GSB Forums

DAX systems

cotila1 - 19-11-2018 at 12:35 PM

Is there anybody who tried to build systems with DAX?
what datastream have u found useful? $spx? dax other bar interval than data1?
thanks

admin - 19-11-2018 at 02:29 PM

There was a dax cash symbol. Quite a few of them but only one was liquid from memory. I forgot what it was.
There were two possible session times. German day time or USA time
$spx or $idsx or @es.d are all possible, but I havnt looked at dax for a long time so not so sure.

cotila1 - 20-11-2018 at 04:20 AM

Quote: Originally posted by admin  
There was a dax cash symbol. Quite a few of them but only one was liquid from memory. I forgot what it was.
There were two possible session times. German day time or USA time
$spx or $idsx or @es.d are all possible, but I havnt looked at dax for a long time so not so sure.


thanks Peter, yes you already gave me few inputs in the past.
Should anyonelse explore this market in gsb would be great to share
thanks

uhrbi - 23-11-2018 at 06:41 AM

I have tried the Dax with GSB a while ago but haven't found anything worth mentioning so far. My initial findings are, you have to play around with different sessions e.g. the cash session 9:00 am - 5:30 pm (central european time),
the complete session for the future seems a bit too long to find good signals.
I don't know where you're from but one has to be really carefull with any other exchange data as second data due to differences in DST-shifts,
which can lead to some forward looking systems. They look great but are not tradeable.
That being said, I am pretty sure that one can build good systems with GSB for the DAX but I haven't had the time to look further in to this market and
it does not "open up" to GSB like some other markets.
Would be curious about your findings!!!

admin - 23-11-2018 at 03:25 PM

Quote: Originally posted by uhrbi  
I have tried the Dax with GSB a while ago but haven't found anything worth mentioning so far. My initial findings are, you have to play around with different sessions e.g. the cash session 9:00 am - 5:30 pm (central european time),
the complete session for the future seems a bit too long to find good signals.
I don't know where you're from but one has to be really carefull with any other exchange data as second data due to differences in DST-shifts,
which can lead to some forward looking systems. They look great but are not tradeable.
That being said, I am pretty sure that one can build good systems with GSB for the DAX but I haven't had the time to look further in to this market and
it does not "open up" to GSB like some other markets.
Would be curious about your findings!!!

As far as I know, time zone shifts only occur when Germany has had daylight savings, and USA has not. Its 2 weeks in a year where you dont trade or use systems on the data.

uhrbi - 25-11-2018 at 07:23 AM

That is true!! Nevertheless one has to be aware of that issue, that is why I mentioned it.
And system performance can be affected quite a lot, when I use ES data as secondary data for example,
because it can lead to forward looking setups in the build process, can it not?

admin - 25-11-2018 at 02:21 PM

Quote: Originally posted by uhrbi  
That is true!! Nevertheless one has to be aware of that issue, that is why I mentioned it.
And system performance can be affected quite a lot, when I use ES data as secondary data for example,
because it can lead to forward looking setups in the build process, can it not?

apart from those 2 weeks, I do not think there are any forward looking issues with the dax. I'm fairly sure I have had systems in the past that used USA data time zone as data2

cotila1 - 27-11-2018 at 03:20 AM

Quote: Originally posted by admin  
Quote: Originally posted by uhrbi  
That is true!! Nevertheless one has to be aware of that issue, that is why I mentioned it.
And system performance can be affected quite a lot, when I use ES data as secondary data for example,
because it can lead to forward looking setups in the build process, can it not?

apart from those 2 weeks, I do not think there are any forward looking issues with the dax. I'm fairly sure I have had systems in the past that used USA data time zone as data2


Thanks Peter, thanks uhrbi