intraday DAX strategy 5min mini1€ spread 1
Forums › ProRealTime English forum › ProOrder support › intraday DAX strategy 5min mini1€ spread 1
- This topic has 502 replies, 34 voices, and was last updated 4 years ago by Asteriks.
-
-
01/29/2017 at 1:37 PM #22941
Minimum stop is 6, but as Raul said minimum trailing stop is 5? is this true for Ig in London? have anyone test it work in real live version stock on IG in London?
I want to put it LIVE next Monday, but wonder 5 or 6 should i put here? 5 bring better result, but wonder if it works?
01/29/2017 at 1:39 PM #22942Here’s an interesting question for all / anybody? We know that ATS (Automatic Trading Strategy) can’t close partial positions. So if at some point, margin requirements are exceeded and margin calls arent answered (by us) and IG had to start closing positions to meet margin requirements … would IG close the full position (e.g. 275 if at 275 lots size) or would IG only close enough of the 275 to fall back with margin requirements?
As I write, the answer may be obvious .. IG can only Quit the ATS and so all 275 lots would be closed. If a manual trade of 275 lots, then IG would close sufficient lots to meet margin mrequirements? Any comments / answers appreciated please?
Thanks
GraHal01/29/2017 at 1:54 PM #22943@Lyny Seems we are both working towards same scenario … go Live tomorrow with V3 Monday 30 Jan? ha
I think IG increase stop levels anyway during volatile periods? So we could set Trailing Sop at 5 (if TS of 5 is ok for UK?) and IF at the point of ATS trade execution IG have increased min TS to 6 points then the trade would get rejected anyway. Comments anyone please?
01/29/2017 at 2:29 PM #22946IG don’t make it easy to find EXACTLY what you want, you have to dig deep on the IG website and even then I couldn’t find! Finally found this via Google.
Info down the RH margin is relevant for above discussions, make sure set to Spread Bet or CFD as appropriate for you. Link below says min stop for DAX on SB is 4 points??
01/29/2017 at 4:26 PM #2295801/29/2017 at 4:48 PM #2296101/29/2017 at 6:56 PM #22971Hello guys, I think it should be for all countries the same stop, I do not know, but in Spain, France, Italy, Sweden, there have already been participants who have said that 5 is their minimum trailing in those countries. You have to look at it with the open market, 08.00h in london.
On the other hand, for people with small accounts I recommend DAX 5 min v2, this one has a risk manager and adds a contract to the multiplier every 1000 euros of profits.
in v3, there is no risk manager and it can happen that if you hit several times in succession, contracts increase rapidly and there is enough money in the account in order to cope with the operation, in this case there shall bring any contract and the robot will stop And will fail.
Anyway, v3 can be modified for any type of account, from one of 1000 euros to one greater.
You would only have to modify the parameters adder and put a smaller Ordersize. If you want you can change the value of “n”, “n” is configured as a multiplier to introduce more contracts in hours and days that are historically more beneficial to the system.
example:
12345678910111213141516171819202122adder=2divisor=2// Maximum order sizeif Ordersize>10 thenOrdersize=10endif// Multipler conditions "n"//Monday//09.00if Time >= HoraInicio and time <= HoraEntradaLimite and dayofweek=1 thenn=1endif//09.05if Time >= HoraInicio1 and time <= HoraEntradaLimite1 and dayofweek=1 thenn=1endif01/29/2017 at 6:56 PM #229721<span class="token operator"><</span>br<span class="token operator">></span><span class="token operator"><</span>br<span class="token operator">></span><span class="token operator"><</span>br<span class="token operator">></span><span class="token operator"><</span>br<span class="token operator">></span>I do not know why it came out, do not put it in the code
(Removed that for you, Cosmic1)
01/29/2017 at 7:02 PM #2297401/29/2017 at 7:46 PM #22978Hi GraHal – A Trailing Stop of 5 points on the DAX in the IG UK Spreadbet account should work fine. I have experience of this having tested it in Live and the system copes with it.
Also generally – if your code has a level of TS which is less than the minimum allowed (eg 3 instead of 5) then the system will automatically stop the ATS altogether and not enter the stop. You have to be careful though as the entry trade could still be executed (prior to the the TS, as they are done in order) leaving you with a live position without an attached stop (unless you have ticked the settings in PRT to close all positions when the TS is stopped), so you should always closely monitor your positions at the start of any new TS just to check.
1 user thanked author for this post.
01/29/2017 at 8:44 PM #22985if you a have a problem with trailing stop of pro real time maybe you can create an indicator than replicates the trailing stop , enter that on graph and exits the positions by ” crosses under ” and ” crosses over ” in the code …..
hope that helps .
regards .
01/29/2017 at 8:53 PM #22986@Ladefense, i am still a newbee. Can you clear more what you said above by help me write the code down to apply please!
01/29/2017 at 9:03 PM #22992First you code exactly the level that replicates of the trailing stop , maybe you can use the code given by nicolas .
after you insert it in the graph of price , and you use in the code with ” call ” fonction , and ” crosses over ” or ” crosses under ”
other solution you can insert the code to the main code of the backtest and same way use ” crosses over ” or ” crosses under ” .
01/29/2017 at 9:05 PM #2299401/30/2017 at 10:09 AM #23033 -
AuthorPosts
Find exclusive trading pro-tools on