FRactal DAX 30 tick

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03/02/2018 at 5:05 PM #64230 quote
JR1976
Participant

Veteran
In prorealtime is not possible to start in real with 30 tick …
```
DEFPARAM CumulateOrders = false
defparam flatafter = 210000
defparam flatbefore = 083000
///BILL WILLIAM FRACTAL INDICATOR
//CP=PERIOD
CP=28
if close[cp] >= highest[2*cp+1](close) then
LH = 1
else
LH=0
endif
if close[cp] <= lowest[2*cp+1](close)  then
LL= -1
else
LL=0
endif
if LH=1 then
HIL = close[cp]
endif
if LL  = -1 then
LOL=close[cp]
endif


Positionsize=1


if (time >=090000 and time < 092000) then

C1 = (close CROSSES OVER HIL)
D1 = (close CROSSES UNDER LOL)
IF c1  and not shortonmarket THEN
BUY positionsize CONTRACT AT market
tp=40

ENDIF

IF D1   and not longonmarket THEN
SELLSHORT positionsize CONTRACT AT market
tp=40

ENDIF
ENDIF

set stop ploss 96

set target pprofit tp
```
03/02/2018 at 5:40 PM #64232 quote

GraHal
Participant

Master

I’m confused what you are asking, but below is what I get with DAX @ 30 tick … is it any help?

And with 30 Seconds! 🙂

JR-1.jpg JR-2.jpg

03/02/2018 at 6:33 PM #64235 quote

JR1976
Participant

Veteran

Thanks an advance for your reply

The equity with 30tick is different for me , i attach the image as soon

03/02/2018 at 7:22 PM #64237 quote

Eric
Participant

Master

Tickbars works fine in backtest but not in proorder

you can do semi-automatic trading with tickbars by using alerts

03/02/2018 at 9:10 PM #64239 quote

JR1976
Participant

Veteran

Thansk ERIC ,

Just to alignment my backtest enclosed

FRACT-ZIG-DAX.png

03/02/2018 at 10:05 PM #64242 quote

Eric
Participant

Master

GraHal strange?

I get exactly the same result as JR1976 on 30 tick

i tested also 30 second and from 23 feb its almost the same as with 30 ticks (problem is that history is to short to test on)

03/02/2018 at 10:16 PM #64243 quote

Eric
Participant

Master

just remember that tickbars has nothing to do with time

if markets move fast a tickbar builds up fast and if markets move slow its take longer time

03/02/2018 at 11:04 PM #64245 quote

GraHal
Participant

Master

Well here you are … I did same check @ 30 ticks over 100,000 bars and this time on CFD / DAX 30 Cash (£1) sh should be the same as yours??

Also on 30 Sec CFD / DAX Cash (£1). Both attached are with a spread of 2, but even with spread = 0 it makes not much difference anyway.

Anybody offer any reasons for the difference??

Thanks
GraHal
PS JR’s equity curve looked that good I assumed he must have been running it with the tick by tick box selected ! 🙂

PPS Now I know why I’m not making any money!!!!!!!!!!!! 🙂 🙂 🙂

JR-3.jpg JR-4.jpg

03/02/2018 at 11:17 PM #64249 quote

GraHal
Participant

Master

PS above should have read … JR’s tick by tick box NOT selected 🙂

03/03/2018 at 12:09 AM #64250 quote

Eric
Participant

Master

maybe its something to do with time?

03/03/2018 at 6:24 AM #64251 quote

Gertrade
Participant

Veteran

Eric wrote:

maybe its something to do with time?

I worked on your strategy on the DAX and I give you below the v1.01.
I got much better results on the DJI and I give you below the v1.01.

Eric thanked this post

William-Fractal-28s-DAX.v1.01.itf William-Fractal-28s-DJI.v1.01.itf

03/03/2018 at 10:17 AM #64260 quote

JR1976
Participant

Veteran

I confirm tick by tick has been selected

03/03/2018 at 10:26 AM #64261 quote

JR1976
Participant

Veteran

I set-up the spread at 1 , this should be the different in the equity .

set up the spread at 1 and let me know

Will be interest to check with more backtest histrory

thanks

FRACT-ZIG-DAX-1.png

03/03/2018 at 11:35 AM #64268 quote
GraHal
Participant

Master
Aha … I need to move to Sweden / Italy then I make money!!!!!!!! 🙂 🙂

I get same as you now when I change times below by – 1 Hour (you are UCT +1 and I am UCT + 0 )
```
defparam flatafter = 200000
defparam flatbefore = 073000
```
```
if (time >=080000 and time < 082000) then
```
JR-6.jpg
03/03/2018 at 3:24 PM #64290 quote

Aloysius
Participant

Veteran

Sorry to be as always the bad news messenger with my 200,000 bars backtests but it seems that there is an over-optimisation in the tested period…

GraHal thanked this post

Capture2.jpg
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