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?

  #39 (permalink)

Brisbane, Queensland, Australia
 
Trading Experience: Advanced
Platform: JIGSAW/SIERRA CHART
Broker/Data: MacQuarie Futures/AMP Clearing/CQG
Favorite Futures: HHI, HSI, FDAX
 
xiaosi's Avatar
 
Posts: 499 since Feb 2012
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In reference to the Dax mini, the liquidity is better than the big contract, even through volatility. I've seen three to five half point tick spreads on the fdax whilst the mini is just inside bid and offered. The caveat in this OPs case is whether or not the volume profile data is consistent or not, my feeling is it is not perfectly consistent. You could however, take signals from the fdax and execute trades on the mini.

BTW dvdkite, your strategy looks excellent. As John Ehlers recently discussed on "Better system trader", actual results on intraday data are always dramatically different than backtest data. I would walk it forward live on a sim account for 6 months and then compare to the backtest results to understand the difference.

Great work and good luck.

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