What are the currently the best FDAX systems?

Discussion in 'Index Futures' started by gg12, May 4, 2007.

  1. gg12

    gg12

    FDAX trending UP.

    On the upside there is even an excelleration.

    Based on 80 points swing trading the current stop is at 7490.
     
    • 0507.png
      File size:
      480.3 KB
      Views:
      144
    #11     May 7, 2007
  2. gg12

    gg12

    DAX signals on a 5 point grid.

    Scalp each 20 point move
    with a target of 20 points trailing

    Apply stops based on your money management figures.

    System is called DAX5_2 4x4
     
    #12     May 9, 2007
  3. gg12

    gg12

    Dax intraday strategie (hindsight) based on a 2.5 grid (see attached graphics)

    Go against 5 unit move. 1 unit is 2.5 points.
    Target 2 units or 5 points.

    I call the system DAX2.5_2 5x2.

    Always use stops based on your money management priciple.
     
    #13     May 9, 2007
  4. gg12

    gg12

    Systems for the DAX 2 days 10 point grid

    Enter move at 20
    Stop loss is 20
    No profit target

    DAX10_2 S3x2 or S5x3
     
    #14     May 14, 2007
  5. gg12

    gg12

    Short term systems are going with the moves on a 2.5 grid.

    DAX2.5_2 S392 or S292

    see attached graphics
     
    #15     May 14, 2007
  6. gg12

    gg12

    Possible systems on FDAX 2days 5 point grid

    DAX5_2

    S2_10_2
    S6_12_3
    4x4

    For the S6_12_3 system there is a triggered signal at 7515 (+1 tick) and a trailing stop at 7500 (-1 tick).
     
    #16     May 16, 2007
  7. gg12

    gg12

    Possible systems for the FDAX 1 day on the 2 point grid

    DAX2_2

    S282
    S373

    7x4, 7x5
    8x7
     
    #17     May 16, 2007
  8. gg12

    gg12

    Graphics attached
     
    #18     May 16, 2007
  9. Trouble is, none of these ideas have an aweful lot of value unless you have some (back test) numbers to support them.

    I can't tell you how many times I have looked at an intraday chart of FDAX (or ES, NQ, ZN, etc) and come up with some simple ideas that make money whilst eye-balling the chart.

    Then try coding the ideas and testing over 3+ years of data (vs looking at a few days like you are doing here). Most ideas have proved to be garbage. I find this a depressing experience, but a neccesary one!!

    From you initial post it seems like you are aware of the pitfalls of curve-fitting etc but you have not backed it up in practice.

    Don't get me wrong, some of your systems may be perfectly valid. But test over a large quantity of data - don't just post a graph of one day to show how effective the idea can be.
     
    #19     May 16, 2007
  10. gg12

    gg12

    RhinoTrader,

    thank you! You are perfectly right!

    Trading is mass data statistics.

    Drawing conclusions from intraday time frames is meaningless because all signal are traded. The paper profit gives a nice impression and motivates to do even a harder work to uncover the structure of the market.

    But only a higher time frame filter will solve the problem, because some of the trades will then not be taken.

    The other point is that I am treating long and short trades equal which is not the right thing to to in practice.

    I am still in the learning process and will ever be and I am happy that you shared your experience.
     
    #20     May 20, 2007