Would you run this strategy? 10 year DAX backtest results attached.What do you think? | Traders Hideout

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Would you run this strategy? 10 year DAX backtest results attached.What do you think?

  #16 (permalink)

Trieste Italy
Posts: 133 since Feb 2018
Thanks: 122 given, 15 received

hughesfleming View Post
Thanks for posting your back test Dvdkite,

Earlier in the year, you mentioned that you were testing Heiken Ashi bars with your strategies. Does this use normal OHLC bars or HA bars? If they are normal bars then well done. That would be a very impressive result and I would consider moving forward with the strategy. If it does not happen to use a standard bar type, then I would be very careful risking real money.

A good test is to use IB's paper trader for forward testing. If your paper trading statements match what you see in terms of win rate in the MC back tester then go for it.

Best of luck,


Hello Alex,

in the past ( at the beginning ) I used to create strategy directly on HA chart just to discover that 99% of entries are made at unreal prices with totally unrealistic and simply FALSE backtesting but it's not this case.

This system is running over a 5 minutes REGULAR BAR chart. I've coded manually the HA bars logic so and I just use them somewhere to see how the dax is trending (example if a previous HA bar is RED or GREEN I do have a confirmation ... otherwise not).
Anyway ALL the logic is coded over REGULAR bars and it does entries based on VAH levels. So I'm using the Yesterday Value Area High and Low and Point of Control for my entry and exit setup.

As I can read all you guys always test it on SIM for 3 /6 months?
In my case I'll leave the strategy live on a MC chart with DATAFEED every day with no-broker configured and I'll save all entries at the end of every day into an excel to compare them later with the backtesting. As I've understood this seems the only way to discover if the system is performing the same in backtesting and it real time trading.

PK 1 View Post
What I always do is thoroughly checking entry and exit-points on the chart on one hand and on the other the expectations from my algo. Developing the system you have to have a good understanding regarding the context a trade is getting triggered. So comparing the expectations compared to the actual entry/exit-points is worth a lot. Regarding some common problems even without knowing your strategy one could see on the chart whether you are trapped into a programming problem which causes the great result. Maybe you could post some screenshots with trades.

As you are using Multicharts it could be easy to check whether the strategy is satisfying in live mode or not. Just run the strategy with your broker-feed after applying the correct configurations. Correct configurations and it's no problem to use the real-account, then the trades will occur in your chart and performance report and no trades are forwarded to the broker. Just configure it first, this way I do it for myself and it's a great way to test it before going live with transmitted orders. At the end of the session I always were evaluating the daily outcome of the strategy and comparing it with backtests made after the session for that day.

This way you can achieve the test with out of sample data, which seems necessary.

Bosch777 View Post
So perhaps you would like to tell us some more about this strategy such as the set-up, entry triggers etc.. This way you might let us run a similar strategy to help with the validation process...

Hello @PK 1 and @Bosch777,
this is exacly what I'm planning to do (and I'm already doing for other systems) to check if entries are triggered where I really want. And as I said above I think that the only way is by having the strategy live on MC just with the datafeed and see if it makes entries in real time as expected.

You talked about great result eheh I think the strategy is doing good ok, but I don't think it is soo incredible .. that curve is over 10 years... and it seems that is pointing straight to the top but it also have its own Drawdowns.... please view the LONG entries equity .. can you see that it is not so perfect? Also if you look at the monthly earning list you can see that it is LOSING EVERY MONTH... of course it EARN MORE than it lose but I mean It's not so unrealistic... the system has negative trades too...
I simply made a rule with NO MORE than 1 STOP loss a day to limit my daily loss personal tollerance eh eh

Also by checking entries and exits carefully in the charts I don't see anything that could point me to a programming trap expecially because this strategy is not doing some magical stuff. I'll not reveal all the logico but as I said it is simply woking on TPO concept. It define a BIAS (that can change) and then it make entries using the VAH levels of the previous day wich are precise defined prices as Yesterday Value Area High and Low[/I] and Point of Control and then I search some patter over the past X numbers of bars... that's it.

You know ...using TPO has a lot theory behind it, I just made my own rules to use those levels...

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