Universal XBody Strategy on DAX(1Day)

Category: Strategies By: davidelaferla Created: June 12, 2024, 9:23 AM
June 12, 2024, 9:23 AM
Strategies
1 Comment

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!

//-------------------------------------------------------------------------
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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Filename: Universal-XBody-Strategy-DAX.itf
Downloads: 113
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