DAX 5 min long+short

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

  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

  

  T-rader

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

  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

  

  jebus89

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  11/24/2017 at 3:15 PM #53864
  T-rader

  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.

  

  T-rader

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