Strategy DayOpen Straddle for DAX

• 07/09/2019 at 5:22 PM #102291
  Paul

  here’s compared only ts, only bb, both

  All a bit the same result, but as you see you surrendered potential profit last day, which wouldn’t happen if both were active.

   

  also both with safety active with 0.50; lower average loss, lower drawdown

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  Paul

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  07/14/2019 at 3:57 PM #102557
  AE

  Thanks you Paul, I love this strategy since I saw your first version.

  You said this strategy doesn’t work really good in downtrend, but in TF 1 minuto works even downtrend?

   

  Thanks

  

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  07/15/2019 at 2:37 PM #102617
  Pablo Jimenez

  Thanks for all, this strategy is awesome… Could anybody post the latest version of the code ?? Thanks you

  

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  07/15/2019 at 4:44 PM #102625
  Gregg

  Thanks Paul for this strategy! I’ve just spend 2 hours to read all the 11 pages of this topic and trying every version on every UT. Great job! Now I have to decide which UT I will choose to begin.

  

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  07/15/2019 at 6:45 PM #102627
  Gregg

  Hi again guys,

  what about overnight? I tried to add this king of code and it doesn’t seem to be more profitable, but maybe safer with some gap.

  //OVERNIGHT BUY IF longonmarket THEN IF time >= 210000 sellshort at market ENDIF ENDIF //OR OVERWEEK BUY IF longonmarket THEN IF time >= 210000 and OpenDayOfWeek = 5 THEN sellshort at market ENDIF ENDIF

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  //OVERNIGHT BUY IF longonmarket THEN IF time >= 210000 sellshort at market ENDIF ENDIF   //OR OVERWEEK BUY IF longonmarket THEN IF time >= 210000 and OpenDayOfWeek = 5 THEN sellshort at market ENDIF ENDIF

  What do you think about it?

  Gregg

  

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  07/16/2019 at 12:52 PM #102665
  Paul

  @AE as it is right know, long could get triggered fast in a downtrend.

  @Pablo Jimenez latest version is already posted

  @Gregg the strategy doesn’t hold a position in the weekend, which is preferable I think. It only holds overnight during the week.

  Adding that code during the week, it closes a long position at 21h and takes a short one.

  Safest is change 240000 to something lower so it closes each day all positions. Perhaps turn of trendsafetyexit.

   

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  07/19/2019 at 8:30 AM #102880
  winnie37

  I’m running live Dayopen straddle v4.2 with this settings// Money Management// Money Management

  // Money Management CONSECNOCYCLE = 1 CONSECSICYCLE = 0 CUMULASICYCLE = 0 traditional = 0 percentage = 0

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  // Money Management CONSECNOCYCLE = 1 CONSECSICYCLE = 0 CUMULASICYCLE = 0 traditional   = 0 percentage   =  0

  A curious almost flat evolution since march 2019. And no trades for 3 days now….Paul, you can confirm?

   

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  07/20/2019 at 6:45 AM #103000
  Paul

  Yeah the strategy didn’t produce any trades and that is good because otherwise you would’ve lost.

  The reason is the main criteria which uses the Mid-Level Day indicator.

  To avoid certain markets, lines have to be different from each-other and now they are not so that’s the reason no trades are produced.

  c1=(mid1day) //green c3=(mid3day) //blue c5=(mid5day) //red

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  c1=(mid1day) //green c3=(mid3day) //blue c5=(mid5day) //red

  c10=abs(c1-c3) > 0 and abs(c3-c5) > 0

  1	c10=abs(c1-c3) > 0  and abs(c3-c5) > 0

  I included the indicator below. If  that is put on a price-chart and you see the same values for green and blue or blue and red it means no trades that day.

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  07/21/2019 at 4:17 AM #103041
  dar

  Hi All, Is there a new version of this code available? Im running my Test on version 3.

  

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  07/21/2019 at 12:38 PM #103060
  Paul

  Yes there’s a new version, still working on a few question marks though.

  i.e. mid level day indicator is based on 5 previous days. To make sure that there are no trades in the first 5 days of a backtest, which works on every timeframe and doesn’t influence live trading.

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  07/21/2019 at 5:23 PM #103074
  Stefanb

  Looks really good Paul.

  I like the low DD, only 240€.

  During which time is it optimized?

  

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  07/21/2019 at 6:57 PM #103077
  AE

  Hi Paul,

  When did you estimate could you please send us this new version? It looks really good!

  Thanks

  

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  07/22/2019 at 9:16 AM #103092
  dar

  Thanks Paul for the reply. Thats looks really good. Can’t wait to test it.

  

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  07/22/2019 at 11:29 AM #103097
  Gregg

  Hi @paul,

  I compare the strategy with this Mid Level Day indicator and you’re perfectly right, we understand well why there is no trades with these 3 lines! I’m testing some different values for this parameter but I’m impatient to see yours  🙂

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  07/22/2019 at 1:42 PM #103102
  Paul

  some info folks.

  new version has slightly altered entry. Finally fixed the problem 100% although that doesn’t has great positive impact on results.

  Problem was condition for buy could be true and at the same time short could be true.

  It mattered if the code had the buy first, or the short first and that influenced results.

  The challenge was to make it independed if short or long was first and that the equity-curve was at-least equal or better.

   

  I’ve tested if every criteria is needed. So I compared the main criteria with the extra criteria (latest and first version) and check that with optimised nopl/nops.

  As I found out, you can remove the extra criteria completely or just disable it. Run with nopl2 and nops6. Also removed safetyexit, ordertype and lunch.

  Version will be published a bit later as I ran into a small issue live.

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