Discussing the strategy VECTORIAL DAX (M5)

• 11/04/2019 at 8:48 PM #112097
  GraHal

  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.

  TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif

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  TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif   //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif

   

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  Gubben

  

  GraHal

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  11/04/2019 at 8:52 PM #112102
  fifi743

  Gubben

  look how is this file written

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  fifi743

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  11/04/2019 at 9:19 PM #112106
  Gubben

  So 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)

  //============================controle des positions countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0 //100 et 20 //POSITION LONGUE TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif

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  //============================controle des positions countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0 //100 et 20 //POSITION LONGUE   TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif   //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif   TIMEFRAME(1 minute) UT=100 // ==================controle si operation prise if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then BUY NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif //================ if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then SELLSHORT NbPos CONTRACT AT MARKET SET STOP %LOSS 2 endif

  Or should these be modified?

  countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0

  1	countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0

  Now the strategy runs at least, but I am not sure if this is correct? 🙂

   

  

  Gubben

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  11/04/2019 at 9:25 PM #112107
  GraHal

  Surely below is part of the Auto-System code and not part of the MTF Pass code??

  countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0

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  countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0

   

  

  GraHal

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  11/04/2019 at 9:29 PM #112108
  Gubben

  PRT complained about them not being defined until I added that…? I haven’t really studied this code deeply but was hoping that I would only need to copy paste and have it work 🙂

  

  Gubben

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  11/04/2019 at 9:32 PM #112110
  fifi743

  Gubben

  share the file that I control

  

  fifi743

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  11/04/2019 at 9:41 PM #112111
  Gubben

  Thanks 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

  

  Gubben

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  11/04/2019 at 10:04 PM #112115
  fifi743

  here is
  it is to modify
  timeframe 1M

  I have not tested it

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  fifi743

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  11/04/2019 at 10:09 PM #112117
  Gubben

  Great! It still complained about VTM but I put // on that line and it works. That should be OK I guess? 🙂

  Thanks for the help

  

  Gubben

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  11/04/2019 at 10:10 PM #112118
  Vonasi

  fifi743 – 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!

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  Vonasi

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  11/04/2019 at 10:17 PM #112119
  fifi743

  hi Vonasi

  I use google translation

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  fifi743

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  11/04/2019 at 10:18 PM #112120
  josef1604

  fifi743 wrote:

  here 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

   

  

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  11/04/2019 at 10:19 PM #112121
  fifi743

  Gubben

  I corrected

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  fifi743

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  11/04/2019 at 11:12 PM #112125
  Gianluca

  hi guys, may i ask the purpose of the MTF addon and in which way that code shoul improve any code?

  

  Gianluca

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  11/04/2019 at 11:21 PM #112126
  josef1604

  https://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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