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?

  #42 (permalink)

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


jmont1 View Post
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 !!!

Really good news, I think this would be a way to test even more than one of my strategies... maybe 1 over the bid dax and another on the minidax... I surfed the web yesterday and Ive found for example https://optimusfutures.com/Margin-Rates.php and they seems to be a solid broker. They offer 2500$ foro DAX and 500$ for MINIDAX as day trading margin..

I don't care about overnight margin, My strategies works in the cash hours so from 9 - 17.30 .. and it forced the close of an open position 10 minutes before the requirement of an overnight margin (around 21.20 now...for example)

During the simulation test period of the system I'll investigate how to properly open a US account from Italy and just see how taxation work ( Do I only have to pay taxes here in Italy? I have to clear this...)

Thanks for the suggestion!

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