Discussing the strategy VECTORIAL DAX (M5)

• 10/21/2019 at 5:22 PM #110742
  Lifen

  Hi Fifi !

  Many thanks for your help, it works perfectly, I can start it in real now !

  Again great job !

  

  Lifen

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  10/21/2019 at 11:07 PM #110761
  Paul

  Thanks a lot Fifi! Great that you share your hard work and also perhaps the indicator could be useful in other strategies!

  

  Paul

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  10/22/2019 at 5:34 PM #110884
  fifi743

  good-morning Paul
  can be on the clues.
  I use this formula for wall street and us100 tech

  //====================== modification du TP====================== //16 10 19 DISt = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]>CLOSE[i] AND CLOSE[i] -low[i]>50 then DISt=low[i]+35 break endif next if dist>0 then SET TARGET PPROFIT positionprice-dist endif //16 10 19 DISht = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]<CLOSE[i] AND high[i]-CLOSE[i]>50 then DISht=high[i]-35 break endif next if disht>0 then SET TARGET PPROFIT positionprice+disht endif

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  //====================== modification du TP====================== //16 10 19 DISt = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]>CLOSE[i] AND CLOSE[i] -low[i]>50 then DISt=low[i]+35 break endif next if dist>0 then SET TARGET PPROFIT positionprice-dist endif //16 10 19 DISht = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]<CLOSE[i] AND high[i]-CLOSE[i]>50 then DISht=high[i]-35 break endif next if disht>0 then SET TARGET PPROFIT positionprice+disht endif

   

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  winnie37, Paul

  

  fifi743

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  10/22/2019 at 5:39 PM #110885
  Sofitech

  @Fifi.

  Pour Dow et US100 en modifiant également les heures de trading j’imagine, genre : 15h30 – 22h au début du code ?

  En tout cas bravo pour ton travail.

  

  Sofitech

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  10/22/2019 at 6:42 PM #110892
  Vonasi

  Sofitech – English only in the English language forum please.

  

  Vonasi

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  10/22/2019 at 8:37 PM #110900
  josef1604

  fifi743 wrote:

  buenos días Paul

  puede estar en las pistas.

  Yo uso esta fórmula para wall street y us100 tech

  //====================== modification du TP======================<br /> //16 10 19<br /> DISt = 0<br /> for i=0 to 20 do<br /> if coeffm[i]=100 AND OPEN[i]>CLOSE[i] AND CLOSE[i] -low[i]>50 then<br /> DISt=low[i]+35<br /> break<br /> endif<br /> next<br /> if dist>0 then<br /> SET TARGET PPROFIT positionprice-dist<br /> endif<br /> //16 10 19<br /> DISht = 0<br /> for i=0 to 20 do<br /> if coeffm[i]=100 AND OPEN[i]<CLOSE[i] AND high[i]-CLOSE[i]>50 then<br /> DISht=high[i]-35<br /> break<br /> endif<br /> next<br /> if disht>0 then<br /> SET TARGET PPROFIT positionprice+disht<br /> endif

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  //====================== modification du TP====================== //16 10 19 DISt = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]>CLOSE[i] AND CLOSE[i] –low[i]>50 then DISt=low[i]+35 break endif next if dist>0 then SET TARGET PPROFIT positionprice–dist endif //16 10 19 DISht = 0 for i=0 to 20 do if coeffm[i]=100 AND OPEN[i]<CLOSE[i] AND high[i]–CLOSE[i]>50 then DISht=high[i]–35 break endif next if disht>0 then SET TARGET PPROFIT positionprice+disht endif

  Good Fifi! added to your version mod and gives me this syntax error (which can be seen in the photos) when validating. He added it at the end. What have I done wrong? thanks for your help

  

  josef1604

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  10/22/2019 at 8:48 PM #110903
  fifi743

  spread=abs(OPEN-CLOSE) coeffm=spread/highest[200](spread)*100

  1 2	spread=abs(OPEN-CLOSE) coeffm=spread/highest[200](spread)*100

  to add at the beginning of the code

  

  fifi743

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  10/22/2019 at 8:57 PM #110904
  AE

  Hi Fifi,

  Thanks again for your work. Is it not necessary to change this lines?? :

  //VARIABLES CtimeA = time >= 080000 and time <= 180000 CtimeB = time >= 080000 and time <= 180000

  1 2 3

  //VARIABLES CtimeA = time >= 080000 and time <= 180000 CtimeB = time >= 080000 and time <= 180000

  Could you please send us your ITF to use in Nasdaq and SP500? I don’t know how do to change the code as you said.

  Thanks in advance

  

  AE

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  10/22/2019 at 9:33 PM #110906
  josef1604

  Thanks Fifi, this is the only thing that I have achieved with your code, but the drawdown I see it elevated and in other times I have not managed to see anything better, nor the Nasdaq

  Thanks again Fifi

  

  josef1604

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  10/24/2019 at 6:30 AM #111009
  volpiemanuele

  Hi,

  if i want to enter into market with 2 lots o other I must change these variables?

  ONCE PositionSizeLong = 1
  ONCE PositionSizeShort = 1

  I can change 2 (for example) instead to 1 ?

  Thanks

   

   

  

  volpiemanuele

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  10/24/2019 at 1:46 PM #111064
  Wacko

  Hello first of all, you are a genius programmer is art what you do brief. did anyone have orders rejected “stop loss too close” with this algorithm? I am at IG and I had 3 orders to reject and my trade closed at 00:00 …

  

  Wacko

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  10/24/2019 at 3:05 PM #111087
  fifi743

  Hello,
  problem is that I have no orders that night or night before.

  1 user thanked author for this post.

  Wacko

  

  fifi743

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  10/24/2019 at 4:10 PM #111101
  bertholomeo

  Hello Fifi,
  I make your strategy work in real life and I confirm that the trades are the same as the backtest. Congratulations for your work !!!
  Is it possible to share your .itf nasdaq and SP500?

  

  bertholomeo

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  10/24/2019 at 5:36 PM #111110
  fifi743

  hello I do not have an algorithm for SP 500 or nasdaq.
  the algorithm is not finished, watch for stops and positions

  

  fifi743

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  10/24/2019 at 5:44 PM #111112
  Wacko

  hello my broker just answered me following the report that I sent him for the “stop too close”

  he replied:

  “I want to draw your attention to the fact that our desk can change the minimum distances for stops, in times of increased volatility, for example, because your algorithm may not take these changes into account automatically. In addition, our desk does not update distances for demo accounts, hence the difference between your real account and your demo account. “

  So do I have to put different timetables for the tralling stop?

  

  Wacko

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