Would you trust in this trading strategy for DAX40?
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Would you trust in it?
and bet a certain amount of money that it will continue to rise after running across for so many years?For me, a difficult question.
Sure the system can be improved but / or – is it a “law” to sell tuesday morning and liquidate the position with after the us-opening?Here is the simple code
it is a short position !// instrument dax40 // timezone europe berlin // timeframe 30 mins // created and coded by JohnScher positionsize = 1 td = opendayofweek = 4 tt = time = 090000 If td and tt then sellshort positionsize contracts at market Endif If onmarket and barindex - tradeindex = 14 then exitshort at market Endif set stop %loss 1 set target %profit 1I probably did not write correctly. And sorry for the useless.
The question was whether you can trust a strategy that ran sideways in the backtest for many years until 2016 and then is rising.
As an example, a simple strategy was chosen to illustrate. Please excuse, there are also other strategies that 2016 resp. until 2018 show a “break”. Compare original Pathfinder strategy attached.
The question I actually wanted to pursue, where does this break come from? Are there any explanations? Should we backtest from 2016/2018 or should we backtest as far as the history goes?
Approaches that I have read say both. But the explanation is pending. For me is a question of trust in a strategy.Should i just accept it or investigate it?
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Topic Details
| Forum: | General Trading: Market Analysis & Manual Trading |
| Language: | English |
| Started: | 01/21/2023 |
| Status: | Active |
| Attachments: | 3 files |
