Would you trust in this trading strategy for DAX40?

Forums ProRealTime English forum General trading discussions Would you trust in this trading strategy for DAX40?

Viewing 7 posts - 1 through 7 (of 7 total)
  • #207815

    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 !

    #207818

    thursday!

    #207819

    Yes I’d trust it … until Live performance stopped working more or less like backtest!? 🙂

    I confine myself to 10K bars only (PRT backtests soo slow etc) and it looks good on Wed and Thur so I’m going to set it going on Demo starting Monday.

    I’ll let you know how it goes.

    Thank You John for sharing this simple and unusual strategy with us.

    1 user thanked author for this post.
    #207821

    I 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?

    #207823

    My view / opinion is … forget anything prior to 2018, so backtest from 2019 onwards.

    For myself, I go further than this … I rarely backtest before March 2022 (a week or so after the war started).

    Your findings fit in very well with my decisions on backtesting … recent past is far more relevant than distant past.

    1 user thanked author for this post.
    #207827

    have sincere thanks, please
    I will certainly take this into account in my decisions
    “short” backtest to take more into account the current circumstances

    1 user thanked author for this post.
    #208080

    Performances that go “flat” in OOS is often a sign of over-optimization.

    1 user thanked author for this post.
Viewing 7 posts - 1 through 7 (of 7 total)

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