Discussing the strategy VECTORIAL DAX (M5)
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- This topic has 1,260 replies, 124 voices, and was last updated 2 weeks ago by Greger2346.
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02/29/2020 at 1:27 PM #120850
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.
02/29/2020 at 3:35 PM #120859says ‘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!
03/08/2020 at 10:40 AM #12146703/08/2020 at 11:43 AM #12147303/08/2020 at 2:19 PM #121483@fifi743 — could you please explain how this part of the code works?
1234567891011// ajouter par fifi743spread=abs(OPEN-CLOSE)coeff=spread/highest[200](spread)*100// perfomanceposmax =3PP=positionperf(0)*100if pp>ppf thenppf=ppendif// stop hedgestpposinver =2What 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!
03/08/2020 at 6:49 PM #121495Lines 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 …..03/08/2020 at 9:38 PM #121499Thanks Fifi, I get it now — posmax is a multiplier, not a fixed amount, so MM applies only to the n value, no problem. 👍
03/12/2020 at 8:01 PM #121997@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?
03/13/2020 at 6:49 AM #12201303/13/2020 at 8:49 AM #122022You have to redo all long stops and shorts.
Yes, there is surely potential.03/13/2020 at 10:32 AM #122036You 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!
03/13/2020 at 6:19 PM #122083From memory
stpposinver is to stop the trailling stop.
stpposinver is activate if it is a hedge position03/13/2020 at 6:31 PM #12208503/13/2020 at 6:33 PM #122086I come to help you no worries
1 user thanked author for this post.
03/13/2020 at 7:17 PM #122092That 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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