Backtest of the given strategies from the library, here Dax40.

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  • #198225 Report

    It was asked often enough, here now please, let’s start!

    Sense is the verification of the strategies given in the library. For most strategies this means a backtest years after their publication, quasi out-of-sample.

    For the beginning I would start with the Ger40, as the most volatile and probably also the most difficult index to trade.

    10 backtests I have done today, see screenshots following.
    Depending on free time, I would gradually put 10 packages here after and after and after.
    Perhaps one or the other can intervene here supportively and also post backtests, work sharing could be the keyword.


    The rules:
    The backtests are sorted by the oldest strategist first.
    It is enough the picture, diagram as published today, with the reference to the strategy.
    No questions in the thread, no answers in the thread. The picture will have to do. If there is really need to talk about a single strategy, please make a new thread. The publication hier should be clear , simple, comparable, concise.


    If anyone else wants to help and post backtests here:
    So, please:
    Timezone and timeframe are to be considered. If the timeframe is not given, I tested 1, 5, 15, 60 and 240 minutes and posted the best result. Day can still be tried.
    Spread 2 points I think is okay (please no discussions, open times Monday 09.00 in the Dax by automated trading more than 1 position for example 5 positions…).
    For the other indices like cac40 or for currency pairs like Eur/Usd please please please open a separate thread.
    If at all possible please test the lower time frames with 1 million units. Pls. It should be clear , simple, comparable, concise


    I think we get this done ……………!
    Thanks to all who have published their strategies !!!


    1 user thanked author for this post.
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