Discussing the strategy VECTORIAL DAX (M5)
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- This topic has 1,260 replies, 124 voices, and was last updated 2 months ago by Greger2346.
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10/30/2019 at 5:58 PM #11169510/30/2019 at 6:15 PM #111701
Hello,
an order is given and it does not pass or pass.
I retrieve the time and the number of positions.123countPOsBUY=COUNTOFLONGSHARESCountTime = timeNBPOS=PositionSizeLongI let the algorithm be read in full.
in a lower unit.
if the conditions are good I give the order to place the order.123456ut=100if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close thenBUY PositionSizeLong *NbPos CONTRACT AT MARKETSET STOP %LOSS 2ACM=1endif10/30/2019 at 10:06 PM #11171210/30/2019 at 10:22 PM #11171310/30/2019 at 11:00 PM #111717Just a few thoughts @winnie37
I spent some time ‘testing the boundaries’ of the Buy/ Sell Angles (I had a version at Angle >= 5 also) and I got good backtest results.
When I then put my critical hat on, I realised that ‘low Buy angles’ had worked when buy & hold would have worked just as good!
Also I noted that a low-ish figure for Buy angle seems to have a corresponding high-ish figure for Sell Angle. I guess this figures as in an uptrend it often needs a steep down move to make a profit?
Having said above, I always keep an open mind and I’d be the first to try a maverick version so I’m going to put your angles into a version and give it a go on Forward Test! 🙂
Which version did you backtest on ustech?
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10/30/2019 at 11:06 PM #11171810/30/2019 at 11:27 PM #111720Hello,
an order is given and it does not pass or pass.
I retrieve the time and the number of positions.
123countPOsBUY=COUNTOFLONGSHARESCountTime = timeNBPOS=PositionSizeLongI let the algorithm be read in full.
in a lower unit.
if the conditions are good I give the order to place the order.
123456ut=100if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close thenBUY PositionSizeLong *NbPos CONTRACT AT MARKETSET STOP %LOSS 2ACM=1endifHi Fifi, I tried to incorporate this into the v6 bot and it gives me a syntax error. Can you help me please? Thank you
1 user thanked author for this post.
10/31/2019 at 3:47 PM #11175010/31/2019 at 8:39 PM #111772Hello, here is an example to control that the positions passes
Many thanks fifi743.
Please can you (or anybody) explain what the MTF.itf file will do for us?
Do we add the code to any / all Vectorial versions or just the v6-2 version?
10/31/2019 at 9:15 PM #11177310/31/2019 at 9:58 PM #111774adapt a maverick version
Your Buy 5 and Sell -55 results are image 1 and 2.
I prefer Buy 25 and Sell -35 as image 3 and 4.
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11/01/2019 at 8:43 AM #11178911/01/2019 at 9:46 AM #111793We need to open the MTF.itf and copy and paste the code into our Vectorials. Check performance results before and after and we should see an improvement.
I’ll let you know later today what results I get.
I don’t understand what … control that the positions passes … means??
A position is a trade, but what problem has there been re the position / trade / order passing? It sounds like when an Order gets rejected then the MTF.itf code will attempt to retrigger the order so that a new / 2nd / 3rd etc Order then gets accepted?? Is this correct anybody please??
11/01/2019 at 12:33 PM #11181311/01/2019 at 1:28 PM #111823Check performance results before and after and we should see an improvement.
I’ll let you know later today what results I get.Aha … now we know what the MTF.itf does (see last 2 posts above) we cannot backtest to check for improvements because Orders don’t get rejected on Backtest.
So I won’t be letting you know what results I get!! 🙂
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