Low Volume Reversal Strategy

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Viewing 2 posts - 16 through 17 (of 17 total)
  • #218647

    I am using it on demo for 3 month on IB both on DAX and DJI. So far it is breaking even.

    Most of the time, the entry is great and quickly turning into a winning position but turns to a losing one over time. Ie the exit criteria are not good, maybe it should be based on contextual barsize. I have not succeeded yet to update them as well as the criteria to enter the short side.

    I will try to work on it this week.

    #218734

    Hi, assuming you have made your backtest with IG, there was no volume data on major indexes before 2016 (forex goes back earlier). Reading the code script, at least one condition necessary to start a trade involves volume not being zero, so even with plenty of history loaded on a big timeframe taking a trade with those conditions wouldn’t happen until volume data is provided sometime in 2016.

    If on the other hand you were not on IG (or on an asset providing volume long before 2016), then more details on broker and asset used need to be provided to be able to replicate the issue in same conditions.

    Yes you are right about volume not being present before 2016. I forgot

Viewing 2 posts - 16 through 17 (of 17 total)

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