Discussing the strategy VECTORIAL DAX (M5)
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- This topic has 1,260 replies, 124 voices, and was last updated 1 month ago by Greger2346.
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07/23/2019 at 3:12 PM #10326707/24/2019 at 11:21 AM #103324
Vectorial DAX v2 (WFE) //with Paul contribution
Vectorial US100 v2(WFE) // with bullbear contributionHello
I m using this 2 strategies in live trading and for the moment perfect. Let s see in the future. Here are the live trading reports.
Thanks
07/24/2019 at 11:51 AM #10332707/24/2019 at 12:15 PM #103330Hello
Put me the file itf and i will do the test
Bye
07/24/2019 at 12:20 PM #103333I tried to optimize the code for US100 but the results are not that good. So I’ curious to see your version @Sandro2017 if you don’t mind. I could test it with 200K too if needed.
07/24/2019 at 12:36 PM #103341Here s the file i used ,
my 200000 bars backtest is ok with IG trading broker
test it and put here your backtest results
Thanks
07/24/2019 at 2:16 PM #103351us100, basic strategy not modified
working on the last bits.
2 users thanked author for this post.
07/24/2019 at 2:24 PM #103354Here is my backtest with @Sandro2017 version. @Paul I tried but I can’t the parameters you use for your v5. And with the v4.5 the results are not fine.
07/24/2019 at 3:19 PM #10337307/24/2019 at 3:39 PM #103378Thanks
I was just looking for the last versions of US100 and DAX codes.
So let s put them both on demo mode.
@paul Can I continue use both v2.0 or do you thing there s a big danger to continue use them. Until now perfect.Thanks again 🙂 🙂
07/24/2019 at 6:39 PM #103422Hello Paul,
congratulations for your strategy, the results are very impressive and thank you for sharing.
The only negative thing I found is that at times a trade can last several days. Example on UK100, a trade lasts 3 weeks in August 2018.
For that I saw that you had an option to cut the Friday night, unfortunately profitability drops hugely.
Is this a strategy that you use in real life and with which broker? On IG overnight and overweek fees are important.
Thanks !
07/25/2019 at 2:36 PM #103475@Sandro2017 both have their advantages. Perhaps stay at v2 and run latest in demo to compare
@tba69 good point that trade can last too long.
ps. I don’t run this strategy live just in demo.
Just an idea to cut the days a trade is active without impacting results too much. Once it’s closed it can open a position again in the same direction, so it creates more trades.
1234567891011121314151617181920212223242526272829303132333435once closelastingtrades=1if closelastingtrades thenif (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) thencount=0endifif onmarket thenIF OpenDay <> OpenDay[1] THENcount = Count + 1endifIF count = 1 THENif pp>2 thensell at marketexitshort at marketendifelsif count = 2 THENif pp>1.5 thensell at marketexitshort at marketendifelsif count =3 THENif pp>1 thensell at marketexitshort at marketendifelsif count = 4 THENif pp>0 thensell at marketexitshort at marketendifelsif count = 5 THENsell at marketexitshort at marketendifENDIFENDIF07/25/2019 at 2:52 PM #103478@Paul Ok thats what im doing at the moment.
I ever heard that a trading robot never can win in the long run. What dou you personally think about that. Do you have already a trading robot that you make you some money for a good time.
The advantages of trading robots for me is that no emotions are present so less trading errors…
Thanks in advance
Sandro
07/26/2019 at 3:03 PM #10356807/26/2019 at 3:18 PM #103571 -
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