Timebased Strategies. Monday morning, in the Dax

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  • 05/22/2019 at 9:10 AM #98848 quote
    bluetime6
    Participant
    Average

    There are anomalies, you can fix them in time, here’s one of them.

    // Timebased Strategies
// created by JohnScher
// europe, berlin-time

TradingDay = Opendayofweek = 1
TradingTime = time = 080000
position = 1

// maincode
If TradingDay and TradingTime then
IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10]  Then
buy position contracts at market
Endif
Endif

IF Longonmarket and barindex - tradeindex = 2  Then
sell at market
Endif

// sl tp more than 1  per cent pls
// that´s all
    screenshot-1558281618lc84p.png screenshot-1558281618lc84p.png
    05/22/2019 at 2:27 PM #99171 quote
    Vonasi
    Moderator
    Master

    bluetime6– Please use the ‘Insert PRT Code’ button when putting code in your posts as it makes it easier for everyone else to read. I have tidied up your post for you! 🙂

    05/22/2019 at 5:34 PM #99196 quote
    Nicolas
    Keymaster
    Master

    What anomalies are you talking about please?

    bluetime6 thanked this post
    05/22/2019 at 5:41 PM #99197 quote
    robertogozzi
    Moderator
    Master

    Anomaly:

    Exponentialaverage [1](close)

    CLOSE is more concise.

    06/09/2019 at 7:23 AM #100240 quote
    bluetime6
    Participant
    Average

    I mean anomalies like gold on Friday afternoon. Gold falls and rises as it pleases. Nowhere a constancy. Except on Friday afternoon, when it usually rises. Compare here: https://www.prorealcode.com/prorealtime-trading-strategies/xauusd-gold-trading-strategy-friday/
    The ordinary is therefore a-normal.

    And a similar thing happens on Monday morning in the Dax. It usually rises, especially if it is below stronger moving averages and/or closing prices.

    // Timebased Strategies
// created by JohnScher
// europe, berlin-time
 
TradingDay = Opendayofweek = 1
TradingTime = time = 080000
position = 1
 
// maincode
If TradingDay and TradingTime then
IF Exponentialaverage [1] (close) < Exponentialaverage [100] (close) and close < close [10]  Then
buy position contracts at market
Endif
Endif
 
IF Longonmarket and barindex - tradeindex = 2  Then
sell at market
Endif
 
// sl tp more than 1  per cent pls
// that´s all

     

    There are still more of these anomalies that one can fix in a temporal relation. Also in the Dax. So my question is whether someone has observed something similar, if so in which index or forex and which time periods?

     

    kind regards

    06/09/2019 at 7:28 AM #100241 quote
    bluetime6
    Participant
    Average

    addendum
    The code is for 1H.

    The exit can also be written like this

    IF Longonmarket and time = 110000 Then
sell at market
Endif
    06/09/2019 at 8:22 AM #100244 quote
    stefou102
    Participant
    Veteran

    It’s not anomalies, it’s just that each asset has its own time cycles. Historically Best period for index is more or less from november to january for exemple. And during the day, there are also cycle, for the dax 9h-11h30, 11h30-15h30, 15h30-16h, 16h-17h30…don’t forget also that most important statistics or meetings are scheduled at fixed days of the week (like fed/bce meetings, non farm payroll etc)

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Timebased Strategies. Monday morning, in the Dax


ProOrder: Automated Strategies & Backtesting

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bluetime6 @bluetime6 Participant
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This topic contains 6 replies,
has 5 voices, and was last updated by stefou102
6 years, 8 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 05/22/2019
Status: Active
Attachments: 1 files
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