DAX 5 min long+short

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11/23/2017 at 12:26 AM #53666 quote

Vonasi
Moderator

Master

Haven’t tested this my self as I want to go to bed!…. but before you put it live you may want to check what spread it was tested with and maybe do some walk forward testing of your own? Test, test test then test again and then maybe test again before putting your hand in your pocket!

11/23/2017 at 11:47 AM #53717 quote

Despair
Blocked

Master

Well at least we have an OOS-Test. The first 100K candles were OOS since Barney has 100K as I understood him.

11/23/2017 at 12:02 PM #53720 quote

Barney
Participant

Senior

Despair.
That´s how it is!

11/23/2017 at 1:01 PM #53726 quote

Despair
Blocked

Master

And I’m very kind today and ran also a monte carlo simulation for you. Results attached. I usually want return/DD ratio be above 2 but well…This is no bad result for such a simple strategy! Congratulations!
MC_Barney.png

11/23/2017 at 2:19 PM #53734 quote

jebus89
Participant

Master

Not getting same results as u guys.. weird. I think we are all in the same timezone right? (norway and sweden) Hm..
Im getting 71,25% winning trades and 1.26 in gains
114 wins and 46 loss
100K backtest from 20 July 2016 -> today
5min dax 1€

11/23/2017 at 4:02 PM #53740 quote

Barney
Participant

Senior

Despair
If you summarize a bit you may find that it is an ok code to start live!

Jebus.
Strange!?
Restart PRT!?
Time setings:09:00-17:30
Timezone UTC +01:00

11/23/2017 at 4:49 PM #53745 quote

T-rader
Participant

Average

Hey guys,
Me and Barney are friends.
Let´s talk about the last code.
In may this year I optimized it on 70% of the avalible data on 100k and since may I´ve been running it live. Her´s a picture of how it looks and also the time configuration.
Despair, Thanks for your 200k backtest but it dosen´t look quite right if you compere to Barneys 100k test, or am I wrong?

Nicolas thanked this post

dax-5m.png

11/23/2017 at 6:02 PM #53757 quote

Despair
Blocked

Master

What is wrong with the backtest? It is however what i get when i run the code Barney posted (no changes) with 1 pip spread.

11/23/2017 at 6:07 PM #53758 quote

Despair
Blocked

Master

I rerun a small test and only tested beginning 24th may. The result does not look like yours, you are right.

Bildschirmfoto-2017-11-23-um-18.07.07.png

11/23/2017 at 6:33 PM #53760 quote

T-rader
Participant

Average

I noticed that. Maybe it´s the time setting (dosen´t use standard time settings)?

11/23/2017 at 9:06 PM #53773 quote

Despair
Blocked

Master

I would guess. Funny effect though.

11/24/2017 at 4:40 AM #53785 quote

Gustaf
Participant

Average

I get the exact same results as @jebus89 which is really odd.
Got the right time settings, tried restarting, no luck.

11/24/2017 at 8:17 AM #53793 quote

jebus89
Participant

Master

Yup i still cant get around this 😀

Do you guys have some sort of special settings on the PRT platform spesificly for the dax? 🙂

Looks like sexy live-results! Congrats 🙂

11/24/2017 at 12:04 PM #53840 quote

Gustaf
Participant

Average

Hey, @jebus89, just realized they do. Or atleast @t-rader.
According to the print he posted, the timezone used is utc+00:00 🙂

11/24/2017 at 1:00 PM #53847 quote

jebus89
Participant

Master

Hmm it wasnt the timezone, but rather the box that says “Display intradday ….. between 09.00 – 1730″ Then i got much much better results…Im not sure why this is a thing though? The code is the same, only trading between 9-17.30 so if thats the case, why should it matter if rest of the day is shown or not?Great code btw, working on optimizing on 200K + converting it to wall st/dow
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