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 8:48 PM #112097
Apologies … I see what you mean @Gubben
Yes you are right we need to add TIMEFRAME (5 minutes ,updateonclose) .
I must have copied the MTF Pass code from the Vectorial-DAX-v2-WFE-MTF.itf … as shown below.
Fifi has added some other lines of code in the file he posted as MTF.itf and it is these extra lines (e.g. VTM=1) that are giving the problems.
12345678910111213TIMEFRAME(1 minute)UT=100// ==================controle si operation priseif countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close thenBUY NbPos CONTRACT AT MARKETSET STOP %LOSS 2endif//================if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close thenSELLSHORT NbPos CONTRACT AT MARKETSET STOP %LOSS 2endif1 user thanked author for this post.
11/04/2019 at 8:52 PM #11210211/04/2019 at 9:19 PM #112106So this is the code that should be added in the end of any strategy, and then TF set to 1M? (with the 5 minute MTF added in the beginning)
1234567891011121314151617181920212223242526272829303132333435//============================controle des positionscountPOsBUY=10countPosSELL=10CountTime=250000NBPos=0//100 et 20//POSITION LONGUETIMEFRAME(1 minute)UT=100// ==================controle si operation priseif countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close thenBUY NbPos CONTRACT AT MARKETSET STOP %LOSS 2endif//================if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close thenSELLSHORT NbPos CONTRACT AT MARKETSET STOP %LOSS 2endifTIMEFRAME(1 minute)UT=100// ==================controle si operation priseif countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close thenBUY NbPos CONTRACT AT MARKETSET STOP %LOSS 2endif//================if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close thenSELLSHORT NbPos CONTRACT AT MARKETSET STOP %LOSS 2endifOr should these be modified?
1countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0Now the strategy runs at least, but I am not sure if this is correct? 🙂
11/04/2019 at 9:25 PM #11210711/04/2019 at 9:29 PM #11210811/04/2019 at 9:32 PM #11211011/04/2019 at 9:41 PM #112111Thanks for the support. It was one of the V6 versions (not sure what the difference is between v6-1 and v6-2). Since I guess I have not understood or implemented the code correctly I just reupload the file without any changes to point out which one I am trying to add the MTF control too.
What I don’t understand is what to do to not have a syntax error on countposbuy, counttime, nbpos, and countpossell
11/04/2019 at 10:04 PM #11211511/04/2019 at 10:09 PM #11211711/04/2019 at 10:10 PM #112118fifi743 – I’m not sure what sort of translation tool you are using for your replies (perhaps the built in one?) but they can sometimes be very poor translations. Perhaps you are using ‘lazy French’ or ‘mobile phone French’ which most translation tools struggle with. English is my mother tongue but often your replies are impossible to understand. Perhaps a few more words, capital letters, apostrophes, commas and hyphens would help the translation tool!
1 user thanked author for this post.
11/04/2019 at 10:17 PM #11211911/04/2019 at 10:18 PM #112120here is
it is to modify
timeframe 1M
I have not tested it
This is what I was referring to, but now it gives error in vtm.
Thanks FIFI
11/04/2019 at 10:19 PM #11212111/04/2019 at 11:12 PM #11212511/04/2019 at 11:21 PM #112126https://www.prorealcode.com/topic/vectorial-dax-m5/page/24/#post-111599
Read from here and you will understand. Fifi has responded in several entries to this, just read to understand -
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