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Gap: no gap
Gap closed during IB: x
Position price at 9:30: inside prior day HL
IB direction: long/flat
DAX short (paper) trade
Entry 11:00
Exit 12:00
SL 52 pts
Result 15 pts
Historical results with this setup:
SumR 195 (17 trades/win% 76.5%)
SumR translates to a relative (to current FDAX price) result of X points per trade
(Relative trade result = trade result in pts / 9am open price * 10000, and the SumR is the sum of the relative trade results)
Few updates.
I'm going to try to also look at the US session again.
I updated the NQ and ES data in the database.
I added 6B for the US session, meaning that for the IB I use the 15:30-16:00 bar (CET, the opening of the US markets).
I prepared the data for 6E for the EU and US session.
As my availibility to trade is limited and will be for the next 6 months, especially for the US session, I can only follow a few tickers.
I'll continue with the FDAX and 6B EU session as usual. And will try to look at NQ and 6B US session as well.
I will only post if there is a trade to save a bit of time.
It's not that I'm extending to more tickers because this system is going so well. I just want to look at more tickers to see these results.
And, I do believe I can use this system to support my (future) trades.
For now it's all paper trading until results improve.
Gap: no gap
Gap closed during IB: x
Position price at 9:30: inside prior day HL
IB direction: short
DAX short (paper) trade
Entry 9:30
Exit 10:30
SL 50 pts
Result 7 pts
Historical results with this setup: See snapshot
SumR translates to a relative (to current FDAX price) result of X points per trade
(Relative trade result = trade result in pts / 9am open price * 10000, and the SumR is the sum of the relative trade results)
