US TNote 10y

• 06/05/2022 at 4:11 PM #194703
  nepu77

  Could someone test it please ? Because I am not sure about the Tradingcosts ( Spread )

  Normaly there are not big costs ( Spread is only 1 Tick )

   

  DEFPARAM CumulateOrders = False // Kumulieren von Positionen deaktiviert

  a1 = highest[20](high)
  a2 = lowest[20](low)
  buy 1 shares at a2[1] limit
  sellshort 1 shares at a1[1] limit

  

  nepu77

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  06/05/2022 at 4:12 PM #194704
  nepu77

  i have use it in 5min 10y Tnote ZNxxxx

  

  nepu77

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  06/05/2022 at 4:53 PM #194706
  nepu77

  or is there a big mistake , what i not see ??

  

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  06/05/2022 at 7:00 PM #194720
  JS

  Why do you think there are “big costs”?

  What do you see in the statistics that is not correct?

  

  JS

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  06/05/2022 at 7:06 PM #194721
  nepu77

  because it is so an easy program – but better then all i have written till now.

  I think there a NOT big costs .. so I think it should work.

  but could it be that easy

  

  nepu77

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  06/05/2022 at 7:46 PM #194723
  JS

  Okay, now I understand what you mean.

  The above is the program you have written and you are shocked how well the program performs 😉  and because it generates a lot of positions (10,216) you want to know what the spread is of the relevant 10 years T-note.

  I also tried your program with the available XL (Future 10-year T-note)

  (see screenshot)

  There are a lot of holes in my price data and I think less data than in your statistics.

  1 user thanked author for this post.

  nepu77

  

  JS

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  06/05/2022 at 8:05 PM #194725
  JS

  Because the markets are currently closed, I can’t control the spread in real time and on the IG site I can’t find the spread very easily.

  It looks like a promising idea…

  

  JS

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  06/05/2022 at 8:11 PM #194726
  JS

  Which T-note do you use exactly because I can’t find ZNxxxx, with me only XL with point values of 2$ and 10$.

  

  JS

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  06/05/2022 at 8:11 PM #194727
  nepu77

  yes )

  you use the data from IB or IG .. I have used the data from Prorealtime. There are no gaps. ( maybe rollover ….. )

  I tried it also on eur/usd , usd/jpy … it is the same. Only trendmarkets are the opposit.

   

  sorry for me bad english

   

  

  nepu77

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  06/05/2022 at 8:15 PM #194728
  nepu77

  you have used the right symbol

  

  nepu77

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  06/05/2022 at 8:25 PM #194729
  JS

  I use the data from IG.

  The data in ProRealTime comes from IG or IB, I think you use IB.

  I’m going to find out what exactly happens, what I do want to warn about is that the results from a back test can be completely different from the results in real life…

  don’t cheer too loudly yet 😉

  

  JS

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  06/05/2022 at 8:38 PM #194730
  nepu77

  i know ) i have had this …

  but i think  it could help ( to find a strategy ) .. when it is better to trade “antizyklisch” or “zyklisch”

  

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  06/05/2022 at 9:27 PM #194731
  JS

  I’m afraid the spread will kill your system…

  With a low average profit and so many trades, the spread and other costs have a (too) big influence…

  Put your system live in demo tomorrow, then you can see a bit more…

  

  JS

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  06/05/2022 at 9:59 PM #194732
  nepu77

  i also think so (

  

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