intraday DAX strategy 5min mini1€ spread 1

• 04/10/2017 at 5:12 AM #31549
  volpiemanuele

  @Nicolas

  Thanks,

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

  Thanks

  Emanuele

   

   

  

  volpiemanuele

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  04/10/2017 at 6:27 AM #31550
  Nicolas

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

  

  Nicolas

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  04/10/2017 at 5:20 PM #31640
  volpiemanuele

  @Nicolas

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

   

   

  

  volpiemanuele

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  04/10/2017 at 7:18 PM #31666
  larouedegann

  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 ………

   

   

   

  1 user thanked author for this post.

  bertrandpinoy

  

  larouedegann

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  05/17/2017 at 1:06 PM #35824
  Niconini

  Hi, this post is pationnant. Do you still use this strategy ? Has it been improved ?

  

  Niconini

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  05/17/2017 at 1:16 PM #35830
  larouedegann

  not used

  

  larouedegann

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  02/12/2020 at 2:44 AM #119377
  deleted2104

  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

  

  deleted2104

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  06/17/2020 at 6:17 PM #136296
  Asteriks

  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

   

  

  Asteriks

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