DAX Scalper cBot !

Created at 12 Feb 2016, 04:56
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trend_meanreversion

Joined 31.07.2014

DAX Scalper cBot !
12 Feb 2016, 04:56


Hi Everyone,

I am adding one more successful cBot in my trading arsenal.  ( Refer my new algos post here /algos/cbots/show/1026 )

This one is on my favorite underlying German DAX with 2 min timeFrame trading. I call it scalping as it holds position only for <=4 mins. Please have a look at the back testing (below) and contact me at "trend_meanreversion@yahoo.com" for a free trial period.

 

From 21 Sep 2014 - 10 Jan 2016

Total Return : 78%

Max DD : 7.4%

Return/DD: 10:1 (approx)  [ So you can leverage according to your needs ]

 

 

 


@trend_meanreversion
Replies

ColossusFX
12 Feb 2016, 09:54

You have tested without commissions?


@ColossusFX

ColossusFX
12 Feb 2016, 09:56

RE:

Piratetunes said:

You have tested without commissions?

My bad, no commissions on DE30 :)


@ColossusFX

trend_meanreversion
12 Feb 2016, 09:58

RE: RE:

Piratetunes said:

Piratetunes said:

You have tested without commissions?

My bad, no commissions on DE30 :)

 

ha ha ..no worries Piratetunes !.. benefit of Index CFDs is that no commissions and fixed spreads ( most of the times )


@trend_meanreversion

trend_meanreversion
19 Jan 2017, 12:14 ( Updated at: 21 Dec 2023, 09:20 )

Few people have been asking to update my backtesting results , so here you go  ( DAX CFD Bot + DAX Scalper + DAX HFT )

Settings

DAX CFD

DAX HFT

Will provide update on DAX Scalper tomorrow !!

 


@trend_meanreversion

trend_meanreversion
20 Jan 2017, 01:54 ( Updated at: 21 Dec 2023, 09:20 )

DAX Scalper

 


@trend_meanreversion

ColossusFX
21 Jan 2017, 18:24

Can you post some real live data from trades from Live account?

If you can provide profitable results proven with a live account I may have an offer for you.

Looking at your results, with a $1000 account you should be making money now,so give me some live results and we can maybe offer you something.

:)


@ColossusFX

trend_meanreversion
22 Jan 2017, 09:49

RE:

ColossusFX said:

Can you post some real live data from trades from Live account?

If you can provide profitable results proven with a live account I may have an offer for you.

Looking at your results, with a $1000 account you should be making money now,so give me some live results and we can maybe offer you something.

:)

 

Mate, i can understand your requirement to show my 'Live' account to be more comfortable with the strategies, but i manage much bigger fund than 1000$ with some investors who might be not be excited to show live account . But more than that , i run atleast >5 strategies with a combination of systematic and discretionary approach and i do performance attribution and asset/capital allocation on monthly basis,so it won't give clear idea about the results from these 3 systematic models. I believe in portfolio approach and diversification is a big thing for me and that's why i advertise these 3 strategies separately if someone is interested. I run the models for few months in Demo environment which are linked with myFXbook so you can see performance if that helps you. Sorry but no information about my 'Live' account/s will be shared ! ( No Offence )

 

 


@trend_meanreversion

payment
20 Jun 2017, 16:26 ( Updated at: 21 Dec 2023, 09:20 )

I've already got the formula, but if the DAX starts trending like now, watch out !  It crashes


@payment

trend_meanreversion
20 Jun 2017, 16:28 ( Updated at: 21 Dec 2023, 09:20 )

RE:

payment said:

I've already got the formula, but if the DAX starts trending like now, watch out !  It crashes

 

ha ha ..Good luck mate with your formula !! ..Clearly yours' is no where near the logic which i have but all the best to you also !! 

Thanks for your attempt though .


@trend_meanreversion

payment
20 Jun 2017, 16:28

Look at the way the equity drops to 0 as soon as the DAX trends. Good but risky


@payment

payment
20 Jun 2017, 16:31

Well let's see your most recent backtest of the DAX between May and June this year,


@payment

trend_meanreversion
20 Jun 2017, 16:35

RE:

payment said:

Well let's see your most recent backtest of the DAX between May and June this year,

 

Yes look at how equity dropped to '0' in your bot mate, not mine :)

Also don't wish to encourage an argument here, but you can see demo run ( not just back-test for May & June ) -> https://www.myfxbook.com/members/TRMR/dax-hft/2059675

As i said before, Good Luck to your trading and thanks for your advice !

 


@trend_meanreversion

payment
20 Jun 2017, 16:58 ( Updated at: 21 Dec 2023, 09:20 )

RE: RE:

No I'm not arguing, I think your bot is great. By the way I've fixed mine now to have a more reasonable equity DD see attached - 100% in on e month if you've got the guts

 

 

 

 

trend_meanreversion said:

payment said:

Well let's see your most recent backtest of the DAX between May and June this year,

 

Yes look at how equity dropped to '0' in your bot mate, not mine :)

Also don't wish to encourage an argument here, but you can see demo run ( not just back-test for May & June ) -> https://www.myfxbook.com/members/TRMR/dax-hft/2059675

As i said before, Good Luck to your trading and thanks for your advice !

 

 


@payment

trend_meanreversion
20 Jun 2017, 17:01 ( Updated at: 21 Dec 2023, 09:20 )

RE: RE: RE:

payment said:

No I'm not arguing, I think your bot is great. By the way I've fixed mine now to have a more reasonable equity DD see attached - 100% in on e month if you've got the guts

 

 

 

 

trend_meanreversion said:

payment said:

Well let's see your most recent backtest of the DAX between May and June this year,

 

Yes look at how equity dropped to '0' in your bot mate, not mine :)

Also don't wish to encourage an argument here, but you can see demo run ( not just back-test for May & June ) -> https://www.myfxbook.com/members/TRMR/dax-hft/2059675

As i said before, Good Luck to your trading and thanks for your advice !

 

 

 

Just my 2 cents mate --> Your equity profile reflects too much leverage, try to limit that and DD should come under control. In its current form your bot doesn't seem feasible to a viable trading strategy but keep exploring & All the Best :)


@trend_meanreversion

payment
22 Jun 2017, 17:26 ( Updated at: 21 Dec 2023, 09:20 )

RE: RE: RE: RE:

 

My bot may not seem viable in its present form, but I don't think your HFT bots are viable AT ALL.

They would work on demo accounts, like the ones you show on myfxbook, but not on real accounts, because you won't get faster than your broker, who is a HFT trader.

Even if it works mathematically (as I said your bot is good) in reality you won't be able to execute fast enough, which is why you have not posted any live account forward tests to prove it (myfxbook). As lousy as you think my bot is (which I think is not all that bad), at least the live account results match the demo accout results

How can you use cAlgo on HFT trading ? that is ludicrous

 

 

 

 

 

trend_meanreversion said:

payment said:

No I'm not arguing, I think your bot is great. By the way I've fixed mine now to have a more reasonable equity DD see attached - 100% in on e month if you've got the guts

 

 

 

 

trend_meanreversion said:

payment said:

Well let's see your most recent backtest of the DAX between May and June this year,

 

Yes look at how equity dropped to '0' in your bot mate, not mine :)

Also don't wish to encourage an argument here, but you can see demo run ( not just back-test for May & June ) -> https://www.myfxbook.com/members/TRMR/dax-hft/2059675

As i said before, Good Luck to your trading and thanks for your advice !

 

 

 

Just my 2 cents mate --> Your equity profile reflects too much leverage, try to limit that and DD should come under control. In its current form your bot doesn't seem feasible to a viable trading strategy but keep exploring & All the Best :)

 


@payment

tgjobscv
07 Nov 2020, 17:33

Tested in real account ?

Possible signal from Twitter and Telegram ? How step to step ?

ScalpDaxToCSV, GER30 m15.cbotset

Where good cbotset ?

Backtest make 0%


@tgjobscv

trend_meanreversion
09 Nov 2020, 09:40

RE:

tgjobscv said:

Tested in real account ?

Possible signal from Twitter and Telegram ? How step to step ?

ScalpDaxToCSV, GER30 m15.cbotset

Where good cbotset ?

Backtest make 0%

You talking to me ? I haven't provided any cBot algo freely available for this bot. I ran a portfolio of strategies including this one and it was showcased long time ago on 

https://www.myfxbook.com/members/displayBook/portfolio/2252204

Most of my work and associated developments can be found -> 

 

 


@trend_meanreversion