intraday DAX strategy 5min mini1€ spread 1

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01/20/2017 at 12:57 PM #21842 quote

CN
Participant

Senior

Thank you volpiemanuele for the code.
How does it have such low drawback but so high win?

01/20/2017 at 1:03 PM #21845 quote

Raul Vg
Participant

Senior

Jonjon, How is it possible that such a bad curve comes out with the robot? The image that I attached is the curve that comes to me.

01/20/2017 at 1:08 PM #21846 quote

Raul Vg
Participant

Senior

Cn,What has done volpiemanuele is to add a risk manager, if you divide the profits between the max drawdown in its code: 83,000 / 2200 = 38, and without its code = 33000/850 = 38, what it does is that the higher money earned With strategy, more contracts keeps strategy.

01/20/2017 at 1:13 PM #21847 quote

Alco
Participant

Senior

The dow has a minimum trailing of 10 pips. So i guess it’s not riliable anough with this system.

01/20/2017 at 1:18 PM #21848 quote

volpiemanuele
Participant

Veteran

hi,

the money management or position sizing, call it what you want, though simple, is based on the actual gain that the strategy produces and the margin used. In this way the gain becomes exponential when more successive wins and always in relation to the margin but if the system loses one or more subsequent trading the system returns to buy 1 lot only a short time.

01/20/2017 at 1:19 PM #21849 quote

CN
Participant

Senior

@Raul

Meaning that the better it goes the more contracts added?

01/20/2017 at 1:24 PM #21852 quote

volpiemanuele
Participant

Veteran

Yes, in this time max contract are 18. The system add the contract only if the gain is a multiple of the margin set.

01/20/2017 at 1:27 PM #21853 quote

CN
Participant

Senior

The margin is sett to 60, is that 60k? I have 3k atm on the acc that I am working with, does that affect it?

01/20/2017 at 1:36 PM #21854 quote

volpiemanuele
Participant

Veteran

60 euro….for 1 lot….when the system gain 60 euro….60+60/60= 2 lots…The minimal account depend of the max drowdown…I think that with 3k the system run well.

01/20/2017 at 1:37 PM #21855 quote

Joachim Nilsson
Participant

Average

I wonder if these results are correct? It feels a little bit too good to be true…

Skärmbild-19.png

01/20/2017 at 1:39 PM #21858 quote

jonjon
Participant

Average

Raul: are we looking at the same time periods? I’m assuming you mean your snapshot that you posted at 10.25am? Isn’t this for the period from July 2015? Mine is just a snapshot of Jan 2013 until the strategy stopped in July 2014. It is at this point that the error appears saying that it can’t complete the backtest (at least not with a trailing stop).

01/20/2017 at 1:41 PM #21859 quote

volpiemanuele
Participant

Veteran

if ProRealTime v 10.3 works well, yes. The back test is tick by tick

01/20/2017 at 1:42 PM #21860 quote

jonjon
Participant

Average

Alco – can you tell me what the min SL is for the Dow? I saw your message above about min 10 for a trailing. I may subscribe for the data if it’s not too large a minimum.

Thanks

01/20/2017 at 1:50 PM #21861 quote

Joachim Nilsson
Participant

Average

My wrong. I think the spread disapeared when I downloaded the files. This is a new snapshot with 1p spread.

Not quite as good, but still too good to be true?

Skärmbild-20.png

01/20/2017 at 1:55 PM #21864 quote

Raul Vg
Participant

Senior

Joachim Nilsson, Those results are not correct, you have to do them in tick by tick mode in v10.3. Sometimes you have to do it twice to get it right.
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