Trading hours intraday

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  • 05/22/2022 at 12:27 PM #193652 quote
    phoentzs
    Participant
    Master

    Maybe someone has noticed this or has experience with it. I just noticed it by accident. So far I have always assumed that European indices such as DAX are traded intraday in European trading hours and American indices such as SP500 are traded in American trading hours. But if, for example, you use the SP500 in the European trading hours, i.e. 09:00-17:30, you sometimes get even better results than in the purely American trading hours of 15:30-22:00. Has anyone ever used it like this? Or is it my system because it uses more swings in the TF M15?

    05/22/2022 at 1:38 PM #193656 quote
    phoentzs
    Participant
    Master

    What I’m saying is that there seems to be enough movement and volume in American indices even during the European trading session.

    05/22/2022 at 1:40 PM #193657 quote
    JC_Bywan
    Moderator
    Master

    I remember Hunsader from Nanex looking into this a few years ago with a few hours time slices returns for Emini, over several years, basically it was much better entering at midnight US ET time and out by 10am our (Paris, Berlin) time. I’d need to find this back for details (I’ll give it a try, it was a tweet I probably kept a link of somewhere). Didn’t keep track of this since then and don’t know if it kept being true, but your post reminded me of it. I’ll come back tomorrow with it if I find it.

    05/22/2022 at 1:57 PM #193659 quote
    phoentzs
    Participant
    Master

    Thank you, that would be very nice. If you trade the SP500 (as an example) the last 8 years (TF M15) from 09:00-17:30, the result is better than if you only trade from 15:30-22:00. I’m surprised I had to test it several times to be sure.

    05/22/2022 at 2:20 PM #193660 quote
    JC_Bywan
    Moderator
    Master

    Found it, it was for the 2005-2015 timespan, in 4h chunks: https://twitter.com/nanexllc/status/610889738606768128

    05/22/2022 at 2:38 PM #193661 quote
    phoentzs
    Participant
    Master

    Thank you.
    So he’s assuming midnight Eastern time. That would be +6 hours in GMT+1… right?

    05/22/2022 at 2:42 PM #193663 quote
    JC_Bywan
    Moderator
    Master

    Yes, that would be the 6AM-10AM 4h slice our time

    05/22/2022 at 3:29 PM #193665 quote
    phoentzs
    Participant
    Master

    Thanks, I’ll test that.

    05/23/2022 at 10:34 AM #193696 quote
    phoentzs
    Participant
    Master

    I’ve just found that a simple Tuesday turnaround is nearly on par with my hard-working Swing M15 strategy, at least for Long. Is this depressing or normal? 😉

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Trading hours intraday


General Trading: Market Analysis & Manual Trading

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phoentzs @phoentzs Participant
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This topic contains 8 replies,
has 2 voices, and was last updated by phoentzs
3 years, 8 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 05/22/2022
Status: Active
Attachments: No files
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