Discussing the strategy VECTORIAL DAX (M5)

• 11/04/2019 at 7:24 AM #111974
  fifi743

  hi josef 1604

  Hello,
  look at the subject #111839

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  fifi743

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  11/04/2019 at 9:41 AM #111989
  GraHal

  josef 1604 to save you looking for that post, click on link below

  fifi743 wrote:

  here is the file edit

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  GraHal

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  11/04/2019 at 10:08 AM #111998
  Gubben

  I am a bit out of the loop here. I think I understand the purpose of the MTF addon, but should that code be added anywhere to whichever version of the fifi strategy I’m running?

  So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

  

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  11/04/2019 at 10:12 AM #112000
  Fran55

  This versión as a serious problem in this day.

  Please, no run with really money.

  Is bad programa.

  

  Fran55

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  11/04/2019 at 10:23 AM #112003
  GraHal

  Fran55 wrote:

  This versión as a serious problem

  What is the problem, please elaborate?

  I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

  It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

  

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  11/04/2019 at 10:28 AM #112006
  GraHal

  Gubben wrote:

  So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

  Yes

  

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  11/04/2019 at 10:32 AM #112007
  BobFlynn

  GraHal wrote:

  Fran55 wrote:

  This versión as a serious problem

  What is the problem, please elaborate?

  I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

  It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

  He might be talking about the V6 version that just took a 150ish point losses today.  🙂

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  11/04/2019 at 10:34 AM #112010
  AE

  There is no problem. This version had an open position last Thursday and right now it has closed with -1,67% lossed. The maximun loss were 90€ in backtest and now is 210€.

  I think Fran55 is concerned for that.

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  11/04/2019 at 11:43 AM #112026
  Marlon

  But isn‘t this loss a signal, that there might be something wring with the algorithm?

  I think about curve-fitting in the past.

  

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  11/04/2019 at 11:50 AM #112027
  BobFlynn

  Marlon wrote:

  But isn‘t this loss a signal, that there might be something wring with the algorithm?

  I think about curve-fitting in the past.

  I don’t think about it yet. Actually if you look at MAE from previous trades, you can see that it happened a lot, but the bot managed to close limit the damages.  But maybe Fifi or Grahal have another opinion.

  Personally,  just wait for the next few trades and see.

   

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  11/04/2019 at 12:07 PM #112028
  Gubben

  Which timeframe should the strategy with the MTF code added run on. 1 minute?

  Is it later than v6 then? In that case I’ll start it whenever v6 stops it’s trades.

  

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  11/04/2019 at 12:15 PM #112029
  AE

  I´m with you Marlon but it’s true that from last three years, max loss was 90€ and now it’s 200€. Maybe casuality? I don’t know (but I don’t think so).

  Actually if you do a bot very complex, the risk to overfitting it’s to high. I believe in this bot because there are a lot of operations and it’s too difficult to do overfitting with that but today I put it on doubt.

  

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  11/04/2019 at 12:26 PM #112030
  Fran55

  This is.

  No casuality.

  As a problem.

  

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  11/04/2019 at 12:57 PM #112031
  BobFlynn

  The V6 just took 40 points back and closed the position sucessfully. Let’s see what comes next…

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  11/04/2019 at 1:30 PM #112033
  Gubben

  Is the MTF.itf not necessary to add to the v6?

  

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