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New Strategy - DT_BundPP

Hi,

today I would like, as in the previous post mentioned above, give an initial strategy for the best. Since the focus is currently on the Bund future, a large part of the next posts will deal with it.

each post I will only code snippets (Entry, Exit and important calculations), because everything else already in this Blog can be found. So if you want to assemble a complete strategy, this can do that here at any time.

have in recent trading days, I noticed that the Bund future is particularly good on the pivot point and from this derived a fairly simple strategy.

trading idea

opened the Bund future above the pivot point, a short position is entered into, when the price crosses the PP down. Opened the Bund future below the PP a long position is entered into, when the price crosses the PP up. The time frame here is the minute chart.

filter

• approach as trend determination by DMI
• DM + and DM fall-have or get to confirm the possible move
• ADX \u0026lt;30, to filter trend spurs

exits

• No Trade is more than 20 clock
• feast profit target and stop loss fixed (first projection 20 ticks)

That was about it. Suggestions, criticisms or questions are welcome. Maybe we tinker us so ne really good strategy.

Best regards

darth trader


Update 30/09/2010
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look for more extensive testing, the results since 2008 from very reasonable. Optimized was not much (which is good), but it would be possible and even useful in my opinion, the profit target and stop loss according to adapt to market conditions. Ideal for this purpose to the ATR. At least in 2010 with these variables would achieve a better result to have been ... Here, once the basic data with ATR-based stops and targets ...

sees the years 2008 and 2009 performance with the ATRs are not as good from, but still appealing. It must follow this, further tests and evaluations.