Short term scalping during high volume

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    eckaw
    Participant
    Veteran

    Has anyone here experimented with short timeframe scalping strategies during high volume? I’m thinking a bot that will run 8-9am UK time on DAX for example, with a fast stop loss and using relative volume as an indicator on when to enter the trade.

    Anyone having similar ideas to this and why it could work and what would be the challenges?

    #141496 quote
    GraHal
    Participant
    Master

    I’m interested, but If I have an idea then I knock up a System and backtest as that is the best way to prove / disprove?

    Backtest over OOS period is essential, I know you know that, but newbies reading this may not.

    If you are not the best at coding (like me!) here 2 mentioning volume … you could chop out all the seasonal code in the first one?

    Let us know how you get on please?

    https://www.prorealcode.com/prorealtime-trading-strategies/accelerate-volume-dax-4h-v0-1/

    Dax Bollinger break with volume. 1 Hour

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Short term scalping during high volume


ProOrder: Automated Strategies & Backtesting

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eckaw @eckaw Participant
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This topic contains 1 reply,
has 2 voices, and was last updated by GraHal
5 years, 6 months ago.

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Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 08/12/2020
Status: Active
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