Discussing the strategy VECTORIAL DAX (M5)

• 07/20/2019 at 10:08 AM #103008
  volpiemanuele

  ok, thanks.

  The final version that I can test with my MM is 4.2 or 4.3 ? Thanks

  Emanuele

   

   

  

  volpiemanuele

  Participant

  Topics: 35

  Replies: 189

  Been thanked: 49 times
  07/20/2019 at 6:20 PM #103022
  Paul

  4.3

  Probably best to set all values for pclong/pcshort to 100 so it doesn’t influence your MM.

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/21/2019 at 6:47 AM #103042
  reb

  Hi Paul

  Very impressive

  You define 3 time periods (Morning, lunch, Afternoon), why don’t you do any trade between 13h30 and 16h in your test with v4.3 ?

  Reb

  

  reb

  Participant

  Topics: 15

  Replies: 158

  Been thanked: 28 times
  07/21/2019 at 9:41 AM #103057
  Paul

  Hi Reb

  It’s curve-fitted. Found poor performance between those hours and without trading & using the signals in that period the average gain almost doubled with less trades and in result a better equity-curve.

  Important to the results is to maintain the position over the weekend and the stoploss of 2%.

   

   

   

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/21/2019 at 7:18 PM #103078
  Psg91450

  Good-morning Paul,
  I need help.
  My problem is the following I can not switch to real mode with Proorder Trading.(vectorial-dax-v4.3p-5m.itf)
  Here is the attached piece
  thank you.

  

  Psg91450

  Participant

  Topics: 0

  Replies: 2

  Been thanked: 0 times
  07/21/2019 at 10:25 PM #103081
  GraHal

  I cant read the French, but I reckon you need to …

  Drop the Walk Forward cycles to 5.

  Comment out the line in the code starting with … GRAPH.

  

  GraHal

  Participant

  Topics: 211

  Replies: 8754

  Been thanked: 2172 times
  07/21/2019 at 11:07 PM #103082
  Paul

  latest version vectorial – dax v4.4p 5m

  Main focus was handling last entry time trades on Friday and the position in weekend/holiday. Although keeping a position in the weekend gives better results, it’s a risk.

  I mentioned the poor quality of entries in the morning and therefore was a bit surprised to see results without bb&ts of the morning strategy. (who does check that anyway?)

  It closes on signal in the other trading blocks and has a stoploss active (2%). Make sure to activate closeonweekendprofit = 1 and of-course use usetimecriteria =1

   

  At the moment I consider it finished for the dax. Thanks to balmora74 for posting the strategy.

   

  Advise to run in it in demo first. Coding often gives unexpected results.

  Haven’t run this strategy live…yet.

   

  @Psg91450  your problem I think is mentioned in page 9. You could try this version.

  5 users thanked author for this post.

  Sandro2017, dar, winnie37, capgros, Balmora74

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/22/2019 at 8:23 AM #103088
  Psg91450

  @ Grahal
  Thank you Grahal for your help.
  
  @Paul
  Thank you Paul for the return and for sharing information is Ok for me.

  As you can see, I am new to automatic trading.
  Delighted to have discovered Prorealcode bravo and thanks to Nicolas.
  I am learning a lot with you all through your positions and I hope to be able to join you soon to bring my little stone to the building.
  Thanks again.

  Good day to everyone.
  

  

  Psg91450

  Participant

  Topics: 0

  Replies: 2

  Been thanked: 0 times
  07/22/2019 at 8:48 AM #103089
  winnie37

  Thanks Paul! I noticed an old US100 version. Would you be able to adapt it with lastest improvments. Is it worth running it?

   

   

  

  winnie37

  Participant

  Topics: 30

  Replies: 167

  Been thanked: 16 times
  07/22/2019 at 10:56 AM #103096
  auvergnat

  Hi Paul

  About “I mentioned the poor quality of entries in the morning and therefore was a bit surprised to see results without bb&ts of the morning strategy. (who does check that anyway?)”

  Have you tried others degre or pente parameters only for morning entries?

  

  auvergnat

  Participant

  Topics: 6

  Replies: 32

  Been thanked: 0 times
  07/22/2019 at 12:05 PM #103099
  Paul

  @winnie37 Thanks I will ‘ve a look

  @auvergnat No I haven’t. If trading in the morning and optimising for that, then you don’t exit on other signal in say lunchtime, only on bb/ts/sl/pt and as such the entry must be good.

  You can try alter the full trading times to your liking and set the same time also below the entry codes. Just set tradeschedule = 0 and usetimecriteria = 0. Keep us informed how it goes!

  1 user thanked author for this post.

  winnie37

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/22/2019 at 1:48 PM #103104
  Gregg

  Hi @paul,

  between the v4.2 and your latest version v4.4, the 4.2 seems to be more productive (the profits are a bit better and the max % drawdown slower). But maybe the latest version is safer…?

  The screenshot is a test with no reinvest and positionsize=1.

  Gregg

  

  Gregg

  Participant

  Topics: 12

  Replies: 45

  Been thanked: 10 times
  07/22/2019 at 2:15 PM #103112
  Paul

  @Gregg Thanks I will ‘ve a look. I ditched it because it not the correct way to reset the counter. Perhaps leave it in as an option?

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/22/2019 at 3:43 PM #103122
  Paul

  vectorial – dax v4.5p 5m

  my advise is to use resetcounter=0 default en set the positioncriteria high so there are no restrictions on the number of trades.

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  07/23/2019 at 1:40 PM #103243
  Paul

  Well, that morning entry from last friday, which was at the time poor and almost on the day high, came out swinging!

  started it in demo later on, but very interesting to see how it goes. It needed a stoploss of 2% indeed.

  above I found in the morning session trade not to take ts or bb and only go on signal in lunch & afternoon. It’s almost 300 points up from it’s low point and about 170 points in profit now

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
• Author
  Posts