Dax adaptable strategy Breackout/Mean reversion

• 06/09/2017 at 12:45 PM #37886
  Francesco78

  Hello Noisette,

  I havent tried this strategy on demo, I have it on real and I cant say if I noticed discrepancies between the 2

  

  Francesco78

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  06/09/2017 at 10:06 PM #37926
  noisette

  Hello Francesco78,
  Direclty real mode: great! Wich other strategy do you use in real mode?
  Perhaps sometime there are long and short condition for same candle that may cause problem. I’ll try to code something to choose long or short in this case or code an indicator to see if it is the case.
  Regards.

  

  noisette

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  06/10/2017 at 1:19 PM #37969
  noisette

  I made a verification to find if there were long and short condition for same candle in backtest and answer is NO.

  Demo mode is probably less reliable than real mode, hope so!

  So here is my last update.

  Probably a little bit overfited, so need regular update.

  I’m interested if someone can make a 200000 candle backtest.

  

  noisette

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  06/10/2017 at 4:02 PM #37986
  Francesco78

  Thank you very much noisette, great job and good idea!

  Yes I have the impression the risk of overfitting here is big, have you tried any walkforward analysis by chance?

  Thanks again

  Francesco

  

  Francesco78

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  06/10/2017 at 4:17 PM #37987
  Francesco78

  As far as other system I used, I’m using a few that I took from this forum, one that is performing quite well at the moment is the brent oil 5minutes

  https://www.prorealcode.com/prorealtime-trading-strategies/brent-oil-5-minutes-trading-strategy/

  you might be interest maybe also in the set of strategies that I named n_candle and reverse

  https://www.prorealcode.com/topic/ncandle-and-reversal-filtered-strategy/

  Didnt get noticed but I think it might a promising class of strategies if you want to invest a bit of time on them 🙂

  I have working on them adding trailing stops recently and the one that I like most is the 15 min one on usd jpy, I attach it here for your reference.

   

   

  

  Francesco78

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  06/24/2017 at 5:39 PM #38965
  noisette

  I ran the code in real during the last 2 weeks and stopped manually some trades, so I earn about 30 points instead of loosing points. How did perform last weeks?

  So I think that opening conditions are very good but we should find an additional condition to close trades without opening reverse position.

  I will also try to backtest atrmin in % of Dax level instead of fixed value.

  Regards.

   

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  Francesco78

  

  noisette

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  06/25/2017 at 9:14 AM #38973
  Francesco78

  Hi Noisette, I actually did the same, closing manually, the volatiliy has been extremely low last week so I think no system could perform well under this conditions. I agree that the opening levels seems good but the closing condition has to be faster. I was thinking about it but couldnt find yet anything that improved the equity line of the strat we have.

  

  Francesco78

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  12/04/2020 at 6:56 PM #152634
  xburrex

  Hello, Is someone running this strategy live right now? And has it performed? Looks really nice! 🙂 Great work!

  

  xburrex

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