intraday DAX strategy 5min mini1€ spread 1

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  • #31549 quote
    volpiemanuele
    Participant
    Veteran

    @Nicolas

    Thanks,

    which version did you use for the back test? Please can share it ?

    Thanks

    Emanuele

    #31550 quote
    Nicolas
    Keymaster
    Master

    I didn’t test with this particular strategy but with a dummy one.

    #31640 quote
    volpiemanuele
    Participant
    Veteran

    @Nicolas

    I run in test the strategy (on the left of the picture) and I run a backtest (right). Today different results.

    back.jpg back.jpg
    #31666 quote
    larouedegann
    Participant
    Master

    Hello every body

    I have used this robot for 2 months and in fact with hindsight I can say that it is losing term. At the beginning with n = 1 and at the end n = 6.Car nothing better than to test in real. …..

    This is for the philosophy of strategy.

    There’s one thing you do not know.

    When you have a stop loss of 5 pips in fact your stop loss can be changed by IG MARKET. I m “explains. Everything depends on the market. If the position is too close to the opening of the market

    IG MARKET applies 18 pips of stop minimum.So not bother to create strategies with opening close to 9H00 ….

    This has been my case with a position of 42 contracts modified by IG with a pip of 18 …. I leave you calculated. I have manually stopped the strategy ………

    bertrandpinoy thanked this post
    #35824 quote
    Niconini
    Participant
    Junior
    Hi, this post is pationnant. Do you still use this strategy ? Has it been improved ?
    #35830 quote
    larouedegann
    Participant
    Master

    not used

    #119377 quote
    deleted2104
    Member
    New

    stratégie DAX intraday 5min mini1 € spread 1

    Hello Nicolas, this robot strategy is dead ?

    No message about it since 2017 ?

    Do you have news about it ?

    Thanks

    Yann

    #136296 quote
    Asteriks
    Participant
    New

    Hi all,

    I am pretty new at PRT and trying out some strategies from this library, to learn.

    I tried this one and it returns some nice results. But I do not understand why the test always stops after the trade of 9-mar-2020. No matter where I start, at the beginning of 2020, or on the 1st of march, always the test stops there (see attachment). When I start the test at 10th of march then it runs for a few days and stops then. It looks like it has something to do with the  rapid decline of the market, because when I run from 1-april-2020 until today it runs fine until today. I cannot find anything in the code that can cause this. Maybe it is a preset in the ProBackTest which I did not find (yet)?

    (I made no changes in the code, just copied and pasted the original code.)

    Any suggestions what can cause this? Thanks!

    Asteriks

    20200617_185514.jpg 20200617_185514.jpg
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intraday DAX strategy 5min mini1€ spread 1


ProOrder: Automated Strategies & Backtesting

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Raul Vg @raul_v Participant
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This topic contains 502 replies,
has 34 voices, and was last updated by Asteriks
5 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 01/19/2017
Status: Active
Attachments: 189 files
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