DAX 5 min long+short

• 11/23/2017 at 12:26 AM #53666
  Vonasi

  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!

  

  Vonasi

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

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

  

  Despair

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

  Despair.

  That´s how it is!

  

  Barney

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

  <p>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…</p><p>This is no bad result for such a simple strategy! Congratulations!</p>

  

  Despair

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  11/23/2017 at 2:19 PM #53734
  jebus89

  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€

  

  jebus89

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

  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

  

  Barney

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  11/23/2017 at 4:49 PM #53745
  T-rader

  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? 

   

   

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  Nicolas

  

  T-rader

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

  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.

  

  Despair

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

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

  

  Despair

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  11/23/2017 at 6:33 PM #53760
  T-rader

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

   

  

  T-rader

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

  I would guess. Funny effect though.

  

  Despair

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

  I get the exact same results as @jebus89 which is really odd.

  Got the right time settings, tried restarting, no luck.

  

  Gustaf

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  11/24/2017 at 8:17 AM #53793
  jebus89

  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 🙂 

  

  jebus89

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

  Hey, @jebus89, just realized they do. Or atleast @t-rader.

  According to the print he posted, the timezone used is utc+00:00 🙂

  

  Gustaf

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  11/24/2017 at 1:00 PM #53847
  jebus89

  <p>Hmm it wasnt the timezone, but rather the box that says “Display intradday ….. between 09.00 – 1730″<br /><br />Then i got much much better results…</p><p>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?</p><p>Great code btw, working on optimizing on 200K + converting it to wall st/dow</p>

  

  jebus89

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