DJ30 Early Trade strategy

[PinotGris]

Same approach as the DAX Morning strategy whs-futurestation-nano-express-programm ... -t914.html but this time on the CFD US 30 (Dow Jones 30).

Filter the trend with a 8 x 30 MACD filter and go long into the market at 14:30. Stop at 0,5% combined with the marvellous Period High Low stop.

Very nice equity curve.

screenshot_Early_US.png

Pinot Gris

In vino veritas

[Artnaf]

Hi,

could you please provide your evaluator Settings, e.g. the contract fee and slippage?

Thx,

Artnaf

[PinotGris]

DJ30_5.png

Hi,

Max Drawdown is € 346 for 1 contract (costs & slippage not included). As a rule 3 x Max Drawdown is my capital required. In this case 346 x 3 = approx € 1.000 capital requirement per contract . With € 5.000 on the account I trade 5 contracts.

Hereunder the results with 5 contracts, 0.0001% slippage & € 3 fee.

DJ30.png

Pinot Gris

[Artnaf]

Pinot Gris,

thanks for your further informations. I was not able to get such an equity curve you posted ...

What is your equity curve with haltrip cost 3$ and slippage 0,0001%?

best,
Artnaf

[PinotGris]

Hi,

Be sure to put 5 as value per point. Equity curve below.

screenshot_Early_US_5.png

Best,

Pinot Gris

[Artnaf]

Hi,

i configured the same way as you, but i got the equity curve shown below. I set the elevator settings the same.

You just going long, what is your equity curve if you go short also?

best and thanks for your information,

Artnaf

[PinotGris]

Hi Artnaf,

Don't activate your trading time filter.

Yes, you can simulate long & short: put the TimeEntry from 1 to 3.

tradingtimefilter.png

[Artnaf]

Pinot Gris,

i put the trading filter in, cause i wanted to a have lower amount of data in my Nano Trader. I assumed that your study starts with the opening of the markets in america at 1530. After release the trading filter and setting back the starting time to 1430 i got (nearly) your equity curve. As the DJ30 is "long" since over three years, the long positions will be profitable. It is almost the problem of the most studies, optimizing the past (if i change the starting time to 1530 ... the results are uaaahhh ) If i have long AND short positions, no real money since last year october

Thanks for sharing,
Artnaf

[PinotGris]

Hi,

Here under the same strategy but on the DJ30 future with a test from 2006 until now. So we have also several downward trends (2007-2009).

DJIA.png

Best regards,

PG

[Artnaf]

Pinot Gris,

since when do you trade this study live?

best,

Artnaf