thanked this post

02/22/2017 at 9:47 AM #26025 quote

Raul Vg
Participant

Senior

Left, real, right backtest. The results are very similar, but not accurate. Some day you make a profit when you really lose, but it seems to be moving forward.

Jesús thanked this post

1-12.png

02/22/2017 at 7:33 PM #26076 quote

ottimo
Participant

Average

@ RAUL

GREAT JOB !!!

How much real money I have to start for

DAX 5 MIN TSL5(22) ?

DAX 5 MIN 1 contract(5) ?

02/22/2017 at 8:00 PM #26080 quote

Jesús
Participant

Veteran

@RAUL VG

Great job and very good results
I have some doubts about the functions of “set stop ptrailing” and “set target profit”.
First question, the “ptrailing” function overrides the “target profit” function.
Second, the “target profit” function pursues a target price while “target pprofit” seeks a profit determined by the movement of points.For those doubts and because the results in backtest with the “ptrailing” function are not reliable, this robot also I have had demo account since January 26 with very similar results.

Imagen-1.png Imagen-2.png Imagen-3-1.png

02/22/2017 at 8:01 PM #26083 quote
Jesús
Participant

Veteran
```
//-------------------------------------------------------------------------
// Código principal : DAX 5MIN TSL5 M v.2
//-------------------------------------------------------------------------
// Definición de los parámetros del código
DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada

DEFPARAM FlatAfter =173000

n=min(1000,(((Strategyprofit+5000)*0.03)/5))

if n>100 then
n=100
endif
if n<10 then
n=10
endif

HoraEntradaLimite = 090600
HoraInicio = 090500

HoraEntradaLimite1 = 091600
HoraInicio1 = 091500

HoraEntradaLimite2 = 093100
HoraInicio2 = 093000

if dayofweek=1 then //Monday
daytrading=1
endif
if dayofweek=2 then // Tuesday
daytrading=1
endif
if dayofweek=3 then // Wednesday
daytrading=1
endif
if dayofweek=4 then //Thursday
daytrading=1
endif
if dayofweek=5 then // Frifay
daytrading=1
endif


if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  then


c1 = open < close-2
if not onmarket then
IF c1 THEN

buy n contract AT close+2 stop
endif

c2= open > close-1

IF c2 THEN

sellshort n contract AT close-1 stop
endif
endif
endif

SET STOP ptrailing 5
```
02/22/2017 at 8:56 PM #26087 quote

Raul Vg
Participant

Senior

Hello jesus, ptrailing 5 function and take 12 use so that in case you go up 5 points and turn around, stay at 0. if you go up 10 and turn around, win 5, and I consider that rarely Rises more than 12 hit points without going back and so I put the take of 12.Let’s say that in order to “insure” you lose as little as possible in the event of a price increase.

hola jesus, la funcion ptrailing 5 y take 12 la uso para que en el caso de que suba 5 puntos y se de la vuelta, se quede a 0. si sube 10 y se da la vuelta, gane 5, y considero que rara vez sube mas de 12 puntos de golpe sin retroceder y por eso coloco el take de 12. Digamos que para “asegurar” perder lo minimo posible en el caso de retrocer el precio.

02/22/2017 at 8:59 PM #26088 quote

Raul Vg
Participant

Senior

Hi ottimo, it is difficult to answer that question, keep in mind that the maximum number of orders are 120 x 5 points, and to reach that number of contracts, you must have won many times before. I will try to make the calculation and tell you. But I repeat that the backtest with trailing are not completely reliable

02/22/2017 at 9:12 PM #26089 quote

Jesús
Participant

Veteran

Thank you very much for your answer Raul. If I have not misunderstood you, if you use the “set stop ptrailing” function, but at the same time you want to set a limited benefit to certain points you must use the “set target profit” function instead of “set target pprofit”.

Muchas gracias por tu respuesta Raul. Si no te he entendido mal, si usas la función “set stop ptrailing”, pero a la vez quieres fijar un beneficio limitado a determinados puntos debes usar la función “set target profit” en vez de “set target pprofit”.

02/23/2017 at 5:00 PM #26184 quote

arcane
Participant

Senior

I tested the strategies with the dax 25 euros, 5 euros and 1euros.

Suprise, suprise.

The results are different and better on the dax to 1 euros.

Thank you if you can test at home.

I have no explanation.

IG says that the cfd dax are identical.

In addition, the 9:25 am schedule is better than 9:30.

Good continuation.

02/23/2017 at 8:16 PM #26223 quote

DonMasser
Participant

New

This is simply curve fitting, modifying the criteria to make it fit better. The reality is that implementing this will give greatly different results..

Particularly on a 5 min chart if it is automated, since the buy and sell only happens at the end of the timeframe in the test, whereas it happens in realtime in actual fact… and comes out completely different.

D

02/23/2017 at 9:31 PM #26229 quote

Paris
Participant

Veteran

@ raul

if you have the time , i need some help here ….

A little help for this strategy that works very well …

Jesús thanked this post

02/28/2017 at 3:29 PM #26690 quote

Raul Vg
Participant

Senior

real vs backtest

1-13.png 2-5.png

02/28/2017 at 5:44 PM #26720 quote

Nicolas
Keymaster

Master

We are close to something quite similar, isn’t it?
Author

Posts