Would you trust in this trading strategy for DAX40?

• 01/21/2023 at 12:24 PM #207815
  JohnScher

  Would you trust in it?
  and bet a certain amount of money that it will continue to rise after running across for so many years?

  For me, a difficult question.
  Sure the system can be improved but / or – is it a “law” to sell tuesday morning and liquidate the position with after the us-opening?

  Here is the simple code
  it is a short position !

  // instrument dax40 // timezone europe berlin // timeframe 30 mins // created and coded by JohnScher positionsize = 1 td = opendayofweek = 4 tt = time = 090000 If td and tt then sellshort positionsize contracts at market Endif If onmarket and barindex - tradeindex = 14 then exitshort at market Endif set stop %loss 1 set target %profit 1

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  // instrument dax40 // timezone europe berlin // timeframe 30 mins // created and coded by JohnScher       positionsize = 1   td = opendayofweek = 4 tt = time = 090000     If td and tt  then sellshort positionsize contracts at market Endif   If onmarket and barindex - tradeindex = 14 then exitshort at market Endif   set stop %loss 1 set target %profit 1

  

  JohnScher

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  01/21/2023 at 12:30 PM #207818
  JohnScher

  thursday!

  

  JohnScher

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  01/21/2023 at 12:54 PM #207819
  GraHal

  Yes I’d trust it … until Live performance stopped working more or less like backtest!? 🙂

  I confine myself to 10K bars only (PRT backtests soo slow etc) and it looks good on Wed and Thur so I’m going to set it going on Demo starting Monday.

  I’ll let you know how it goes.

  Thank You John for sharing this simple and unusual strategy with us.

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  JohnScher

  

  GraHal

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  01/21/2023 at 1:18 PM #207821
  JohnScher

  I probably did not write correctly. And sorry for the useless.

  The question was whether you can trust a strategy that ran sideways in the backtest for many years until 2016 and then is rising.
  As an example, a simple strategy was chosen to illustrate. Please excuse, there are also other strategies that 2016 resp. until 2018 show a “break”. Compare original Pathfinder strategy attached.
  The question I actually wanted to pursue, where does this break come from? Are there any explanations? Should we backtest from 2016/2018 or should we backtest as far as the history goes?
  Approaches that I have read say both. But the explanation is pending. For me is a question of trust in a strategy.

  Should i just accept it or investigate it?

  

  JohnScher

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  01/21/2023 at 1:36 PM #207823
  GraHal

  My view / opinion is … forget anything prior to 2018, so backtest from 2019 onwards.

  For myself, I go further than this … I rarely backtest before March 2022 (a week or so after the war started).

  Your findings fit in very well with my decisions on backtesting … recent past is far more relevant than distant past.

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  JohnScher

  

  GraHal

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  01/21/2023 at 2:44 PM #207827
  JohnScher

  have sincere thanks, please
  I will certainly take this into account in my decisions
  “short” backtest to take more into account the current circumstances

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  GraHal

  

  JohnScher

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  01/24/2023 at 11:41 AM #208080
  Nicolas

  Performances that go “flat” in OOS is often a sign of over-optimization.

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  Nicolas

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