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DAX – How to set the backtest data

28 Sep 2017,

DAX is a very dynamic market that has strong moves. It is therefore logical, that traders are interested in it and I am receiving many questions about how to properly set DAX data in the STrategyQuant. Let’s take a look at this topic.

 

 

Data settings for Dukascopy – downloaded with tick downloader, where you can get free historical data for DAX:

pip / tick size: 0.01

pip / tick step: 0.001

point value: 100 USD

Spread: 300

 

Data settings for FUTURES, i.e. data directly from the stock exchange. Those data are not for free, but you may have it if you have Tradestation program.

pip / tick size: 0.5

pip / tick step: 0.5

point value: 25 USD

Spread: 3

Data settings for Dukascopy – if you build  your strategy on FUTURES data, the backtest on the Dukascopy data will not be matching, it is necessary to set the same values ​​as for futures.

pip / tick size: 0.5

pip / tick step: 0.5

point value: 25 USD

Spread: 3

XTB – if you are using XTB broker, set the data as follows:

pip / tick size: 1

pip / tick step: 0.1

point value: 25

Spread: 3

 

It’s not that hard. If you set the data correctly, you might find interesting strategies. For example, this is the result of one DAX strategy for the past year:

Check also the screen shot with all the settings for the options in Strategy Quant that we have shown you today.

 

 

 

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