Oil 15 minutes meanreverting strategy

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11/04/2017 at 3:04 PM #51466 quote

rejo007
Participant

Senior

thanks a lot

11/04/2017 at 3:12 PM #51467 quote

rejo007
Participant

Senior

wath trailing stop that you use on nasdaq and dax?

11/04/2017 at 8:13 PM #51502 quote

cleverton
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Average

@stockdemon, mind sharing that NQ code as well? Tried to make it myself but didn’t end up being nearly as successful as the CL code.

11/04/2017 at 9:18 PM #51527 quote

stockdemon
Participant

Junior

Including all three versions which I think may be something; run them at your own risk. I think all of your questions are answered in the code:

*NOTE* that I haven’t added the SL req on the DAX algo, just add 5-6p or whatever your dealer might have on DAX.

As for the below code I am running the Brent version live since like a week ago, and it’s been fine so far. I’ve just tweaked it a bit to add the SL-reqs. The NQ is also live but I started it this Friday. No idea about actual results.

I think the Brent and NQ ones are candidates if they can perform in real life as well as back test. DAX – maybe. I’m running it on a demo account.

I’ve also played with optimizing it for S&P, DJ and LSE. The first two have pretty larger drawdowns but may work. It refuses to work for UK though. Maybe it’s all the Brexit hickups.

Nicolas, Francesco78, Pere and 5 others thanked this post

oil_15min_juan_nq.itf oil_15min_juan_dax.itf oil_15min_juan_brent.itf
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Oil 15 minutes meanreverting strategy

ProOrder: Automated Strategies & Backtesting

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Francesco78 @francesco78 Participant

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This topic contains 48 replies,
has 13 voices, and was last updated by stockdemon
8 years, 10 months ago.

Topic Details

Forum:	ProOrder: Automated Strategies & Backtesting
Language:	English
Started:	08/11/2017
Status:	Active
Attachments:	21 files

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