DAX 5 min long+short

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  • 11/24/2017 at 2:13 PM #53851 quote
    T-rader
    Participant
    Average

    Hey Jebus!

    It´s acting different when you change your time settings because the indicators are based on what happens between 09:00 and 17:30. I don´t want to add the data for the first hour Dax is open or even less 00:00-00:00 because it messes upp the indicators accordning to me. 

    Thanks for working on it. The R/R ratio isn´t the greatest but with enough wins it seems to work. Do you mind posting the 200k backtest? 

    Cheers

    11/24/2017 at 2:36 PM #53858 quote
    jebus89
    Participant
    Master

    Hey T-rader, aha of course! That explains the difference in win/loss 🙂  Im also going to try different sort of trail stops, might help with the R/R because you might be able to have a higher profit target for those trades that go further than 10pips, if your able to keep the winrate 🙂   Have you tried anything like that?Also, you have run this since may 2016? No changes been made? have you tried it on other markets?

     

    Edit: Added photo, dummy variable 10 periods 70/30 wfa. No changes made to the algo

    aroon.png aroon.png
    11/24/2017 at 3:15 PM #53864 quote
    T-rader
    Participant
    Average

    Thanks for the 200k backtest!

    That´s a good idea maybe tp 20-30 and a tight trailing stop? I´ve been trying with an atr sl and tp but It dosent get anny better than with sl20 and tp10.

    I´ve been running it live since may 2017.

    To be honest I haven´t spend alot of time with this system since my “thing” is 1-4h systems. Haven´t tried it on other markets. Dax is easiest of the indices because of the high volatility and low spread.

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DAX 5 min long+short


ProOrder: Automated Strategies & Backtesting

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Barney @rickardktm Participant
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This topic contains 32 replies,
has 13 voices, and was last updated by T-rader
8 years, 3 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/15/2017
Status: Active
Attachments: 12 files
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