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Recruitment of participants Futures Trading Strategy F102: Overnight DAX, @FDAX

Discussion in 'Tradestation' started by Dron, 24 January 2024.

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Stage:
Recruitment of participants
Price:
299.00 USD
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Dron
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  • Participants of Joint purchase:
    1. withinwithout, 2. marty1221, 3. (anonym)
    ,     4. (anonym)
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  1. Dron

    Dron Well-Known Member
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    #1 Dron, 24 January 2024
    Last edited: 24 January 2024
    Futures Trading Strategy F102: Overnight DAX, @FDAX
    The strategy works best for @FDAX and is a mean reversion strategy.

    The backtest uses Tradestation data from Eurex on continuous and back-adjusted data and local (German) exchange hours (0900-1730 CET). It buys at the close at 1730 and sells the next morning at 0900.

    The equity curve (@FDAX):

    [​IMG]
    Performance metrics (@FDAX):

    upload_2024-1-24_17-42-31.png
     
  2. Alex Rios

    Alex Rios Member

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    #2 Alex Rios, 25 August 2024
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