I have the pleasure of sharing with you the Dax version of the Universal XBody Strategy (which you can find here), with the parameters optimized for this market.
Happy Trading!
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//------------------------------------------------------------------------- defparam cumulateorders=false //------------------ SYSTEM VARIABLES--------------------------------------- //DAX40 Values: -------------------------------------------- Ottimization info period=84// Optimize best value for each Symbol, range=1-1000, with step=1 mode=1// Optimize the best trading mode , range=1-4, with step=1 invertsignal=1// 1=positive signal, -1=negative signal, range=-1/1, with step=2 //*********************************************************************************************** //------------------ SYSTEM FILTER--------------------------------------- filter1=81// to set after the variable optimization, range=1-100, with step=1 filter2=6// to set after the variable optimization, range=1-100, with step=1 //------------------ INDICATOR --------------------------------------- n = 1 //contracts quantity body=close-open var=(body-body[1]) sumvar=summation[period](var) if sumvar>filter1*pipsize then green=(sumvar) endif if sumvar<-filter2*pipsize then red=(sumvar) endif if mode=1 then c1=red<red[1] c2=green>green[1] endif if mode=2 then c1=red>red[1] c2=green<green[1] endif if mode=3 then c1=red<red[1] c2=green<green[1] endif if mode=4 then c1=red>red[1] c2=green>green[1] endif if c1 then signal=1*invertsignal elsif c2 then signal=-1*invertsignal endif // Conditions for entering long positions and exit short positions IF signal>0 then BUY n contract AT market ENDIF // Conditions for entering short positions and exit long positions IF signal<0 THEN SELLSHORT n CONTRACTs AT market ENDIF |
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