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?

  #38 (permalink)

Market Wizard
New York, NY
 
Trading Experience: Intermediate
Platform: NinjaTrader8
Broker/Data: Data = Rithmic -- Gives 70 Level II Data
Favorite Futures: 6C (Low Margin,) 6E, CL, GC, ES and Maybe DX for smaller tick value
 
Posts: 1,084 since May 2011
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FDAX then NQ then ES


Dvdkite View Post
Thank you. But

Btw: One important thing is to backtest this system also on other instruments so I would be really curious to test it over the ES as soon as I find some good 5 minutes data. I'm actually already paying IQFEED a lot for eurex and it's not the time to buy new CME data subscriptions for me now...

I'll probably test it over the euro BUNDS (it is in the EUREX exchange) next days... but I have to modify some parts in the strategy positions and rules beacuse it is actually only fitting the DAX settings ...

DdvKite, in the U.S. brokers mostly use about $2500 margin for intraday trading FDAX. It is much higher for overnight margin which would kick in if you hold a trade beyond 5pm EST. You can close a trade by 4:45pm and reopen a new trade at 6:01 and still be using the day margin of $2500 but cannot hold through that closed period.

An experienced trader whom seems to do well believes that U.S. morning markets have a pattern that starts in the FDAX, then the NQ and then the ES. It is not fool proof but perhaps it has enough relevance that your system could see the FDAX start the move and confirm and trade in the NQ which only has a $500 intraday margin. Just a thought.

If you decide to try the CL market - there are lots of market replay files in the NT8 download section.

GOOD TRADING ALL !!!

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