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Timing attribute

I have looked at a number of good Darwins and in the Timing attribute they all have something in common.

They each seem to show good timing scores after the entry/exit. Whilst the Darwin timing is the best, the results show that waiting x% of time also gives good results but entering/exiting earlier gives the worse result. The results post entry/exit are all better than pre for all 50% to 10% difference tests so it would appear to be non-random.

Anyone any ideas why this would be?

Does this suggest that price moves faster post the entry/ exit than before the entry/ exit?

This Topic should go in the “Darwinex Algos” group.

In fact, there is already a topic to discuss the Timing Attribute.

Can you move your message to that topic?

Thanks.

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Now moved. Apologies. My first post and I put it in the wrong place!

Would appreciate someone with deep knowledge of Timing answering this one. I’ve read the other post, but it does not cover the specifics of why it so often appears a later entry/exit would outperform an earlier entry/exit (whilst the actual entry/exit often is the best).

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Timing is very good for contrarian strategies.
With this strategies you try to anticipate a move, and yes usually the move is faster than the previous path that precedes the turning point.

Thanks CavaliereVerde

So maybe the increased speed in price is stops getting hit and traders all trying to get in as price turns back?

Maybe.
In my contrarian KVL I am using an oscillator, but I notice that entries happen always on a support/resistence level, and on those levels there is a high concentration of orders.

I’ve noted that when stops are triggered it can be lucrative, leading often to sharp reversals. The trick of course is not getting caught out by price continuing in the same direction after the stops are hit. “Bit tricky” as my son would say.

I am doing both things! :smiley:
With KVL I sell BEFORE a resistence, with LSC I trade momentum and I buy AFTER the resistence.
It is only a matter of calibration…

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