Simple DAX breakout strategy

• 09/24/2021 at 9:06 AM #178274
  VinzentVega

  Try to code a simple DAX breakout strategy in various timeframes. Could anybody backtest it in TF 10 and 1 sec with 1 million bars?

  1 user thanked author for this post.

  Nicolas

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/24/2021 at 10:31 AM #178282
  JS

  Only backtest TF 10 seconds and TF 1 second on all available history.

  1 user thanked author for this post.

  VinzentVega

  

  JS

  Participant

  Topics: 22

  Replies: 1423

  Been thanked: 557 times
  09/24/2021 at 11:11 AM #178287
  VinzentVega

  OK. Thank you. results are not very impressive. I have to work on the the times.

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/24/2021 at 11:38 AM #178292
  VinzentVega

  Changed some times. Could you pls backtest it again?

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/25/2021 at 1:16 PM #178383
  JS

  Only backtest Test 2: TF 10 seconds and TF 1 second on all available history.

  1 user thanked author for this post.

  VinzentVega

  

  JS

  Participant

  Topics: 22

  Replies: 1423

  Been thanked: 557 times
  09/25/2021 at 3:43 PM #178392
  VinzentVega

  OK. Thank you JS.

  This looks much more better than the first try.

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/25/2021 at 5:11 PM #178400
  fifi743

   changement

  2 users thanked author for this post.

  Nicolas, VinzentVega

  

  fifi743

  Participant

  Topics: 9

  Replies: 847

  Been thanked: 401 times
  09/27/2021 at 9:26 AM #178533
  VinzentVega

  It looks better. Thank you Fifi.

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/27/2021 at 11:27 AM #178550
  VinzentVega

  fifi743 wrote:

  changement

  Could you send me the whole report, included the maximum wins and looses (in a row)?

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 113

  Been thanked: 27 times
  09/27/2021 at 3:18 PM #178572
  MAKSIDE

  @VinzentVega

  you won’t have enough history to know if this system is good or not. On 1 million, it’s dead.

  especially to play a bo in 10s timeframe

   

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
• Author
  Posts