Hi Francesco!
The version I started is on page 10-11 in this thread. Can I advise you to also look at the bund version which I think looks more promising.
Hey guys, there was a new trade last night in eurusd v3. I had different result on demo and live (however I have not yet double checked if the codes are the same). Live closed on BE and demo closed on about 10 pips plus. What result did you get?
on my real account and demo account exacly the same as your : 0,80 usd on real and 10pips on demo.
for information : audusd version on M30 is the best stratégy I have on my real account ! thanks ALE and Victor ! 🙂
Great to hear! Did you do any changes to the one I uploaded?
no ! just positionsize 5 mini lots 1 euros. Of course it is over a small period of time. But for now it’s nice.
Great job on the AUD USD! running it live from now..
Thanks
For information here is your version for the bund on a graph M5 … On 200 000 units and with spread. There are several positions every day. It ‘s interesting 🙂 .
I have no strategy on a small timeframe. Do you have an experience? There are slippage problems more often?
I have not used the Audusd live yet. But after you guys putting in some good feedback about it I’ll have a look again. The 5m bund is interesting. I’ll have a look at that one too. I have not had any major problems with slippage but it could be a good idea to include some extra spread in the back test just to be sure.
@Victor: Really good work on the Bund 1H version (long). I added a simple Dix-filter, money managemanent and some small details and the result improved even further. I attached my version. I’m impressed that you made it work so nicely. I tried myself quite some time with a bund version but on 15M timeframe but it didnt work with the right spread. Did you make progress on a short version?
BTW: In some of your bund versions (I think the 30M versions you posted) you adopt a spread of only 0,5 pips. I think IG charges us at least 2 pips.
@TheAccountant: Yes, 5M version looks really nice but this is with a spread of 0,5. If you set it to 2 pips the result is much different. 🙁
Hi Despair,
Thanks for your contribution! I’ll have a look at it. Great to see a longer backtest, it gives a nice validation of the system. The long side works too if you just swap the criteria around. I’ll be on holiday for a week now but I can post it when I return if you like. The return of he short side is obviously less than the long due to the longer term bullish trend. I think the smallest spread you can get on bund is 0,5 pips but you are absolutely right about using 2 pips which gives a more realistic result!
My attempts to make the short side work for the bund did not work so far.
I wonder where you found this 0,5 spread on the Bund. I only find minimum 2 pips for IG markets. With 0,5 spread my M15 version works also fine but it collapses when trying with 2 pips.
Have a nice vacation btw. 🙂
I also checked and it’s 2 pts spread for me too on bund… 🙁
So the m5 version is much less sexy… 🙂
Did someone tested the robustness of the Bund version of the algorithm?
ALEModerator
Master
Hello Guys,
sorry for my later response but in this period i’m very very busy with my work.
Thanks
ALE
