cotila1
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DAX systems
Is there anybody who tried to build systems with DAX?
what datastream have u found useful? $spx? dax other bar interval than data1?
thanks
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admin
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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.
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cotila1
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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
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uhrbi
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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!!!
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admin
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| 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.
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uhrbi
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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?
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admin
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| 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
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cotila1
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| 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
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