Dax/Russell trading and indicators

Discussion in 'Strategy Development' started by Lorenzo, Mar 9, 2006.

  1. Lorenzo

    Lorenzo

    The dax future is like the Russell 2000. If you apply reactive indicators that do not lag, and some discretional-basic TA, you can trade profitably

    Well..... not the Holy Grail, but a sort of guidance...I would say

    After a month of observations the results are good....

    However, the same indicators don't work with the ES for example

    [​IMG]

    Lorenzo
     
  2. What are reactive indicators that do not lag???

    It's the first time I've ever heard of someone calling any particular indicator a reactive indicator.

    How was the results last year from October - December?

    Mark
    (a.k.a. NihabaAshi) Japanese Candlestick term
     
  3. I think the DAX has been quite lively over the last few weeks. One month may not be truely representative.
     
  4. Lorenzo

    Lorenzo

    You are right

    However, if you trade in scalp mode with 5/6 points stop and 10/12 points profit, the medium intraday performance has been over 40 points per day, in the last month

    The dax has very sharp movements of few minutes (duration), and those MAs are able to confirm what the scalpers are doing on the market



    Lorenzo


    I used:

    Kaufman's Adaptive Moving Average indicator is
    an EMA using an Efficiency Ratio to modify the
    smoothing constant, which ranges from a minimum
    of Fast Length to a maximum of Slow Length.


    TEMA (Triple Exponential Moving Average) is a
    unique composite of a single exponential moving
    average, a double exponential moving average, and
    a triple exponential moving average that provides less
    lag than either of the three components individually.


    and the MACD 6,77,34
     
  5. Lorenzo

    Lorenzo

    Today's trades: (mechanical mode with stop loss (5) and profit target (10)

    Short 5736 - exitshort 5726 (+10)
    Short 5726 - exitshort 5731 (-5)
    Short 5726 - exitshort 5716 (+10)
    Long 5724.5 - exitlong 5734.5 (+10)
    Short 5731.5 - exitshort 5728 (-3.5)
    Long 5728 - exitlong 5726 (-2)
    Short 5726.5 - exitshort 5726 (+0.5)
    Long 5727 - exitlong 5725 (- 2)
    Short 5725 - exitshort 5725 (0)
    Long 5726.5 - exitlong 5721.5 (-5)
    Short 5716 - exitshort 5706 (+10)
    Long 5706.5 - exitlong 5716.5 (+10)
    Short 5717 - exitshort 5722 (-5)

    The short/long entry at market

    Lorenzo
     
  6. So you are trading these live?
     
  7. The DAX looks exciting for sure.
     
  8. nellspot

    nellspot

    Interesting post.

    What are you using to determine your entry?

    What timeframe do you use, and what are your moving averages set at?
     
  9. Hallo Lorenzo,
    whart are the settings for AMA and TEMA you use ?
    You still use it ?
    Greetings
     
  10. Well..... not the Holy Grail, but a sort of guidance...I would say
    However, the same indicators don't work with the ES for example

    Exactly....and have you determined WHY they don't work for the ES ? If not, this system may eventually prove to be costly.
     
    #10     Feb 19, 2007