SImple DAX Strategy ?

• 09/13/2018 at 5:14 PM #80405
  JR1976

  SImple strategy  , but low backtest  only 100kbar

  What do tou think ?

  SImple DAX strategy

  // Work with TF a5min , 15 e 30 min defparam cumulateorders = false defparam flatbefore = 163000 defparam flatafter = 090000 //if currentdayofweek <> 0 then if time = 163000 then buy 1 contract at high+1 stop endif //endif //set target pprofit 100 //set stop ploss 100

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  //   Work with TF a5min , 15 e 30 min     defparam cumulateorders = false defparam flatbefore  = 163000 defparam flatafter  = 090000   //if currentdayofweek <> 0 then if time = 163000 then buy 1 contract at high+1 stop endif   //endif //set target pprofit 100 //set stop ploss 100

   

  

  JR1976

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  09/13/2018 at 6:09 PM #80407
  robertogozzi

  Profit, if any, is determined only by FLATAFTER.

  There are no conditions to enter, safe reaching that price level… did you run it in demo?

  Did you add spread?

  

  robertogozzi

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  09/13/2018 at 6:26 PM #80411
  JR1976

  spread 2 point

   

  

  JR1976

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  09/13/2018 at 6:47 PM #80412
  Nicolas

  Overnights and weekends fees?

  

  Nicolas

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  09/13/2018 at 10:04 PM #80417
  verygrubby

  The spread should be 5 overnight, right?

  

  verygrubby

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  09/13/2018 at 10:20 PM #80419
  Vonasi

  verygrubby wrote:

  The spread should be 5 overnight, right?

  We have to guess that the trades are on Italian time so the pending order lasts for one bar at 1630 which is 1430 GMT and the sell happens at 0900 which is 0700 GMT. At those times the spreads are 1 and 2 respectively.

  

  Anyhow it is still a lovely piece of data mining over a short time frame!

  

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  09/14/2018 at 8:28 AM #80430
  Nicolas

  Is it one of the Andrea Unger strategy? It reminds me this topic: https://www.prorealcode.com/topic/tomorrow-cash-strategie-basiert-auf-einer-idee-von-dr-andrea-unger/

  

  Nicolas

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  09/14/2018 at 8:53 AM #80445
  JR1976

  It’s similar Unger strategy , but if I  remember correctly your strategy is on   FTSE MIB b( Italy index)

  The spread is 2  point because is effective when ask or bid contract .. therefore 16.30 and 9 o’ clock

  Could be there is other  fee as  to maintain  the position in overnight  or weekends fees as Nicolas said ….  and yes too many fees influece all the strategy

  High risk , but I think  is important about statistic topics and curiously to imrove it , isnt’it?

   

   

   

  

  JR1976

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  09/14/2018 at 9:56 AM #80462
  Nicolas

  Overnight funding at IG

  More accurate equity curve with overnight fees deducted

  Overnight fees calculation for ProOrder strategies

  Brokers overnight interest rate

  and surely many other useful links around here 🙂

  

  Nicolas

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