Can I buy at the high?

paulon · Fri, 12 Jan 2018 09:41:07 +0000

Hi. I want to trade the major indices with the following condition. Assume c1 is the condition for a long trade. If c1, then enter a long trade if a following bar crosses over the high of the signal bar. The entry level should be the high of the signal bar (not the next market open). The order should be valid for x bars after the signal bar. The profit limit is the close of the signal bar plus the ATR and the stop loss is the close of the signal bar minus the ATR.

This topic has 20 replies, 8 voices, and was last updated 6 years ago by mr blue.

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01/14/2018 at 11:56 AM #59417

Vonasi

verdi55 wrote:

Buying at intermediate lows instead would increase performance somewhat, I think.

Ah…. but that is the 64 million dollar question. How do you know it is a low until it is in the past and then and only then do you know that you either missed it or were glad that you didn’t buy it.

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01/14/2018 at 12:10 PM #59418

verdi55

Vonasi wrote:

verdi55 wrote:

Buying at intermediate lows instead would increase performance somewhat, I think.

Ah…. but that is the 64 million dollar question. How do you know it is a low until it is in the past and then and only then do you know that you either missed it or were glad that you didn’t buy it.

Is this not all we are doing here ? Re-optimizing an idealized past, and hoping the future may be similar ?

How do you know it was the last high before a bear market and “only then do you know that you either missed it or were glad that you didn’t buy it” ? 😉

verdi55
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01/14/2018 at 12:30 PM #59423

Vonasi

…and that is what emergency stop and quits are for. You just hope that you don’t have to use them too soon or too often!

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01/14/2018 at 12:54 PM #59430

mr blue

too bad, we cannot merge N instruments in 1 strategy. then I would like to have at least the VDAX in every DAX system integrated. Why? Check yourself attached montly chart.

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01/14/2018 at 1:28 PM #59432

verdi55

mr blue wrote:

too bad, we cannot merge N instruments in 1 strategy. then I would like to have at least the VDAX in every DAX system integrated. Why? Check yourself attached montly chart.

You can try to simulate VDAX by using volatility instruments. ATR or historic volatility may come quite close.

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01/16/2018 at 7:04 PM #59674

mr blue

Thanks for the hint! I implemented somewhat using historic volatility for dax trading systems.

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