Automatic trading system DAX 1H mini 1€

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03/15/2017 at 8:35 AM #28582 quote

zilliq
Participant

Master

Hi Guy,

Do a Walk forward test to evaluate the reproductibility of this strategy.

Without that, a strategy may be just à dream

Cheers

Zilliq

03/15/2017 at 10:26 AM #28601 quote

zilliq
Participant

Master

Hi Guys, bis

I see you use a ponderate based on day of week for Dax

So, I wanted to know if it is useful or not…

Sorry, but is not 🙁

As you see on the picture, for every day of the week, I count the number of green and red candle.

For 200 count candles, the ratio is always near 50 % (friday a little bit more red candle). So there is the same number of green (Dclose>Dopen) than red candles (Dclose<Dopen)

And the average is so near zero

So, it is usefulness to use ponderation based on day of week ! Don’t use it my friends

Cheers

Zilliq

DAX30-Perf-Index-2.png

03/15/2017 at 11:30 AM #28616 quote

zilliq
Participant

Master

Well, I do the same for month…More interesting

I did it from 1973 until now ! =45 years

And I seek if there is a ratio>50 % and/or high average

As you see there is some interesting month that we can use to ponderate but some others not

For example, september is a very decrease month (ratio 38 % and m=-60 points)

And november a very increase month (ratio 73.33 % and m=+70 point)

Actually March is an increase month = play Call on your swing trade 😉

Bye

2017-03-15_11h23_47.jpg DAX30-Perf-Indexmois.png

03/15/2017 at 11:32 AM #28620 quote

Paris
Participant

Veteran

@ zilliq

not all of us have the forward module .

It not availaible on demo yet .

Could you test the navigator system to be sure if it works or not ?

03/16/2017 at 3:11 PM #28762 quote

Cosmic1
Participant

Senior

I do agree with Zilliq that adding in specific days doesn’t seem to be the way to go. When you remove this from the code it makes for a choppy ride.

I’m actually not a fan of seasonality and splitting up days / months in to parts for different position size etc. Unless we are talking about Coffee, Soya etc.

It’s one of the first things that I do when testing algo’s. Strip them back without seaonsal / days / months and take out any strategyprofit that increases to very high pound per point values over time.

manel thanked this post

DAX-system-3.jpg

03/16/2017 at 5:26 PM #28782 quote

zilliq
Participant

Master

@Cosmic,

As I said it works for month ponderation and so, UT4hr strategy, but not the daily pondaration, for UT5 ou 15 mn 😉

It works for Dax, Gold, Cac, not Eur/usd

03/19/2017 at 6:13 PM #29077 quote

Cosmic1
Participant

Senior

Your monthly analysis is interesting. How about the same analysis for the last 10 years for instance? Do March, Sept and Nov still appear the same?

08/09/2017 at 9:11 AM #42780 quote

Nicolas
Keymaster

Master

Hey guys, so how is it going here?

05/29/2018 at 3:12 PM #71603 quote

JohnScher
Participant

Veteran

Can you tell me who is “Companion of the web”?
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