Discuss the “late lunch strade Dax40 strategy”

JohnScher · 2023-03-04T15:23:06+00:00

With the addition of the short variant, we get a daily strategy. And this was also the original approach, to trade the Dax long and short at 13:30. This original strategy is very simple: There are 2 entry conditions. 1. the time 13.30 2. the close above or below the EMA6. The trading instruction is Close above EMA6 means we go long. With a close below the EMA6 we go short. The following exit conditions apply. A SL is not used. The takeprofit is 1.5%. A time stop is used. The trade closes at 21.30. All other conditions are filements and can be evaluated as (over)optimization. Already as with my strategy only long positions to enter, represents one of these filements. Enclosed the variant “pure” and the last optimized variant posted by Dany in the picture. Both variants attached as itf-file for download and as screenshot in comparison over 200,000 units.

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03/04/2023 at 4:23 PM #210889 quote

JohnScher
Participant

Veteran

With the addition of the short variant, we get a daily strategy. And this was also the original approach, to trade the Dax long and short at 13:30. This original strategy is very simple: There are 2 entry conditions. 1. the time 13.30 2. the close above or below the EMA6. The trading instruction is Close above EMA6 means we go long. With a close below the EMA6 we go short. The following exit conditions apply. A SL is not used. The takeprofit is 1.5%. A time stop is used. The trade closes at 21.30. All other conditions are filements and can be evaluated as (over)optimization. Already as with my strategy only long positions to enter, represents one of these filements. Enclosed the variant “pure” and the last optimized variant posted by Dany in the picture. Both variants attached as itf-file for download and as screenshot in comparison over 200,000 units.
Carburo, Ipsch, Anjuna Marine and Nicolas thanked this post

late-lunch-trade-pure.itf late-lunch-trade-opt-by-Dany.itf late-lunch-trade.jpg

03/04/2023 at 7:59 PM #210901 quote

phoentzs
Participant

Master

Die Kurve sieht gut aus. Aber ich bin mir nicht sicher, ob ich mich ohne SL wohl fühlen würde, angesichts der Bewegungen, die der DAX manchmal macht. The curve looks good. But I’m not sure I’d be comfortable without SL given the moves the DAX sometimes makes.
JohnScher thanked this post

03/04/2023 at 10:41 PM #210903 quote

robertogozzi
Moderator

Legend

@phoentzs Only post in the language of the forumthat you are posting in. For example English only in the English speaking forums and French only in the French speaking forums. Thanks 🙂
JohnScher thanked this post

03/05/2023 at 4:57 PM #210934 quote

JohnScher
Participant

Veteran

A German-speaker publishes in English in English-speaking forum, that can cause confusion, has happened to me too, is nothing bad. A little more concentration and it does not happen (again).

03/05/2023 at 5:00 PM #210935 quote

JohnScher
Participant

Veteran

Protection by an SL may be appropriate. For me, this is more a general question, especially with the Dax. Nothing stands in the way of optimizing the SL.

04/15/2023 at 11:41 AM #213327 quote

superfalcio
Participant

Junior

Well done, great job! I was thinking … in the option to play the strategies in real mode, do you believe is the best to run both to have a kind of diversification, or just run the opt-by-dany as it has the best PF and gain?

04/16/2023 at 3:05 PM #213352 quote

ZeroCafeine
Participant

Senior

@JohnScher Sorry if my question is weird, but what is the purpose of your message, to debate on the strategy? to try to improve it? 🙂 Best Reguards, ZeroCafeine

04/16/2023 at 4:46 PM #213363 quote

superfalcio
Participant

Junior

Indeed, my purpose is to improve the way to use the strategies… if we combine the two is it better? less risk?

04/16/2023 at 7:07 PM #213369 quote

ZeroCafeine
Participant

Senior

you want to combine what ? if you want to combine this 2 strategy, it’s the same, maybe you have first to do some backtest on a big history and share your result, don’t forget spread and overnight fees 🙂

11/30/2025 at 10:45 AM #254089 quote

JohnScher
Participant

Veteran

some time is gone please run a backtest today. It is “out of sample,” so be it.

01/27/2026 at 4:41 PM #256960 quote

Zigo
Participant

Master

Is it candle 13:00 (close at 13:30) or candle 13:30 (close at 14:00)?
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