Forums ProRealTime English forum ProOrder support Strategy DayOpen Straddle for DAX Reply To: Strategy DayOpen Straddle for DAX

#84786

After fiddling around with all the different parameters, I found that the following settings gave the best results (Tested with 100k units & Spread = 1 on PRT platform via IG Markets):

3 Min: NOP (Long and Short) = 15 / Stop Loss = 1.90 / Every On/Off parameter set to zero except for Extratradecriteria

10 Min: NOP (Long and Short) = 15 / Stop Loss = 1.90 / Every On/Off parameter set to zero except for Extratradecriteria

15 Min: NOP (Long and Short) = 26 / Stop Loss = 1.45 / Every On/Off parameter set to zero except for Extratradecriteria

Since I only play with the NOP and Stop Loss settings, you get a strategy where the only reason why a running trade gets sold is because 1) it hits its Stop Loss level / 2) its friday 17:30 / 3) a trade in the opposite direction is triggerd.

Or said differently: you let your Long trade run until it’s time for a Short trade (and vice versa)

When I turn on the other parameters I don’t seem to be able get close to the results that you can find in the attachments.

 

I’m curious to see what the results are on a 200K unit timeframe, but I’m only able to test it with 100K units (guess this is a limitation of IG).

 

 

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