intraday DAX strategy 5min mini1€ spread 1

• 02/21/2017 at 9:51 PM #25984
  ottimo

  @ Raul Vg

  Please Raul can you post the file of new DAX 5 MIN TSL5 (22) ?

  Thank you so much …

  

  ottimo

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  02/22/2017 at 9:41 AM #26020
  Raul Vg

  //------------------------------------------------------------------------- // Código principal : DAX 5 MIN TSL5(22) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 once ordersize=1 if Ordersize>40 then Ordersize=30 endif HoraEntradaLimite = 090600 HoraInicio = 090500 HoraEntradaLimite1 = 091600 HoraInicio1 = 091500 HoraEntradaLimite2 = 093100 HoraInicio2 = 093000 if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif n=3 if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1 then c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 ENDIF endif buy ordersize*n contract AT close+2 stop endif c2= open > close-1 IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 endif ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif SET STOP ptrailing 5 set target profit 12

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  //------------------------------------------------------------------------- // Código principal : DAX 5 MIN TSL5(22) //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   once ordersize=1   if Ordersize>40 then Ordersize=30 endif   HoraEntradaLimite = 090600 HoraInicio = 090500   HoraEntradaLimite1 = 091600 HoraInicio1 = 091500   HoraEntradaLimite2 = 093100 HoraInicio2 = 093000   if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif   n=3   if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  then           c1 = open < close-2 if not onmarket then IF c1 THEN IF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 ENDIF endif buy ordersize*n contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN iF PositionPerf(1) < 0 THEN OrderSize = OrderSize/2 if ordersize<1 then ordersize=1 ENDIF ELSIF PositionPerf(1) > 0 THEN OrderSize =OrderSize+5 if ordersize<1 then ordersize=1 endif ENDIF sellshort ordersize*n contract AT close-1 stop endif endif endif         SET STOP ptrailing 5 set target profit 12

   

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  Balmora74, ObiWan, Jesús

  

  Raul Vg

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  02/22/2017 at 9:42 AM #26023
  Raul Vg

  Very careful, both accumulate a lot of contracts and are very risky

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  Jesús

  

  Raul Vg

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  02/22/2017 at 9:47 AM #26025
  Raul Vg

  Left, real, right backtest. The results are very similar, but not accurate. Some day you make a profit when you really lose, but it seems to be moving forward.

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  Jesús

  

  Raul Vg

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  02/22/2017 at 7:33 PM #26076
  ottimo

  @ RAUL

  GREAT JOB !!!

  How much real money I have to start for

  DAX 5 MIN TSL5(22) ?

  DAX 5 MIN 1 contract(5) ?

  

  ottimo

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  02/22/2017 at 8:00 PM #26080
  Jesús

  @RAUL VG

  Great job and very good results
  I have some doubts about the functions of “set stop ptrailing” and “set target profit”.
  First question, the “ptrailing” function overrides the “target profit” function.
  Second, the “target profit” function pursues a target price while “target pprofit” seeks a profit determined by the movement of points.For those doubts and because the results in backtest with the “ptrailing” function are not reliable, this robot also I have had demo account since January 26 with very similar results.

  

  Jesús

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  02/22/2017 at 8:01 PM #26083
  Jesús

  //------------------------------------------------------------------------- // Código principal : DAX 5MIN TSL5 M v.2 //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada DEFPARAM FlatAfter =173000 n=min(1000,(((Strategyprofit+5000)*0.03)/5)) if n>100 then n=100 endif if n<10 then n=10 endif HoraEntradaLimite = 090600 HoraInicio = 090500 HoraEntradaLimite1 = 091600 HoraInicio1 = 091500 HoraEntradaLimite2 = 093100 HoraInicio2 = 093000 if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1 or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1 or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1 then c1 = open < close-2 if not onmarket then IF c1 THEN buy n contract AT close+2 stop endif c2= open > close-1 IF c2 THEN sellshort n contract AT close-1 stop endif endif endif SET STOP ptrailing 5

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  //------------------------------------------------------------------------- // Código principal : DAX 5MIN TSL5 M v.2 //------------------------------------------------------------------------- // Definición de los parámetros del código DEFPARAM CumulateOrders = false // Acumulación de posiciones desactivada   DEFPARAM FlatAfter =173000   n=min(1000,(((Strategyprofit+5000)*0.03)/5))   if n>100 then n=100 endif if n<10 then n=10 endif   HoraEntradaLimite = 090600 HoraInicio = 090500   HoraEntradaLimite1 = 091600 HoraInicio1 = 091500   HoraEntradaLimite2 = 093100 HoraInicio2 = 093000   if dayofweek=1 then //Monday daytrading=1 endif if dayofweek=2 then // Tuesday daytrading=1 endif if dayofweek=3 then // Wednesday daytrading=1 endif if dayofweek=4 then //Thursday daytrading=1 endif if dayofweek=5 then // Frifay daytrading=1 endif     if Time >= HoraInicio and time <= HoraEntradaLimite and daytrading= 1  or Time >= HoraInicio1 and time <= HoraEntradaLimite1 and daytrading= 1  or Time >= HoraInicio2 and time <= HoraEntradaLimite2 and daytrading= 1  then     c1 = open < close-2 if not onmarket then IF c1 THEN   buy n contract AT close+2 stop endif   c2= open > close-1   IF c2 THEN   sellshort n contract AT close-1 stop endif endif endif   SET STOP ptrailing 5

   

  

  Jesús

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  02/22/2017 at 8:56 PM #26087
  Raul Vg

  Hello jesus, ptrailing 5 function and take 12 use so that in case you go up 5 points and turn around, stay at 0. if you go up 10 and turn around, win 5, and I consider that rarely Rises more than 12 hit points without going back and so I put the take of 12.Let’s say that in order to “insure” you lose as little as possible in the event of a price increase.

  hola jesus, la funcion ptrailing 5 y take 12 la uso para que en el caso de que suba 5 puntos y se de la vuelta, se quede a 0. si sube 10 y se da la vuelta, gane 5, y considero que rara vez sube mas de 12 puntos de golpe sin retroceder y por eso coloco el take de 12. Digamos que para “asegurar” perder lo minimo posible en el caso de retrocer el precio.

  

  Raul Vg

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  02/22/2017 at 8:59 PM #26088
  Raul Vg

  Hi ottimo, it is difficult to answer that question, keep in mind that the maximum number of orders are 120 x 5 points, and to reach that number of contracts, you must have won many times before. I will try to make the calculation and tell you. But I repeat that the backtest with trailing are not completely reliable

  

  Raul Vg

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  02/22/2017 at 9:12 PM #26089
  Jesús

  Thank you very much for your answer Raul. If I have not misunderstood you, if you use the “set stop ptrailing” function, but at the same time you want to set a limited benefit to certain points you must use the “set target profit” function instead of “set target pprofit”.

  Muchas gracias por tu respuesta Raul. Si no te he entendido mal, si usas la función “set stop ptrailing”, pero a la vez quieres fijar un beneficio limitado a determinados puntos debes usar la función “set target profit” en vez de “set target pprofit”.

  

  Jesús

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  02/23/2017 at 5:00 PM #26184
  arcane

  I tested the strategies with the dax 25 euros, 5 euros and 1euros.

  Suprise, suprise.

  The results are different and better on the dax to 1 euros.

  Thank you if you can test at home.

  I have no explanation.

  IG says that the cfd dax are identical.

  In addition, the 9:25 am schedule is better than 9:30.

  Good continuation.

  

  arcane

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  02/23/2017 at 8:16 PM #26223
  DonMasser

  This is simply curve fitting, modifying the criteria to make it fit better. The reality is that implementing this will give greatly different results..

  Particularly on a 5 min chart if it is automated, since the buy and sell only happens at the end of the timeframe in the test, whereas it happens in realtime in actual fact… and comes out completely different.

  D

  

  DonMasser

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  02/23/2017 at 9:31 PM #26229
  Paris

  @ raul

   

  if you have the time , i need some help here ….

  https://www.prorealcode.com/topic/a-little-help-for-this-strategy-that-works-very-well/

   

   

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  02/28/2017 at 3:29 PM #26690
  Raul Vg

  real vs backtest

  

  Raul Vg

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  02/28/2017 at 5:44 PM #26720
  Nicolas

  We are close to something quite similar, isn’t it?

  

  Nicolas

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