Hi everyone, First I'd like to thank you all for your contribution on this website. It's been a goldmine for me so far
You all found good names for your strategies but to be honest I haven't find mine yet.. Anyway, here is the thing:
Index: Dax 1€
$Risk: You choose !
- 1.5% of capital per trade in my backtest. Up to 3.7% due to seasonality (Thanks ALE for your piece of code about seasonality)
Spread: 2 pips
Variables were optimized different ways. Optimization from the beggining of PRT datas to 31/12/13 shows substantially the same trend. I hope my curve remains not so fitted.. Drawbacks:
Not so many trades
Several trades could last a very long time
Time between trades is also too long
The reverse short strategy does not lead to gains..
Thus, if you have any comments, ideas or anything that could improve this strategy, it would be really appreciated !
Thank you all and keep posting interesting things here, I like it ! Maxime
Tape indicator made of 3 linear regression trend of 3 different periods.
This indicator was made in French forums with the help of supertiti and Nicolas
The trends information s take place under the chart with different colours to have a better clear view of what happen on chart without the linear regression lines on it.
Volume Weighted Average Price is equal to the sum of the volume of every transaction multiplied by the price of every transaction divided by the total volume for the trading day.
This version is for intraday trading, the VWAP is resetting each day at the first intraday bar. I added the 3 standard deviation of the VWAP as upper and lower bands to expect reversal patterns. VWAP will be displayed only on instruments with volumes. This version is only compatible with Prorealtime 10.3.
The prorealtime v10.2 version of this VWAP indicator is now also available for download below this article, for everyone convenience