Trading hours intraday

• 05/22/2022 at 12:27 PM #193652
  phoentzs

  Maybe someone has noticed this or has experience with it. I just noticed it by accident. So far I have always assumed that European indices such as DAX are traded intraday in European trading hours and American indices such as SP500 are traded in American trading hours. But if, for example, you use the SP500 in the European trading hours, i.e. 09:00-17:30, you sometimes get even better results than in the purely American trading hours of 15:30-22:00. Has anyone ever used it like this? Or is it my system because it uses more swings in the TF M15?

  

  phoentzs

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  05/22/2022 at 1:38 PM #193656
  phoentzs

  What I’m saying is that there seems to be enough movement and volume in American indices even during the European trading session.

  

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  05/22/2022 at 1:40 PM #193657
  JC_Bywan

  I remember Hunsader from Nanex looking into this a few years ago with a few hours time slices returns for Emini, over several years, basically it was much better entering at midnight US ET time and out by 10am our (Paris, Berlin) time. I’d need to find this back for details (I’ll give it a try, it was a tweet I probably kept a link of somewhere). Didn’t keep track of this since then and don’t know if it kept being true, but your post reminded me of it. I’ll come back tomorrow with it if I find it.

   

  

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  05/22/2022 at 1:57 PM #193659
  phoentzs

  Thank you, that would be very nice. If you trade the SP500 (as an example) the last 8 years (TF M15) from 09:00-17:30, the result is better than if you only trade from 15:30-22:00. I’m surprised I had to test it several times to be sure.

  

  phoentzs

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  05/22/2022 at 2:20 PM #193660
  JC_Bywan

  Found it, it was for the 2005-2015 timespan, in 4h chunks: https://twitter.com/nanexllc/status/610889738606768128

  

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  05/22/2022 at 2:38 PM #193661
  phoentzs

  Thank you.
  So he’s assuming midnight Eastern time. That would be +6 hours in GMT+1… right?

  

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  05/22/2022 at 2:42 PM #193663
  JC_Bywan

  Yes, that would be the 6AM-10AM 4h slice our time

  

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  05/22/2022 at 3:29 PM #193665
  phoentzs

  Thanks, I’ll test that.

  

  phoentzs

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  05/23/2022 at 10:34 AM #193696
  phoentzs

  I’ve just found that a simple Tuesday turnaround is nearly on par with my hard-working Swing M15 strategy, at least for Long. Is this depressing or normal? 😉

  

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