Strategy DayOpen Straddle for DAX

Forums ProRealTime English forum ProOrder support Strategy DayOpen Straddle for DAX

Viewing 15 posts - 16 through 30 (of 242 total)
  • #84444

    does not look like this is correct

    Make it easier for us … please post the snippet of code you are referring to and a link to the post in which that snippet appears.

    or can you explain in plain english what a buy signal for this system is?

    #84445

    This code above finds the lowest value from the daily high’s, today, yesterday and day before

    This code above checks that the high of the i.e. 10min bar is lower than the lowest value from first code.

    My reasoning  for this long criteria, is that a previous daily high’s are a selling level, a resistance.

    So, if the current high is below that, it has generally speaking a bit of room to increase and therefore also has more chances to make a profit.

    #84446

    This code above finds the lowest value from the daily high’s, today, yesterday and day before

    This code above checks that the high of the i.e. 10min bar is lower than the lowest value from first code.

    My reasoning for this long criteria, is that a previous daily high’s are a selling level, a resistance.

    So, if the current high is below that, it has generally speaking a bit of room to increase and therefore also has more chances to make a profit.

    could you explain in the most simple english what a buy signal for this system is? if i would like to try it manually

    #84514

    Hi, It make some optimisation with time frame 3 minute and 10 minute with the combine william & trailing and the result are very good. In your opinini which time frame is the best ? Thanks

     

    1 user thanked author for this post.
    #84549

    Good results!

    You can optimise each timeframe to to smallest details. However I like to compare it with the same basic parameters.

    SL 1.0, PT 1.5 and MFE 0.35

    Also important. take 200k bars for the 3minute and set the same startdate to the 10 minute timeframe.

    Now you compare the same periode, with the same basic parameters.

    That’s means only the NOP is left. (number of points difference to dayopen at 9u)

    In testing it seemed that the NOP for long can be a bit lower then NOP for short. So you can split them and have better results.

    for 3 min. NOP long at 12, NOP short at 15 (i use 3 points incremental)

    for 10 min NOP long at 18, NOP short at 21 or 24

    1 user thanked author for this post.
    #84553

    Thank you Paul for your strategy.

    Probabiliste looks interesting. I was even close to go live but i left them on “incubation” for couple of trades. Will see.

    However, instead of Nop in pts, i replaced it by:

    // indicator settigns
    NOP= (close*0.0022)/pointsize

    It seems more adaptative (IMO).

    #84559

    Thnx for your input.

    At the moment the code has an option to use a percentage.

    I changed that now so it uses also pointsize.

    #84560

    Here’s an update of the code. If anyone find improvements or other markets plz post!

    Attached screenshot of 3 min bar 200k and same period for 10 minutes.

     

     

    3 users thanked author for this post.
    #84575

    @paul

    Hello, in the end we arrived at the same result. After the post I made the comparisons on 200k starting from the same period for 3 minutes and 0 minutes.
    Also I thought of dividing Nops between long and short. The results between 3 minutes and 10 minutes are similar. In your opinion, therefore, is it useful to use time frames 3 minutes or 10 minutes? Thanks

     

    #84583

    @Paul, thanks a lot for sharing.

    Do you use the mentioned code in a real account ?

    #84584

    What is the capital minimum required for this strategy ?

    #84585

    what would be the easiest way to spot an entry manually? Could someone write in simple english the entry rules? Dont understand all the coding…

    #84586

    @pippo999, yeah real account. 1 contract minimum is about €600 (dax 30 1€), but to cover initial losses you should’ve €1200 capital to be comfortable.


    @volpiemanuele
    . Both are good and tradable. If you look at the profits, I would say they complement each other.

    1 user thanked author for this post.
    #84587

    Sorry can’t help you Jonas, I tried. But maybe someone else can!

    #84632

    Sorry can’t help you Jonas, I tried. But maybe someone else can!

    where did you try? have not seen a reply to my comment?

Viewing 15 posts - 16 through 30 (of 242 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login