US TNote 10y

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  • 06/05/2022 at 4:11 PM #194703 quote
    nepu77
    Participant
    Average

    Could someone test it please ? Because I am not sure about the Tradingcosts ( Spread )

    Normaly there are not big costs ( Spread is only 1 Tick )

     

    DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert

    a1 = highest[20](high)
    a2 = lowest[20](low)
    buy 1 shares at a2[1] limit
    sellshort 1 shares at a1[1] limit

    06/05/2022 at 4:12 PM #194704 quote
    nepu77
    Participant
    Average

    i have use it in 5min 10y Tnote ZNxxxx

    1.jpg 1.jpg
    06/05/2022 at 4:53 PM #194706 quote
    nepu77
    Participant
    Average

    or is there a big mistake , what i not see ??

    06/05/2022 at 7:00 PM #194720 quote
    JS
    Participant
    Senior

    Why do you think there are “big costs”?

    What do you see in the statistics that is not correct?

    06/05/2022 at 7:06 PM #194721 quote
    nepu77
    Participant
    Average
    because it is so an easy program – but better then all i have written till now. I think there a NOT big costs .. so I think it should work. but could it be that easy
    06/05/2022 at 7:46 PM #194723 quote
    JS
    Participant
    Senior

    Okay, now I understand what you mean.

    The above is the program you have written and you are shocked how well the program performs 😉  and because it generates a lot of positions (10,216) you want to know what the spread is of the relevant 10 years T-note.

    I also tried your program with the available XL (Future 10-year T-note)

    (see screenshot)

    There are a lot of holes in my price data and I think less data than in your statistics.

    nepu77 thanked this post
    Schermafbeelding-2022-06-05-om-20.31.01.png Schermafbeelding-2022-06-05-om-20.31.01.png
    06/05/2022 at 8:05 PM #194725 quote
    JS
    Participant
    Senior

    Because the markets are currently closed, I can’t control the spread in real time and on the IG site I can’t find the spread very easily.

    It looks like a promising idea…

    06/05/2022 at 8:11 PM #194726 quote
    JS
    Participant
    Senior

    Which T-note do you use exactly because I can’t find ZNxxxx, with me only XL with point values of 2$ and 10$.

    06/05/2022 at 8:11 PM #194727 quote
    nepu77
    Participant
    Average
    yes ) you use the data from IB or IG .. I have used the data from Prorealtime. There are no gaps. ( maybe rollover ….. ) I tried it also on eur/usd , usd/jpy … it is the same. Only trendmarkets are the opposit.   sorry for me bad english
    06/05/2022 at 8:15 PM #194728 quote
    nepu77
    Participant
    Average
    you have used the right symbol
    06/05/2022 at 8:25 PM #194729 quote
    JS
    Participant
    Senior

    I use the data from IG.

    The data in ProRealTime comes from IG or IB, I think you use IB.

    I’m going to find out what exactly happens, what I do want to warn about is that the results from a back test can be completely different from the results in real life…

    don’t cheer too loudly yet 😉

    06/05/2022 at 8:38 PM #194730 quote
    nepu77
    Participant
    Average
    i know ) i have had this … but i think  it could help ( to find a strategy ) .. when it is better to trade “antizyklisch” or “zyklisch”
    06/05/2022 at 9:27 PM #194731 quote
    JS
    Participant
    Senior

    I’m afraid the spread will kill your system…

    With a low average profit and so many trades, the spread and other costs have a (too) big influence…

    Put your system live in demo tomorrow, then you can see a bit more…

    06/05/2022 at 9:59 PM #194732 quote
    nepu77
    Participant
    Average
    i also think so (
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US TNote 10y


General Trading: Market Analysis & Manual Trading

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nepu77 @nepu77 Participant
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This topic contains 13 replies,
has 2 voices, and was last updated by nepu77
3 years, 8 months ago.

Topic Details
Forum: General Trading: Market Analysis & Manual Trading
Language: English
Started: 06/05/2022
Status: Active
Attachments: 2 files
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