Backtest of the given strategies from the library, here Dax40.

JohnScher · Sun, 31 Jul 2022 16:48:15 +0000

It was asked often enough, here now please, let’s start! Sense is the verification of the strategies given in the library. For most strategies this means a backtest years after their publication, quasi out-of-sample. For the beginning I would start with the Ger40, as the most volatile and probably also the most difficult index to trade. 10 backtests I have done today, see screenshots following. Depending on free time, I would gradually put 10 packages here after and after and after. Perhaps one or the other can intervene here supportively and also post backtests, work sharing could be the keyword. The rules: The backtests are sorted by the oldest strategist first. It is enough the picture, diagram as published today, with the reference to the strategy. No questions in the thread, no answers in the thread. The picture will have to do. If there is really need to talk about a single strategy, please make a new thread. The publication hier should be clear , simple, comparable, concise. If anyone else wants to help and post backtests here: So, please: Timezone and timeframe are to be considered. If the timeframe is not given, I tested 1, 5, 15, 60 and 240 minutes and posted the best result. Day can still be tried. Spread 2 points I think is okay (please no discussions, open times Monday 09.00 in the Dax by automated trading more than 1 position for example 5 positions…). For the other indices like cac40 or for currency pairs like Eur/Usd please please please open a separate thread. If at all possible please test the lower time frames with 1 million units. Pls. It should be clear , simple, comparable, concise I think we get this done ……………! Thanks to all who have published their strategies !!!

This topic has 70 replies, 6 voices, and was last updated 2 years ago by JohnScher.

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10/09/2022 at 1:10 PM #202187

JohnScher

https://www.prorealcode.com/prorealtime-trading-strategies/kama-sma-trading-system-dax-mtf/

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10/09/2022 at 1:11 PM #202192

JohnScher

https://www.prorealcode.com/prorealtime-trading-strategies/dax-m15-long-wave-diver-with-grid-and-mtf/

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10/09/2022 at 1:12 PM #202197

JohnScher

https://www.prorealcode.com/prorealtime-trading-strategies/heiken-ashi-trading-system-with-rsi-dax-mini-nasdaq-mini-ita40-mini/

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10/09/2022 at 1:13 PM #202200

JohnScher

https://www.prorealcode.com/prorealtime-trading-strategies/buy-if-the-price-has-fallen/

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10/09/2022 at 1:14 PM #202203

JohnScher

https://www.prorealcode.com/prorealtime-trading-strategies/simpliccisimus-small-short-strategy/

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10/09/2022 at 1:17 PM #202206

JohnScher

And the winner is………..

VTAD Turnaround tuesday
constant profits over a longer period of time without apparent curve-fitting with sufficiently large profit per trade.

followed by
optimized Sistema HA Dax

and the newer 4H strategies

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reb

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10/09/2022 at 1:18 PM #202207

JohnScher

that´s all for today, until then

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plbourse, KumoNoJuzza, PLermite, Razz, GraHal, fifi743

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10/26/2022 at 4:23 PM #203099

Khaled

Thank you John, very informative. I guess it would be interesting to compare to buy and hold. There is a short code proposed by Nicolas on the forum.

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JohnScher

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10/28/2022 at 5:30 PM #203167

reb

Hallo John
Spitze Arbeit

quick question : what do you mean by optimized Sistema HA Dax ?

Is there another version of the library ?

VlG

Reb

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JohnScher

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11/06/2022 at 2:47 PM #203638

JohnScher

Here is the link to the HA (Heikin Ashi) system.
It is a newer system, curve-fitting was not checked

https://www.prorealcode.com/prorealtime-trading-strategies/heiken-ashi-trading-system-with-rsi-dax-mini-nasdaq-mini-ita40-mini/

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11/06/2022 at 2:48 PM #203639

JohnScher

Thank you.
I personally do not prefer any strategy, not even buy and hold.

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Backtest of the given strategies from the library, here Dax40.

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