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Deetee’s DAX Trading Journal (time based)


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Deetee’s DAX Trading Journal (time based)

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  #1 (permalink)
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The trades in this journal are based on historical statistics (FDAX 2010-2020). I’m looking at the initial balance of the RTH DAX future (= IB = first 30 minutes 9:00-9:30 CET). And I’m looking at its direction, its position compared to the prior day and/or the prior day direction and the direction of the day before that. Possibly I’m adding some other parameters, but first will see how things turn out.

At 9:30 there can be 3 outcomes, a green IB (IBL), a red IB (IBS) or a (to be ignored) flat IB. Both IBL and IBS can trigger a long trade and a short trade. In my Excel sheets with the historical data, I will fill in the conditions that are actual for that day. The sheets then give me the best results for a long trade and for a short trade, with an entry – and exit time and the SL. I will only take a trade in case either the long trade or the short trade show a (to be defined) significant historical positive result.

I only take one trade per day and only if the odds look good ('Good? What's good??' ). In case (for example) a long trade is triggered for the morning and a short trade for the afternoon, I might take 2 trades, but I expect that to be exceptional. All trades start between 9:30 and 12:00 and exit between 10:00 and 15:30 (on the open and close of a 30 minute bar on the FDAX), with a SL 5 to 60 points.

To manage my risk, I will implement a schedule that tells me when to increase (and decrease!) the number of contracts to trade (posted below). For the journal, the results mentioned are in points for 1 contract traded.

The trading in this journal is inspired by GFIs1’s journal. I will also share my trades with you, with SL, and upfront if possible. Some days I will need to wait till the IB finished (9:30) to be able to decide on the trade, then to start the trade, and then to post it here. This is clearly not an investment advice, but just a personal journal.

A bit about myself. I’m from Amsterdam, have an accounting background and have been working self-employed since 2005. I started to work fulltime on trading in June 2019. I had been trading mainly stocks and stock options for about 25 years, just sometimes when I felt like it and without any plan. In the last 1,5 year I learned a lot and have a much better understanding of the retail trader’s world. During this time tried several ways of trading and one of the conclusions is, that trading without a plan, is (like I read over and over again) not going to work out. This seems to be something you have to experience, not just to be told. FIO is a big help in the whole process and I’m glad to be part of this great and helpful community.

I hope to get your feedback, for instance on the statistics I’m using, but let’s first get started.

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  #2 (permalink)
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An example of what I am looking at.

Wednesday 10 Feb 2021: IBS (first 30 minutes a red bar)

For the short trade, after applying the filters for that moment, it gives an outcome of 240pts with 17 trades, 4 wins/13 losses:


For the long trade, after applying the filters for that moment, it gives an outcome of 704pts with 17 trades, 13 wins/4 losses:


So, here I would take the long trade, from 9:30 till 14:30 with a SL of 45 pts. This would have resulted in 14 pts profit. Not much, but just wanted to give an example

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Because each weekday has its own statistics, basically there are 10 options:
5 weekdays with an IBL or an IBS

In 11 years, there are roughly 2800 trading days (after excluding holidays/IFO days), if you assume 50-50 on short and long IB’s, there are about 280 short trades per weekday and 280 long trades. But because of all the conditions I can filter on, it gives (way to) many possibilities.

I’m not sure how to approach this and am struggling with questions like, is the sample size big enough to count on these statistics? And if yes, to rely on the results, how many trades should be the minimum to take the trade?

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  #4 (permalink)
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I don’t need to earn the margin before stepping up to the next level, but I want a) to trade 5 FDXM as soon as my profits are covering the risk and b) to be able to minimalize the risk considering a).

The below schedule indicates how I will increase/decrease the number of traded contracts.


* = The cumulative results (in EUR) minus 50% of the risk on this trade determines the number of contracts to trade

The above schedule will be applied to each of these options separately:


Once profits are coming in, scaling down and moving the SL are to be investigated.

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  #5 (permalink)
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Monday

Today it's US President's Day.
I excluded most German & US holidays from the analyses, so no trading on these days

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Tuesday

DAX Long trade
Entry 09:30 @ 14100
Exit 15:30 @ 14073
SL 50pts
Result - 27 pts

Historical results with this setup :
820 pts (21 win/12 loss)




edit: Not the best start, but at least it's a start

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Wednesday

In the Wednesday IBS (red IB bar) file, when I add filters on ‘Down gap’, ’Gap closed’ and IB 9:30 position ‘Below’, the results given are only based on 8 trades (in 11 years).
* For the short trade it gave 88 pts (4 win/4 loss), 9:30-11:30 SL 20.
* For the long trade it gave 292 pts (5 win/3 loss), 10:00-14:30 SL15.

The numbers for the long trade look good enough, I just think the 8 (historical) trades is too small quantity to use here as a trigger for a live trade. So no trade today.


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Thursday

In the Thursday files, when I add filters on ‘No gap’, IB 9:30 position ‘Inside’ and filters on Prior Day OC and the day before, the better results are given for the short trade. At 9:30 the IB position was shortly below and not inside prior day’s HL range though.

For the short trade it gave 446 pts (15 win/4 loss), 10:30-14:30 SL 35.
For the long trade it gave 168 pts (4 win/15 loss).

The numbers for the short trade look good, also because when I remove filters step by step, the short trade keeps on showing good results (on bigger number of trades, so that gives more confidence).

DAX Short trade
Entry 10:30 @ 13905
Exit 14:30 @ 13940 (SL 13:33)
SL 35pts (CORRECTED)
Result - 35 pts

Historical results with this setup :
446 pts (15 win/4 loss)

Let's see



Edit 14:32 – In the morning the SL seemed to be spot on, and then price went in the right direction. Until it didn’t

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Friday

In the Friday files, when I add filters on ‘No gap’, IB 9:30 position ‘Inside’ and filters on Prior Day OC and the day before, the better results are given for the short trade.

DAX Short trade
Entry 10:00 @ 13937
Exit 12:30 @ 13949
SL 40pts
Result - 12 pts

Historical results with this setup:
758 pts (18 win/10 loss)

Let's see



edit 13:30: At least the SL was good

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Monday

(German) IFO day (@10am).
This weekend I started to analyse the IFO days (2010-2020), but unfortunately the work is not finished yet. So I won't trade today.

Soon I will have detailed analyses to share with you, showing historical results for trading on IFO days.

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German IFO Days

I have been analysing historical data (from 2010 to 2020) on IFO days.
Below I mention the best results, only based on the direction of the 10:00-10:30 bar and additional the IB direction.
First, I looked at setups with entry time 10:30 (30 minutes after IFO announcement):


The green marked setup seems to be interesting.

Next, I looked at setups with entry times 10:30, 11:00, 11:30 and 12:00:


Some have a nice win rate, but in general the risk-reward doesn’t look good.
To decrease risk/exposure it might be worth to choose for instance a lower SL or a shorter trading timeframe with a slightly lower result.

When adding other filters (like with the daily trades), it will give different outcomes. For instance, looking at the length of the 10:00-10:30 bar will have a positive effect on the results:


There are several ways to drill down on the data/results, but here I just wanted to show you the outcome of this analyses on IFO days

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Hello Deetee,

if you add here and there filters and filter out the very thin data basis even more, you are making cherry picking. This will not result in a stable system. You should split your data basis in a training- and test set and compare the results with fixed rules. You should also measure the size distribution of the trade results. If you make any good looking "profit per trade" numbers with only very few trades, these could be outlier which skews your results. But these are the basics of backtesting which were already well described here at futuresio.

Regards,
Koepisch


Deetee View Post
German IFO Days

I have been analysing historical data (from 2010 to 2020) on IFO days.
Below I mention the best results, only based on the direction of the 10:00-10:30 bar and additional the IB direction.
First, I looked at setups with entry time 10:30 (30 minutes after IFO announcement):


The green marked setup seems to be interesting.

Next, I looked at setups with entry times 10:30, 11:00, 11:30 and 12:00:


Some have a nice win rate, but in general the risk-reward doesn’t look good.
To decrease risk/exposure it might be worth to choose for instance a lower SL or a shorter trading timeframe with a slightly lower result.

When adding other filters (like with the daily trades), it will give different outcomes. For instance, looking at the length of the 10:00-10:30 bar will have a positive effect on the results:


There are several ways to drill down on the data/results, but here I just wanted to show you the outcome of this analyses on IFO days


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Koepisch View Post
Hello Deetee,

if you add here and there filters and filter out the very thin data basis even more, you are making cherry picking. This will not result in a stable system. You should split your data basis in a training- and test set and compare the results with fixed rules. You should also measure the size distribution of the trade results. If you make any good looking "profit per trade" numbers with only very few trades, these could be outlier which skews your results. But these are the basics of backtesting which were already well described here at futuresio.

Regards,
Koepisch

Thank you. I am looking help, so your feedback is appreciated.

I am aware of the thin data basis, and that with filtering down the selection becomes cherry picking. I wasn’t sure about my approach. About when the selection becomes cherry picking, about the population/sample size, and how to approach this data in finding setups. I have been searching on how to handle statistics (without the answers I was looking for), but not on back testing; will do. Is there perhaps a good thread you can recommend?

For my understanding, for example, taking the IFO case above, the bottom setup filters the IFO days, 10:00-10:30 bar green within a (length) range, and triggers a long trade from 11:30-14:30 with a SL of 20pts. Can’t this be seen as fixed rules? I guess not, but is that because only 19 trades remained?

Thanks again,
Deetee

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Amsterdam
 
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Tuesday

In the Tuesday files, when I add filters on IBS, ‘Up gap & gap closed’ , IB 9:30 position ‘Inside’ the results look good but conflicting.

For a short trade the best result is 445 pts (12 win/9 loss), but this includes a large win of 353 pts.
For a long trade the best result is 466 pts (12 win/9 loss), this include large winners of 222 + 146 pts.

So, no trade today




edit 24-2-21 7:50: I just now notice that the short trade was for 9:30-11:00 (SL50) and the long trade for 11:00-15:30 (SL40). The short would have given 142 pts profit and the long 40 pts loss

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Wednesday

This morning I noticed that yesterday the trading times of the short and the long trades were not conflicting (as the trading times were not overlapping) and would have given a nice profit (102 pts). I was a bit in a rush and didn’t do the preparation work properly. Lesson learned.

In the Wednesday files, when I add filters on IBL, ‘No gap’, IB 9:30 position ‘Inside’ and Prior Day Hi/Lo on extreme, the results are not the best but the win rates are OK.

For a short trade the best result is only 136 pts (9 win/3 loss), from 11:30 – 12:00 SL20.
For a long trade the best result is 186 pts (9 win/3 loss), from 12:00 – 14:00 SL45.

I will take both trades, only for the long trade using a 20 pts stop (178 pts, 9 win/3 loss) to have a better risk/reward.

DAX Short trade
Entry 11:30 @ 13971
Exit 12:00 @ 13991 (SL, was exactly the high of this 30min bar. I traded the CFD IBDE30 and escaped from the SL and ended with 1 pts loss)
SL 20pts
Result - 20 pts

Historical results with this setup:
136 pts (9 win/3 loss)

= = = =

DAX Long trade
Entry 12:00 @ 13974 (not the best place to go long)
Exit 14:00 @
SL 20pts
Result - 20 pts

Historical results with this setup:
178 pts (9 win/3 loss)

Let's see



edit 17:48 Well, at least I'm creating some statistics. Hopefully better tomorrow

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Thursday

In the Thursday files, when I add filters on IBS, ‘Up gap & closed’, IB 9:30 position ‘Above’ it turns out that there were only 7 occurrences (out of 269 Thursday IBS days in 2010 to 2020). I’m taking the ‘Above’ as the IB closed near prior day’s high, which then gives 39 occurrences.

For a short trade the best result is 574 pts (18 win/21 loss), from 9:30 – 15:00 SL30.
For a long trade the best result is 461 pts (24 win/15 loss), from 11:00 – 12:30 SL25.

The win rate should at least be 1 so the short trade is off. I will take the long trade, also because when I filter it down with prior day OC and the day before, results still look good.

DAX Long trade
Entry 11:00 @ 13971
Exit 12:30 @ 13946 (SL)
SL 25pts
Result - 25 pts

Historical results with this setup:
461 pts (24 win/15 loss)

Let's see



edit 12:30 So far, not so good. Anyway, I'm learning

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Amsterdam
 
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Friday (last day of the month)

Good morning, today it is the last trading day of the month, which I analysed separately.
There are 84 occurrences between 2010 and 2020. So, the sample size is small. When adding Friday and IBL to the filters only 7 occurrences remain… Too thin for a trade.

Anyway, just for the record:
For a short trade the best result is 112 pts (4 win/3 loss), from 11:00 – 12:00 SL20.
For a long trade the best result is 153 pts (5 win/2 loss), from 12:00 – 14:00 SL45.

No trade today


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Amsterdam
 
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Results

The results:


6 trades, 6 losses. This journal might looks like a joke, but it's a real thing
The only winning day (2 trades, 102pts, last Tuesday) I missed by 'mistake'

Basicly I see 10 setups (see table above) and 6 of them lost their first trade. I would like to think 'you win some, you lose some', but 6 losses out of 6 (or 7 losses out of 8 if I include last Tuesday) doesn't sound good.

Please comment on the approach as I can use some help to understand if this approach is a waste of time or not.

Anyway, have a good weekend and Monday another try.
Cheers,
Deetee

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Amsterdam
 
Experience: Intermediate
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Broker: EdgeClear / InteractiveBrokers / Rithmic / dxFeed
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Posts: 139 since Jul 2019
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Monday

In the Monday files, when I add filters on IBL, ‘Up gap & not closed’ and a Prior Day and the day before open/close ranges, the short trades give the better results.

I picked this setup because the win rate is good, and because on a higher level the results were ok as well:

DAX Short trade
Entry 12:00 @ 13937
Exit 15:00 @ 13914
SL 20 pts
Result 23 pts

Historical results with this setup:
253 pts (9 win/2 loss)

Let's see


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Amsterdam
 
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Tuesday

In the Tuesday files, when I add filters on IBL, ‘No gap’ and on Prior Day and the day before open/close ranges, the long trades give the better results.

For a long trade the best result is 342 pts (19 win/6 loss), from 10:30 – 15:30 SL35.
For a short trade the best result is 215 pts (4 win/12 loss), from 09:30 – 15:30 SL10.

DAX Long trade
Entry 10:30 @ 13997
Exit 15:30 @ 14091
SL 35 pts
Result 94 pts

Historical results with this setup:
342 pts (19 win/6 loss)

Let's see



edit 15:33: A good winner

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