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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11/04/2019 at 3:17 PM #11204611/04/2019 at 4:25 PM #11205511/04/2019 at 4:36 PM #11206311/04/2019 at 4:57 PM #112067
Hi there,
And first of all, many thanks to the people involved in creating that M5 Dax strategy.
I put the 6.2 in production yesterday and have been very surprised to see the backtest taking a buy order this morning, closing his losing short order, while on my account nothing happened. A friend of mine who’s got developer’s skills has been looking into the code, and is considering that might be linked to the code’s length which would not be compliant with some timeout implementend by PRT. We are not sure of anything though as some of you seem to be using that code without any problem. Anyone with an idea?
Also, can anyone share the code, multiframe part being implemented into it?
Thank you all.
11/04/2019 at 5:03 PM #112068@Gubben I don’t know. I run the V6 with my own fund reallocation formula (based on profits, inspired by something that Nicolas posted about money mgmt).
BobFlynn, can you please publish your production version?
Are you using MTF version? If yes are you on M1 or M5?Thanks a lot
11/04/2019 at 5:28 PM #11207611/04/2019 at 5:31 PM #112077And first of all, many thanks to the people involved in creating that M5 Dax strategy.
I put the 6.2 in production yesterday and have been very surprised to see the backtest taking a buy order this morning, closing his losing short order, while on my account nothing happened. A friend of mine who’s got developer’s skills has been looking into the code, and is considering that might be linked to the code’s length which would not be compliant with some timeout implementend by PRT. We are not sure of anything though as some of you seem to be using that code without any problem. Anyone with an idea?
Hello ! Yes very interesting work from Balmora, Paul and Fifi !
TradingFred, the order your refer to is a reversal order : the system considered the last position already taken was in the wrong direction and inversed it. So if you just started yesterday this system, you didn’t have any position running, so no inversion of position.
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11/04/2019 at 5:53 PM #112078TradingFred, the order your refer to is a reversal order : the system considered the last position already taken was in the wrong direction and inversed it. So if you just started yesterday this system, you didn’t have any position running, so no inversion of position.
Hi Edmond, thank you for that explanation. I will wait for next order then, as now the system is out of any position I understand it should work. Is the MTF file mandatory to have the code work? I didn’t fully understood what I am supposed to do with that file.
I take also advantage of this post to invite people using the code not to over react about today’s loss. Every historical maxDD has to be reach and passed some day, it is the trader’s responsability to take that into consideration when choosing capital allocation and leverage. Besides, it’s a very difficult task to create a very robust code with so little historical data. And to finish, I feel my elf pretty confident that this strategy could deliver one more green month by the end of november, as it already erased part of the loss this morning.
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11/04/2019 at 7:41 PM #112087hi josef 1604
Hello,
look at the subject #111839
josef 1604 to save you looking for that post, click on link below
here is the file edit
Thanks Fifi743 and GraHal. Correct me if I’m wrong, but Vectorial-DAX-v2-WFE-MTF.itf has MTF and is not based on FiFi v6, right? Could Fifi743 put the MTF to V6? I think it’s very interesting sincerely
11/04/2019 at 7:50 PM #11208811/04/2019 at 8:11 PM #112089have you changed trading times?
Yes I have, occasionally I forget with some versions as I have about 10 or 12 on Demo Forward Test! 🙂
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11/04/2019 at 8:12 PM #112090Could Fifi743 put the MTF to V6?
All we have to do is copy the MTF code and paste it at the end of any Auto-System.
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11/04/2019 at 8:25 PM #112092The whole MTF-file? Together with “//controle des positions”?
Because I have tried to add it to v6-2 but it says I have to define the variables condition and n, and variable VTN is not used anywhere. So I’m missing something… I am not sure what I should add to implement it correctly.
I have added TIMEFRAME(5 minutes ,updateonclose) in the beginning of the strategy.
11/04/2019 at 8:48 PM #112095Please, someone could upload the final Code with MTF???.
Today my versión has not entered the market.
I want to show my concern about what happened today… It is no coincidence that after 3 years of history today exceeds the margin of loss.
Thanks!!!
11/04/2019 at 8:48 PM #112096 -
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