Discussing the strategy VECTORIAL DAX (M5)

• 08/19/2019 at 6:01 AM #105039
  Stefanb

  I thought it didn’t work because when you start a new algo you have to fill in risk management “Max position size” and there you can not fill in 0.5 contract.

  

  Stefanb

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  08/19/2019 at 7:34 AM #105045
  Lombard974

  Good day All

  Thanks everyone for the contributions.. I want to know which version should i use? I am not good at the coding part so its a bit confusing? I am trying to back test it but

  it doesnt want to work. Can anyone help me with an updated code?

  Thank you

  

  Lombard974

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  08/19/2019 at 8:15 AM #105047
  juanj

  See Paul’s version 5 posted on page 12 (post #103373). Double-check your time zone

  

  juanj

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  08/19/2019 at 8:39 AM #105049
  Lombard974

  Thanks Juan

  I want to test it but keeps telling me Backtest exceeds limit of repetitions. I change it to 5 but still it just changes back to 6. If i change it to 4 I get bad results. Can you please explain to me how to change it to test it properly please.

   

  Thank you

   

  

  Lombard974

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  08/19/2019 at 8:46 AM #105050
  juanj

  Open the Variable Optimization window (top left of code window). Select walk forward test, change the repetitions to 5 and then select Inactive again to disable walk-forward. You can then rather use the standard optimization if you are looking to optimize for best backtest results. But be warned this will result in curve fitting

  

  juanj

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  08/19/2019 at 2:50 PM #105076
  Stefanb

  Paul

  Thought of one thing.

  Is it possible to get the algo a little more active by letting it try to take a new position after a position is closed?

  In that way, maybe it can take 2-3 positions a day?

  Or maybe it already does?

  

  Stefanb

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  08/19/2019 at 5:05 PM #105078
  Paul

  @Stefanb, it does that already. Just look at the closed positions list.

  It is depended on the reset counter and the values you use for position criteria and how sharp/lose you set your exit criteria.

  

  Paul

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  08/19/2019 at 5:36 PM #105080
  Stefanb

  Ok, thanks Paul 🙂

  

  Stefanb

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  08/19/2019 at 10:39 PM #105097
  axellus

  I am also getting “Your ProBackTest exceeds the limit of repetitions for walk forward optimization”. It works if i put 4 instead of 6. If I put 5 it just changes back to 6 and error again.

  Does it effect the trading system in any way having 4 instead of 6? In a negative way?

   

  

  axellus

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  08/20/2019 at 9:02 PM #105131
  Sandro2017

  Hello

   

  Here are the results from vectorial DAXM5 and US500 M5 mixed together

   

   

   

   

  

  Sandro2017

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  08/20/2019 at 9:08 PM #105133
  Sandro2017

  The results are pretty good and it s my real trading account.

  A question: When should we stop with an automated strategy that is winning well and then begins to loose in the future?

  At which moment? When the dradwown exceeds the backtested drawndown?? When the win percentage goes below the backtested win percentage?

   

  Thanks in advance

   

   

   

   

  

  Sandro2017

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  08/26/2019 at 8:35 AM #105547
  vince_laur

  vince_laur wrote:

  1st week :

  no trades  last week

   

  

  vince_laur

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  08/26/2019 at 3:28 PM #105589
  Paul

  @vince_laur No action indeed. It’s curve-fitted with the trading times. Have a test if you set usetimecriteria to 0 and perhaps adjust the starttime.

   

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  Paul

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  08/26/2019 at 7:36 PM #105610
  GraHal

  axellus wrote:

  Does it effect the trading system in any way having 4 instead of 6? In a negative way?

  No … for trading / Live Forward Testing .
  Yes … for Walk Forward Backtesting (but not necessarily in a negative way).

  Leave it set at 4 until you find out more about Walk Forward Backtesting and want to use it.

  

  GraHal

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  08/26/2019 at 8:15 PM #105616
  vince_laur

  thx Paul, but ratio W/L is better with usetimecriteria set to 1  :

  3,79 vs 2.32

  (based upon 200k backtest)

  so, i prefer not to modify usetimecriteria.

   

  thx anyway

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  vince_laur

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