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


futures.io - futures trading strategies, market news, trading charts and platforms


Traders Hideout


Discuss day trading practices and futures trading strategies on this forum for all markets. This forum is also for discussing and reviews for brokers, data feeds, and commercial or third party add-ons




 

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

  #31 (permalink)

Kassel / Germany
 
Trading Experience: None
Platform: MC
Broker/Data: IB
Favorite Futures: CL/NG/ES
 
PK 1's Avatar
 
Posts: 72 since Aug 2011
Thanks: 126 given, 56 received


sam028 View Post
IB "tick data" is in fact 4 snapshot/second. Not sure why they keep doing this in 2018...


PK 1 View Post
For my combination of IB and MC I can say the tickdata is something like 1 second data.

It was about the combo MC + IB. In MC the datasource Interactive Brokers is defined as I said above. One can check this in Quote Manager.Datasource.Interactive Brokers.Settings. Futhermore knowing what strange tick data IB sends out even for SPY I don't want to get more detailed data, not thrustworthy and invalidating automatic systems. I had conversations with the support, telling them the actually not existing spikes in their data-feed but either they don't care or they send out data like that on purpose.

Reply With Quote
The following user says Thank You to PK 1 for this post: