Dax intraday scalping strategy
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Hi nonetheless,
This has really tweaked my interest. I made some very minor changes and back tested over 100k for both 1min and 15min and really like the results;
CumulateOrders = false (the strategy would have positions of up to 27 which you can’t sell out of in one hit with IG, but adjusting for futures (mini to standard contracts, this could be more viable)
positionsize = 2
I need to re-calibrate to trade futures on IB, but for an initial attempt this will suffice.
In particular the 15min timeframe starting from May 2018 on the IB backtest looks very promising. It stayed out for most of March 2020, and ended the month up. A good stress test for capital preservation.
Really appreciate you sharing your work, that’s very kind. I’m going to keep testing and am running it live currently and will keep you updated.
Best regards,
S
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This topic contains 17 replies,
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5 years, 8 months ago.
Topic Details
| Forum: | ProOrder: Automated Strategies & Backtesting |
| Language: | English |
| Started: | 02/13/2017 |
| Status: | Active |
| Attachments: | 10 files |
