Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 496 through 510 (of 1,264 total)
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  • #113149 quote
    bullbear
    Participant
    Senior

    GraHal

    With your settings it looks like this.

    As you say, manual exit requires you to be at the computer all the time.

    dojan.jpg dojan.jpg
    #113151 quote
    GraHal
    Participant
    Master

    You need to test on 3 min TF as that System I posted is a 3 min TF System … may as well now just so we have it all correctly compared?? 🙂

    PS

    Just noticed drawdown is less by a factor of 10 (42 manual exit vs 420) … so that is a big benefit.

    You don’t have to be at the screen 100% of the time … but I guess you have to keep looking at progress regular but I often do this on my phone while I am outside working on the car or garden etc.

    #113152 quote
    GraHal
    Participant
    Master

    Correction: above should have read (31 manual exit vs 412)

    #113153 quote
    bullbear
    Participant
    Senior

    haha, my fault.
    Are so used to using 5 min TF

    Spread=4

    Now it should be better..

    GraHal thanked this post
    d-igen.jpg d-igen.jpg
    #113155 quote
    GraHal
    Participant
    Master

    Wow yeah that looks better … any of us would be happy with that??

    Love the Gain / Loss ratio (8.16) and also the total loss of £-132 but this makes a mockery of the computed Max Drawdown figure of £546??

    #113159 quote
    GraHal
    Participant
    Master

    total loss of £-132 but this makes a mockery of the computed Max Drawdown figure of £546??

    On reflection it doesn’t make a mockery as we would have to look at the MAE (max adverse excursion) that the losing trades made to end up at a total loss of £-132??

    #113162 quote
    bullbear
    Participant
    Senior

    I hate big DD.

    #113170 quote
    maymeric
    Participant
    Average

    haha, my fault.

    Are so used to using 5 min TF

    Spread=4

    Now it should be better..

    What changes did you make to get to your numbers? can you copy your lines please?

    #113198 quote
    bullbear
    Participant
    Senior
    //-------------------------------------------------------------------------
    // Main code : Vectorial DJI 3M v6.0 +entFilt
    //-------------------------------------------------------------------------
    //-------------------------------------------------------------------------
    // Main code : Vectorial DJI 3M v6.0
    //-------------------------------------------------------------------------
    //-------------------------------------------------------------------------
    // Main code : _Vectorial Dax V3
    //-------------------------------------------------------------------------
    // ROBOT VECTORIAL DAX
    // M5
    // SPREAD 1.5
    // by BALMORA 74 - FEBRUARY 2019
     
    DEFPARAM CumulateOrders = false
    DEFPARAM Preloadbars = 50000
    T1 = 6
    p1 = average[t1](close)
    p2 = average[t1*2](close)
    p3 = average[t1*6](close)
    p4 = average[t1*3](close)
    
    a1 = p1 > p2 and p2 > p3 and p3 > p4
    a2 = p1 < p2 and p2 < p3 and p3 < p4
     
    //VARIABLES
    CtimeA = time >= 080000 and time <= 180000
    CtimeB = time >= 080000 and time <= 180000
     
    // TAILLE DES POSITIONS
    PositionSizeLong = 1
    PositionSizeShort = 1
     
     
    //STRATEGIE
     
    //VECTEUR = CALCUL DE L'ANGLE
    ONCE PeriodeA = 10
    ONCE nbChandelierA= 15
    MMA = Exponentialaverage[PeriodeA](close)
    ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
    ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE
    CondBuy1 = ANGLE >= 35
    CondSell1 = ANGLE <= - 40
     
     
    //VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
    ONCE PeriodeB = 20
    ONCE nbChandelierB= 35
    lag = 1.5
    MMB = Exponentialaverage[PeriodeB](close)
    pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
    trigger = Exponentialaverage[PeriodeB+lag](pente)
    CondBuy2 = (pente > trigger) AND (pente < 0)
    CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)
     
     
     
    //ENTREES EN POSITION
    CONDBUY = CondBuy1 and CondBuy2 and CTimeA
    CONDSELL = CondSell1 and CondSell2 and CtimeB
     
     
    //POSITION LONGUE
    IF CONDBUY and A1  THEN
    buy PositionSizeLong contract at market
    //SET Target %PROFIT 1
    //SET STOP %LOSS 0.7
    ENDIF
     
    //POSITION COURTE
    IF CONDSELL and a2 THEN
    Sellshort PositionSizeShort contract at market
    //SET Target %PROFIT 1.2
    //SET STOP %LOSS 1
    ENDIF
     
    //VARIABLES STOP SUIVEUR
    ONCE trailingStopType     = 1    // Trailing Stop - 0 OFF, 1 ON
    ONCE trailingstoplong     = 9    // Trailing Stop Atr Relative Distance
    ONCE trailingstopshort    = 8    // Trailing Stop Atr Relative Distance
     
    ONCE atrtrailingperiod    = 14  // Atr parameter Value
    ONCE minstop              = 0    // Minimum Trailing Stop Distance
     
     
    // TRAILINGSTOP
    //----------------------------------------------
    atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000
    trailingstartl = round(atrtrail*trailingstoplong)
    trailingstartS = round(atrtrail*trailingstopshort)
    if trailingStopType = 1 THEN
    TGL =trailingstartl
    TGS=trailingstarts
    if not onmarket then
     
    MAXPRICE = 0
    MINPRICE = close
    PREZZOUSCITA = 0
    ENDIF
    if longonmarket then
    MAXPRICE = MAX(MAXPRICE,close)
    if MAXPRICE-tradeprice(1)>=TGL*pointsize then
    if MAXPRICE-tradeprice(1)>=MINSTOP then
    PREZZOUSCITA = MAXPRICE-TGL*pointsize
    ELSE
    PREZZOUSCITA = MAXPRICE - MINSTOP*pointsize
    ENDIF
    ENDIF
    ENDIF
    if shortonmarket then
    MINPRICE = MIN(MINPRICE,close)
    if tradeprice(1)-MINPRICE>=TGS*pointsize then
    if tradeprice(1)-MINPRICE>=MINSTOP then
    PREZZOUSCITA = MINPRICE+TGS*pointsize
    ELSE
    PREZZOUSCITA = MINPRICE + MINSTOP*pointsize
    ENDIF
    ENDIF
    ENDIF
    if onmarket and PREZZOUSCITA>0 then
    EXITSHORT AT PREZZOUSCITA STOP
    SELL AT PREZZOUSCITA STOP
    ENDIF
    ENDIF
    
    #113208 quote
    maymeric
    Participant
    Average

    Hi.
    I do not arrive at the same numbers as you.

    d-igen-1.jpg d-igen-1.jpg dfffd.png dfffd.png
    #113228 quote
    josef1604
    Participant
    Senior

    I don’t get the same benefits either. It gives me a profit of 231 euros

    #113231 quote
    GraHal
    Participant
    Master

    I do not arrive at the same numbers as you.

    Your 2nd image is not using the same Auto-System as the 1st image … you show results for EUR/USD 15M AYM(1) … don’t worry it happens to the best of us!!! 🙂 🙂

    #113232 quote
    GraHal
    Participant
    Master

    It gives me a profit of 231 euros

    For what period??  The figs bullbear showed are for about 1 month only.

    Best you post a screen shot of your results??

    #113233 quote
    maymeric
    Participant
    Average

    I do not arrive at the same numbers as you.

    Your 2nd image is not using the same Auto-System as the 1st image … you show results for EUR/USD 15M AYM(1) … don’t worry it happens to the best of us!!! 🙂 🙂

     

    Just mistake of title 🙂       > same results 🙂

    azzdd.png azzdd.png
    #113235 quote
    maymeric
    Participant
    Average

    It gives me a profit of 231 euros

    For what period?? The figs bullbear showed are for about 1 month only.

    Best you post a screen shot of your results??

    Just mistake of title :)> same results.

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Discussing the strategy VECTORIAL DAX (M5)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
1 year, 7 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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