DAX

Backtesting Off The Zone Criterio de salida

Para el dax ya que se entra con unidades enteras, no es posible sacar un parcial
Char time UTC+1 ( London) Se mirará estadísiticamente si llegó o no a la segunda banda
Tamaño de entrada
Para rebotes en el tunel se entrará con 2 lotes, ésto para sacar un lote al toque de
para entradas por divergencia en el MACD se entrará con un solo lote
Franja de trading, para el DAX se trabajará entre as 7:00 AM y 12:00 M Hora Lond
Fecha Hora de entra Posición Entrada SL
08/21/18 10:45:00 AM Short 12397.7 12415.1
08/21/18 11:25:00 AM Short 12413.5 12450.1
Tp1 08/21/18 03:20:00 PM Long 12382.1 12358.7
Tp2 08/21/18 03:20:00 PM Long 12382.1 12358.7
08/28/18 08:05:00 AM Short 12568.1 12596
08/31/18 09:10:00 AM Long 12386.3 12339.3
Tp1 09/03/18 09:10:00 AM Short 12334.8 12360.6
Tp2 09/03/18 09:10:00 AM Short 12334.8 12360.6
Tp1 09/03/18 11:35:00 AM Short 12336.8 12351.2
Tp2 09/03/18 11:35:00 AM Short 12336.8 12351.2
09/04/18 09:05:00 AM Long 12341.9 12319.1
09/04/18 11:55:00 AM Long 12230.9 12208
09/05/18 10:50:00 AM Long 12087.3 12066.4
09/12/18 10:15:00 AM Long 11995 11970
09/13/18 10:10:00 AM Short 12088.1 12113.7
09/14/18 08:35:00 AM Short 12106.7 12122.9
09/18/18 10:50:00 AM Long 12130.4 12094
09/20/18 11:45:00 AM Short 12278.6 12298.1
09/21/18 09:30:00 AM Short 12432.2 12458
Tp1 09/24/18 10:00:00 AM Short 12379.5 12393.6
Tp2 09/24/18 10:00:00 AM Short 12379.5 12393.6
09/27/18 11:25:00 AM Short 12353 12371.9
10/01/18 09:55:00 AM Short 12327.7 12343.6
Tp1 10/04/18 09:55:00 AM Short 12244.3 12270.1
Tp2 10/04/18 09:55:00 AM Short 12244.3 12270.1
10/08/18 08:55:00 AM Long 12032.5 12009.4
Tp1 10/09/18 08:55:00 AM Short 11957.3 11985
Tp2 10/09/18 08:55:00 AM Short 11957.3 11985
10/10/18 11:00:00 AM Long 11902.3 11878
10/16/18 08:50:00 AM Short 11638.6 11663.6
10/17/18 08:15:00 AM Short 11816 11846.5

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 DAX

Entradas % efectividad Profit Factor

Total 31 0.68 2.548876111
Win 21
Loss 10

Gross profit 487.6

Gross Loss -191.3
Promedio Profi 21.8
Promedio Loss 0.0

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 DAX

enteras, no es posible sacar un parcial en la media de las bandas de bollinger, por lo tanto el objetivo unicamente es esta banda de la mita
a la segunda banda

otes, ésto para sacar un lote al toque de la media movil de las bandas de bollinger
D se entrará con un solo lote
á entre as 7:00 AM y 12:00 M Hora Londres
Salida Pips Hora de Salida Comentarios Imagen
12415.1 -17.4 11:20:00 AM Vela que abre la posición por debajo de shooting star no es contunden
12365.8 47.7 03:10:00 PM Se entra en la Imagen
12392.1 10.0 04:00:00 PM Se entra con buImagen
12400.7 18.6 04:50:00 PM Se entra con bullish engulfing
12535 33.1 09:55:00 AM Divergencia e Imagen
12407.7 21.4 03:15:00 PM Divergencia e Imagen
12324.6 10.2 09:15:00 AM Evening start Imagen
12317.6 17.2 10:50:00 AM Evening start Imagen
12331.9 4.9 12:10:00 PM Bearish EngulfImagen
12326.2 10.6 12:10:00 PM Bearish EngulfImagen
12319.1 -22.8 09:10:00 AM Dragon Fly Doji
12208 -22.9 12:05:00 PM Divergencia en el MACD
12132.6 45.3 12:40:00 PM Divergencia e Imagen
11995 0.0 12:00:00 PM Bullish engulfing
12076.1 12.0 11:05:00 AM Divergencia en el MACD
12122.9 -16.2 08:45:00 AM Divergencia en el MACD
12094 -36.4 02:00:00 PM
12298.1 -19.5
12401 31.2 10:55:00 AM Divergencia en el MACD salida por Parabolic SAR
12375.3 4.2 10:25:00 AM Bearish Engulfing
12393.6 -14.1 11:20:00 AM Bearish Engulfing
12371.9 -18.9 12:25:00 PM Gravestone doji
12298.1 29.6 12:45:00 PM Divergencia en el MACD
12224.4 19.9 10:00:00 AM Shooting star
12238.5 5.8 10:30:00 AM Shooting star salida por parabolic SAR
12009.4 -23.1 09:20:00 AM Divergencia en el MACD
11931.5 25.8 09:10:00 AM Bearish Engulfing
11945.1 12.2 09:55:00 AM Bearish Engulfing
11929.9 27.6 11:50:00 AM Divergencia en el MACD
11613.9 24.7 10:20:00 AM Divergencia en el MACD
11740.4 75.6 10:10:00 AM Divergencia en el MACD salida por Parabo 296.3

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 DAX

Pips Neto
296.3

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 DAX

te es esta banda de la mitad

oting star no es contundente.

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 Hoja2

Account $1,000.00
pip $1.00 1 $982.60
2 $1,030.30
3 $1,040.30
4 $1,058.90
5 $1,092.00
6 $1,113.40
7 $1,123.60
8 $1,140.80
9 $1,145.70
10 $1,156.30
11 $1,133.50
12 $1,110.60
13 $1,155.90
14 $1,155.90
15 $1,167.90
16 $1,151.70
17 $1,115.30
18 $1,095.80
19 $1,127.00
20 $1,131.20
21 $1,117.10
22 $1,098.20
23 $1,127.80
24 $1,147.70
25 $1,153.50
26 $1,130.40
27 $1,156.20
28 $1,168.40
29 $1,196.00
30 $1,220.70
31 $1,296.30

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 Hoja2

$1,400.00 $1,400.00

$1,300.00 $1,300.00

$1,200.00 $1,200.00
Balance

$1,100.00 $1,100.00

Column E
$1,000.00 $1,000.00

$900.00 $900.00

$800.00 $800.00
1 3 5 7 9 11 13 15 17 19 21 23 25 27 29 31

Trades tomados

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 Hoja2

Column E

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 AUDJPY

Fecha Hora de entra Posición Entrada SL

Tp1 08/22/18 10:20:00 AM Short 81.087 81.176
Tp2 08/22/18 10:20:00 AM Short 81.087 81.176
Tp1 08/23/18 10:00:00 AM Short 80.873 80.975
Tp2 08/23/18 10:00:00 AM Short 80.873 80.975
08/30/18 08:20:00 AM Short 81.428 81.523
08/30/18 08:20:00 AM Short 81.428 81.523
08/31/18 10:00:00 AM Long 80.241 80.116
09/04/18 12:00:00 PM Short 79.949 80.105
09/05/18 10:15:00 AM Short 79.978 80.105
09/06/18 08:25:00 AM Short 79.937 80.014
09/07/18 07:35:00 AM Long 79.145 78.949
09/11/18 08:15:00 AM Short 79.409 79.488
09/14/18 09:50:00 AM Long 80.571 80.469
09/19/18 07:35:00 AM Short 81.384 81.529
09/24/18 08:15:00 AM Short 81.811 81.939
09/27/18 09:00:00 AM Long 81.419 81.246
10/02/18 08:10:00 AM Long 81.821 81.689
10/05/18 07:30:00 AM Short 80.522 80.601
10/05/18 10:25:00 AM Short 80.452 80.553
10/11/18 07:55:00 AM Short 79.405 79.511
10/12/18 09:35:00 AM Long 79.958 79.866
10/15/18 08:30:00 AM Short 79.639 79.73
10/19/18 08:20:00 AM Long 79.923 79.958
10/22/18 09:20:00 AM Long 80.115 80.02
10/23/18 08:45:00 AM Short 79.645 79.748
10/23/18 11:20:00 AM Short 79.528 79.631
10/24/18 08:20:00 AM Long 79.85 79.748
10/24/18 08:45:00 AM Long 79.809 79.709
10/29/18 07:30:00 AM Long 79.369 79.269

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 AUDJPY

Entradas % efectividad Profit Factor

Total 29 0.66 1.729452055
Win 19
Loss 10

Gross profit 202.0

Gross Loss -116.8
Promedio Profi 10.6
Promedio Loss -11.7

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 AUDJPY

Salida Pips Hora de SalidaComentarios

81.047 4.00 10:30:00 AM Shooting star
81.053 3.40 10:30:00 AM Shooting star
80.83 4.30 10:20:00 AM Shooting star
80.803 7.00 11:35:00 AM Shooting star
81.303 12.50 09:55:00 AM Bearish Engulfing
81.303 12.50 09:55:00 AM Bearish Engulfing
80.116 -12.50 09:15:00 AM Divergencia en el MACD
79.877 7.20 12:35:00 PM Evening start
80.105 -12.70 11:45:00 AM Shooting star
79.845 9.20 08:55:00 AM Piercing line
79.324 17.90 10:15:00 AM Divergencia en el MACD
79.293 11.60 09:45:00 AM Divergencia en el MACD
80.469 -10.20 10:10:00 AM hammer
81.529 -14.50 11:15:00 AM Divergencia en el MACD
81.939 -12.80 09:45:00 AM Shooting star
81.597 17.80 01:35:00 PM Divergencia en el MACD
81.689 -13.20 09:30:00 AM Divergencia en el MACD
80.394 12.80 08:40:00 AM Shooting star
80.553 -10.10 12:00:00 PM Bearish Engulfing
79.511 -10.60 10:45:00 AM Bullish Engulfing
80.001 4.30 11:20:00 AM Bearish Engulfing
79.572 6.70 09:10:00 AM Bearish Engulfing
79.981 5.80 09:45:00 AM Dragon fly doji
80.232 11.70 10:35:00 AM Dragon fly doji
79.467 17.80 10:25:00 AM Bearish Engulfing
79.296 23.20 01:20:00 PM Shooting star
79.748 -10.20 08:45:00 AM Bullish Engulfing
79.709 -10.00 09:00:00 AM Dragon fly doji
79.492 12.30 08:45:00 AM Bullish Engulfing

85.2

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 AUDJPY

Pips Neto
85.2

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 EURJPY

Fecha Hora de entrada Posición Entrada SL

Tp1 11/07/18 12:40:00 AM Long 129.56 129.41
Tp2 11/07/18 02:35:00 AM Short 129.72 129.91
Tp1 11/08/18 09:20:00 AM Long 129.88 129.69
Tp2 11/09/18 08:05:00 AM Long 129.06 128.86
11/13/18 10:10:00 AM Long 128.19 127.97
11/15/18 10:05:00 AM Long 127.97 127.68
11/19/18 10:55:00 AM Long 128.72 128.57
12/03/18 07:25:00 AM Short 129.09 129.31
12/13/18 11:50:00 AM Long 129.04 128.89
12/17/18 08:40:00 AM Long 128.3 128.15
12/18/18 08:15:00 AM Short 127.79 127.94
12/20/18 08:45:00 AM Short 127.81 128.03
12/28/12 10:05:00 AM Long 126.36 126.17
01/11/19 08:35:00 AM Long 124.79 124.64
01/14/19 08:45:00 AM Short 124.14 124.31
01/15/19 08:35:00 AM Long 124.5 124.35
01/15/19 10:55:00 AM Long 124.02 123.87
01/16/19 07:25:00 AM Short 123.8 123.95
01/16/19 10:45:00 AM Short 124.01 124.17
01/17/19 09:20:00 AM Short 123.99 124.15
01/18/19 08:40:00 AM Short 124.69 124.84
01/22/19 07:25:00 AM Long 124.2 124.04
01/23/19 07:05:00 AM Short 124.66 124.81
01/24/19 07:45:00 AM Long 124.77 124.63
01/24/19 11:15:00 AM Long 124.43 124.28
01/25/19 08:15:00 AM Long 124.26 124.1
01/28/19 08:40:00 AM Long 124.67 124.52
01/29/19 07:25:00 AM Short 124.97 125.12
01/31/19 08:25:00 AM Long 125.01 124.85

Entradas % efectividad Profit Factor

Total 29 0.72 2.496062992
Win 21 2.496062992
Loss 8

Gross profit 317.0

Gross Loss -127.0
Promedio Profit 15.1
Promedio Loss -15.9

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 EURJPY

Salida Pips Hora de SalidaComentarios

129.69 13.00 12:55:00 AM hammer
129.57 15.00 03:35:00 AM Divergencia en el MACD
129.96 8.00 01:15:00 PM hammer
129.22 16.00 11:40:00 AM Divergencia en el MACD
128.26 7.00 10:35:00 AM Mornin star
128.41 44.00 11:50:00 AM Divergencia en el MACD
128.8 8.00 11:40:00 AM Bullish Engulfing
128.87 22.00 08:35:00 AM Divergencia en el MACD
129.12 8.00 12:05:00 PM Bullish Engulfing
128.4 10.00 08:55:00 AM Dragon fly doji
127.94 -15.00 10:15:00 AM Divergencia en el MACD 21 pips de stop
128.03 -22.00 09:05:00 AM Shooting star
126.58 22.00 10:10:00 AM Divergencia en el MACD
124.9 11.00 10:50:00 AM hammer
123.95 19.00 09:45:00 AM Shooting star
124.35 -15.00 09:00:00 AM Bullish Engulfing
123.87 -15.00 11:55:00 AM Divergencia en el MACD
123.95 -15.00 07:40:00 AM Shooting star
123.89 12.00 12:00:00 PM Divergencia en el MACD
123.85 14.00 10:10:00 AM Bearish Engulfing
124.84 -15.00 09:15:00 AM Divergencia en el MACD
124.38 18.00 09:10:00 AM Divergencia en el MACD
124.48 18.00 08:00:00 AM Divergencia en el MACD
124.63 -14.00 08:15:00 AM Bullish Engulfing
124.6 17.00 12:45:00 PM Divergencia en el MACD
124.44 18.00 08:40:00 AM Bullish Engulfing
124.77 10.00 09:45:00 AM Divergencia en el MACD
124.9 7.00 09:00:00 AM Divergencia en el MACD
124.85 -16.00 09:20:00 AM Divergencia en el MACD

380.0

Pips Neto
190

Página 14