Discussing the strategy VECTORIAL DAX (M5)

• 10/30/2019 at 5:58 PM #111695
  Balmora74

  Hi everybody. I run Vectorial Dax v2 (WFE) in real mode and PositionSize = 0.5 since the 27th of June 2019. I share the results with you…

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  Balmora74

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  10/30/2019 at 6:15 PM #111701
  fifi743

  Hello,
  an order is given and it does not pass or pass.
  I retrieve the time and the number of positions.

  countPOsBUY=COUNTOFLONGSHARES CountTime = time NBPOS=PositionSizeLong

  1 2 3

  countPOsBUY=COUNTOFLONGSHARES CountTime = time NBPOS=PositionSizeLong

  I let the algorithm be read in full.
  in a lower unit.
  if the conditions are good I give the order to place the order.

  ut=100 if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY PositionSizeLong *NbPos CONTRACT AT MARKET SET STOP %LOSS 2 ACM=1 endif

  1 2 3 4 5 6

  ut=100 if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY PositionSizeLong *NbPos CONTRACT AT MARKET SET STOP %LOSS 2 ACM=1 endif

   

   

   

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  fifi743

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  10/30/2019 at 10:06 PM #111712
  winnie37

  ustech version work well with these angles…

  CondBuy1 = ANGLE >= 5
  CondSell1 = ANGLE <= – 55

  Could we adapt fifi743 version?

  

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  10/30/2019 at 10:22 PM #111713
  GraHal

  Was there a long uptrend during the period you backtested over??

  

  GraHal

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  10/30/2019 at 11:00 PM #111717
  GraHal

  Just 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 #111718
  winnie37

  Many thanks Grahal to adapt a maverick version :-)), the version i actually use is this one.

   

  

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  10/30/2019 at 11:27 PM #111720
  josef1604

  fifi743 wrote:

  Hello,

  an order is given and it does not pass or pass.

  I retrieve the time and the number of positions.

  countPOsBUY=COUNTOFLONGSHARES<br /> CountTime = time<br /> NBPOS=PositionSizeLong

  1 2 3

  countPOsBUY=COUNTOFLONGSHARES CountTime = time NBPOS=PositionSizeLong

  I let the algorithm be read in full.

  in a lower unit.

  if the conditions are good I give the order to place the order.

  ut=100<br /> if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then<br /> BUY PositionSizeLong *NbPos CONTRACT AT MARKET<br /> SET STOP %LOSS 2<br /> ACM=1<br /> endif

  1 2 3 4 5 6

  ut=100 if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY PositionSizeLong *NbPos CONTRACT AT MARKET SET STOP %LOSS 2 ACM=1 endif

  Hi Fifi, I tried to incorporate this into the v6 bot and it gives me a syntax error. Can you help me please? Thank you

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  10/31/2019 at 3:47 PM #111750
  fifi743

  Hello,
  here is an example to control that the positions passes

  

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  10/31/2019 at 8:39 PM #111772
  GraHal

  fifi743 wrote:

  Hello, 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?

  

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  10/31/2019 at 9:15 PM #111773
  fifi743

  example can serve you for your own algorithm.
  I do not have an example in photo but I will look.
  I think it’s important to install it on all algorithms.

  

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  10/31/2019 at 9:58 PM #111774
  GraHal

  winnie37 wrote:

  adapt 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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  GraHal

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  11/01/2019 at 8:43 AM #111789
  Gubben

  I also don’t understand what I should do with the MTF.itf

  

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  11/01/2019 at 9:46 AM #111793
  GraHal

  We 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??

  

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  11/01/2019 at 12:33 PM #111813
  Fran55

  Yes

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  Fran55

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  11/01/2019 at 1:28 PM #111823
  GraHal

  GraHal wrote:

  Check 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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