Discussing the strategy VECTORIAL DAX (M5)

• 02/29/2020 at 1:27 PM #120850
  nonetheless

  Alright, got it – I was looking at the order list in the performance window. But the rejection notice just says ‘System error’ … which don’t tell me nuthin.

  

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  02/29/2020 at 3:35 PM #120859
  GraHal

  nonetheless wrote:

  says ‘System error’ … which don’t tell me nuthin.

  Yeah I agree, I reckon it’s catch all / rubbish message which is used when there is no specific reason that applies??

  I had a System a few days ago getting stopped for ‘System Error’ and it turned out to be the use of While / Wend in the code … Paul helped me remove While / Wend and it has been working a treat ever since, no Rejections / Stoppings at all!

  

  GraHal

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  03/08/2020 at 10:40 AM #121467
  Alfred

  Hi All

  I test the v8, DAX 5M, but seems can’t run properly. Anyone can help? thanks!

  

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  03/08/2020 at 11:43 AM #121473
  GraHal

  change timeframe on your platform to 1 minute

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  Alfred

  

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  03/08/2020 at 2:19 PM #121483
  nonetheless

  @fifi743 — could you please explain how this part of the code works?

  // ajouter par fifi743 spread=abs(OPEN-CLOSE) coeff=spread/highest[200](spread)*100 // perfomance posmax =3 PP=positionperf(0)*100 if pp>ppf then ppf=pp endif // stop hedge stpposinver =2

  1 2 3 4 5 6 7 8 9 10 11

  // ajouter par fifi743 spread=abs(OPEN-CLOSE) coeff=spread/highest[200](spread)*100 // perfomance posmax =3 PP=positionperf(0)*100 if pp>ppf then ppf=pp endif // stop hedge stpposinver =2

  What I’m seeing in back test is 15 or 20 positions of 1 contract and then a sudden jump up to 3, or whatever the posmax value, then it goes back to 1 for a while before jumping up to 3 again. I’m sure there’s a method at work here, but whatever it is I don’t get it!?? 🤔🤔

  Is there any way to make this work with a more conventional money management?

  Many thanks!

  

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  03/08/2020 at 6:49 PM #121495
  fifi743

  nonetheless wrote:

  Lines 895 AND 910 ARE posmax X 2 because for me there was a big potential of
  Success.
  For money management, it’s up to you …..

   

  

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  03/08/2020 at 9:38 PM #121499
  nonetheless

  Thanks Fifi, I get it now — posmax is a multiplier, not a fixed amount, so MM applies only to the n value, no problem. 👍

  

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  03/12/2020 at 8:01 PM #121997
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  @fifi743 — I’ve been so impressed with your v8_MTF that I adapted it for the Nasdaq. Fully optimized over 100k so curve-fit to the past 3 months but seems like it could have potential. There’s so much in the code that I don’t understand, perhaps there other details that should be changed from the DAX version?

  

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  03/13/2020 at 6:49 AM #122013
  saturnin

  hi,

  i don’t speak english but see backtest and demo?.why the difference for 11mars?

  

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  03/13/2020 at 8:49 AM #122022
  fifi743

  nonetheless wrote:

  You have to redo all long stops and shorts.
  Yes, there is surely potential.

   

  

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  03/13/2020 at 10:32 AM #122036
  nonetheless

  fifi743 wrote:

  You have to redo all long stops and shorts.

  Do you mean the sections that are commented ‘Fin Long’ and ‘Fin Short’ (everything after the trailing stop)? I tried altering the value for stpposinver but it doesn’t seem to have any effect. What else should I be looking at? Coeff? Fin? VT?

  It’s such an excellent piece of work, really appreciate any suggestions of where to start!

  

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  03/13/2020 at 6:19 PM #122083
  fifi743

  nonetheless wrote:

  From memory
  stpposinver is to stop the trailling stop.
  stpposinver is activate if it is a hedge position

   

  

  fifi743

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  03/13/2020 at 6:31 PM #122085
  fifi743

  Ac, vt or fin me for the graph

  

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  03/13/2020 at 6:33 PM #122086
  fifi743

  I come to help you no worries

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  nonetheless

  

  fifi743

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  03/13/2020 at 7:17 PM #122092
  nonetheless

  That would be wonderful! I know these things are time consuming but I’m happy to put in the work if you point me in the right direction. I understand the code up to the trailing stop, after that it’s a mystery…

  So far the NAS version is doing well in forward testing, 3 wins today, but with some fine tuning could be better. Thanks again for a very intelligent algo!

  

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