Discussing the strategy VECTORIAL DAX (M5)

• 09/04/2019 at 1:08 PM #106478
  Balmora74

  @tba69

  I do not use the demo mode because i think the “demo engine” is not enough reliable and accurate. It creates a lot of bad trades and zombie trades…

  I don’t use this strategy on timeframe under M5 because of the slippage.

  I do not meet the problems you describe.

  I use the strategy on M5 on a real account (PRT PREMIUM version) with a PositionSize = 0.5.

  The real account is very reliable and accurate.

  And then i compare with the backtest with spread = 1 (be sure to activate the tick by tick box on the backtest engine). The results are the same and SL and TP are always the same.

  There are just a few differences because of the slippage but i have a accuray of 95 %.

  I use a old version of the strategy (Vectorial Dax v2 (WFE) who have more draw down but who is less curve fitted…

  See the results on attached pieces. Real account since the 27.06.2019. I let you make the comparaison with the backtest tick by tick

   

   

   

   

  

  Balmora74

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  09/04/2019 at 2:56 PM #106499
  nfulcher

  @Grahal

  Why will you wait until v11 is released before going live with this strategy?

  

  nfulcher

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  09/04/2019 at 4:33 PM #106515
  Stefanb

  @Grahal

  You’re probably right there.

  Waiting to size up. Now took V5 short on DAX 12002.

   

   

  

  Stefanb

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  09/04/2019 at 4:35 PM #106516
  Gregg

  Not the best price to take a short… I’m on board too, we will see until 9pm !

  

  Gregg

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  09/04/2019 at 6:38 PM #106519
  GraHal

  nfulcher wrote:

  Why will you wait until v11 is released before going live with this strategy?

  Sorry, nothing at all to do with the Vectorial strategy, just so many frustrations with v10.3 generally that I promised myself a fresh start with v11.

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  nfulcher

  

  GraHal

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  09/05/2019 at 9:30 AM #106559
  Gregg

  @tba69 and @Balmora74

  tba69 was not talking about demo mode but real backtest. Actually we are running live this strategy and sometimes we compare the resultats and backtests on the same live account.

  And some positions are not closing at the same time. But I think it’s because on our backtest we indicate spread = 2

  On attachment you can see the difference on August 9th.

  

  Gregg

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  09/05/2019 at 10:25 AM #106568
  Balmora74

  @Gregg

  OK sorry I did not understand. Actually I already noticed this problem and I have no explanation … This topic has already been discussed on the forum but to my knowledge there has been no response from the company ProRealTime. Anyway it is not very important because I focus on the overall performance of the strategy in terms of capital gain and you will see that it is the same result after a period of a few months. Because sometimes you will notice other winning positions that do not appear in the backtest … And the sum of all that ends up being offset …

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  Gregg

  

  Balmora74

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  09/05/2019 at 11:57 AM #106595
  Gregg

  Thanks @Balmora74 ! I agree with you on a long term… it’s just that I’m a bit perfectionist and I like to control what I’m doing, basically not adequat with trading  🙂

  

  Gregg

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  09/05/2019 at 12:00 PM #106596
  Balmora74

  @Gregg

  I am also a perfectionist but with ProRealtTime 10.3 i learned not to be anymore…  🙂 Maybe with version 11 I could become it again !

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  GraHal

  

  Balmora74

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  09/05/2019 at 12:29 PM #106606
  Vonasi

  Gregg wrote:

  On attachment you can see the difference on August 9th.

  We can’t see it very easily! Gregg – why don’t you use something like ‘LightShot’ or one of the other many screen capture apps rather than taking a blurred photo of your monitor?

  

  Vonasi

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  09/05/2019 at 9:54 PM #106657
  GraHal

  Gregg wrote:

  On attachment you can see the difference on August 9th.

  I can see it (surprisingly! 🙂 ) one trade lost 1$ and the other lost 309$ … which is the Real Live?  -309 I guess??

  As you say Gregg … a different spread  at that point could mean (depending on the exit strategy) that a trade misses an exit by a 0.4$ (1.6 compared to 2) and then the trade carries on for many many bars losing money!?

  Can you not work out what happened by using tick by tick chart and the exit code?? Long time since I did this, but it can be very informing and revealing?

  

  GraHal

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  09/08/2019 at 5:14 PM #106861
  Sandro2017

  Hello

  Heres the mixed results with Vectorial Dax and Vectorial USTECH V2 mixed together  in my realaccount.

   

   

   

   

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  Gregg

  

  Sandro2017

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  09/08/2019 at 5:17 PM #106863
  AE

  Hi Sandro!

   

  Could you please share your code?

   

  Thanks

  

  AE

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  09/08/2019 at 5:23 PM #106868
  Sandro2017

  Hello

  You will find it on this thread, Search for Dax V2 and Vectorial USTECH V2; I have the two robots running in my account. It s on the the first 10 threads.

   

  Thanks

   

  

  Sandro2017

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  09/26/2019 at 3:53 PM #108607
  Nacho

  Good afternoon, could someone who has the premium version upload a backtest of Vectoria US100 v5.0 with a historic 200,000 candles? Thank you

  

  Nacho

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