Automatic trading system DAX 1H mini 1€

• 03/15/2017 at 8:35 AM #28582
  zilliq

  Hi Guy,

  Do a Walk forward test to evaluate the reproductibility of this strategy.

  Without that, a strategy may be just à dream

  Cheers

  Zilliq

   

   

  

  zilliq

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  03/15/2017 at 10:26 AM #28601
  zilliq

  Hi Guys, bis

  I see you use a ponderate based on day of week for Dax

  So, I wanted to know if it is useful or not…

  Sorry, but is not 🙁

  As you see on the picture, for every day of the week, I count the number of green and red candle.

  For 200 count candles, the ratio is always near 50 % (friday a little bit more red candle). So there is the same number of green (Dclose>Dopen) than red candles (Dclose<Dopen)

  And the average is so near zero

  So, it is usefulness to use ponderation based on day of week ! Don’t use it my friends

  Cheers

  Zilliq

  

  zilliq

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  03/15/2017 at 11:30 AM #28616
  zilliq

  Well, I do the same for month…More interesting

  I did it from 1973 until now ! =45 years

  And I seek if there is a ratio>50 % and/or high average

  As you see there is some interesting month that we can use to ponderate but some others not

  For example, september is a very decrease month (ratio 38 % and m=-60 points)

  And november a very increase month (ratio 73.33 % and m=+70 point)

  Actually March is an increase month = play Call on your swing trade 😉

  Bye

   

  

  zilliq

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  03/15/2017 at 11:32 AM #28620
  Paris

  @ zilliq

  not all of us have the forward module .

  It not availaible on demo yet .

   

  Could you test the navigator system to be sure if it works or not ?

  

  Paris

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  03/16/2017 at 3:11 PM #28762
  Cosmic1

  I do agree with Zilliq that adding in specific days doesn’t seem to be the way to go. When you remove this from the code it makes for a choppy ride.

  I’m actually not a fan of seasonality and splitting up days / months in to parts for different position size etc. Unless we are talking about Coffee, Soya etc.

  It’s one of the first things that I do when testing algo’s. Strip them back without seaonsal / days / months and take out any strategyprofit that increases to very high pound per point values over time.

  1 user thanked author for this post.

  manel

  

  Cosmic1

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  03/16/2017 at 5:26 PM #28782
  zilliq

  @Cosmic,

  As I said it works for month ponderation and so, UT4hr strategy, but not the daily pondaration, for UT5 ou 15 mn 😉

  It works for Dax, Gold, Cac, not Eur/usd

  

  zilliq

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  03/19/2017 at 6:13 PM #29077
  Cosmic1

  Your monthly analysis is interesting. How about the same analysis for the last 10 years for instance? Do March, Sept and Nov still appear the same?

  

  Cosmic1

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  08/09/2017 at 9:11 AM #42780
  Nicolas

  Hey guys, so how is it going here?

  

  Nicolas

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  05/29/2018 at 3:12 PM #71603
  JohnScher

  Can you tell me who is “Companion of the web”?

  

  JohnScher

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