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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08/19/2019 at 6:01 AM #10503908/19/2019 at 7:34 AM #105045
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
08/19/2019 at 8:15 AM #10504708/19/2019 at 8:39 AM #105049Thanks 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
08/19/2019 at 8:46 AM #105050Open 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
08/19/2019 at 2:50 PM #10507608/19/2019 at 5:05 PM #10507808/19/2019 at 5:36 PM #10508008/19/2019 at 10:39 PM #105097I 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?
08/20/2019 at 9:02 PM #105131Hello
Here are the results from vectorial DAXM5 and US500 M5 mixed together
08/20/2019 at 9:08 PM #105133The 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
08/26/2019 at 8:35 AM #10554708/26/2019 at 3:28 PM #105589@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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08/26/2019 at 7:36 PM #105610Does 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.
08/26/2019 at 8:15 PM #105616thx 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
1 user thanked author for this post.
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