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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Good day davidelaferla,
Thank you for making your strategy available to the community, I don’t think it’s a given!
Your strategy performs really well until July 12, 2023 (similar to your graph), but then it goes steadily from €40,000 downwards to €18,000 in my backtest.
For you, however, the graph continues to run up. Did you set the variables and filters as in the code you provided?
If so, do you know what it could be instead?
The time zone I set is UTC+2 (Europe/Berlin)
I am also on the DAX 1 daily chart.
I would be happy to receive feedback.
Thank you in advance and best regards
Bader