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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05/06/2020 at 7:33 AM #130164
demo test since April 22. no loss on CAC40.
On 3 trades only Bertrand 😉 But it’s a beginning …
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05/08/2020 at 10:47 AM #130588Hi Guys,
Don’t know if someone mentioned it but there is an error in the code
For me it’s not
1234//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILEMMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBtrigger = Exponentialaverage[PeriodeB+lag](pente)But
123456MMA = exponentialaverage[PeriodeA](customclose)ADJASUROPPO = ((MMA-MMA[nbchandelierA])/pipsize) / nbChandelierAANGLE = (ATAN(ADJASUROPPO))trigger = exponentialaverage[PeriodeA+lag](ANGLE)Because in the first code the code is always positive and not positive/negative depends on the angle
Have a nice day
Zilliq
05/09/2020 at 7:29 PM #13079405/09/2020 at 8:24 PM #130804I had assumed he meant only to redefine ‘trigger’
1234567891011121314151617181920//STRATEGIE//VECTEUR = CALCUL DE L'ANGLEONCE PeriodeA = 10ONCE nbChandelierA= 14MMA = Exponentialaverage[PeriodeA](customclose)ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierAANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTECondBuy1 = ANGLE >= 45CondSell1 = ANGLE <= - 34//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILEONCE PeriodeB = 22ONCE nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBtrigger = exponentialaverage[PeriodeA+lag](ANGLE)but the results are dire. Something else then?
05/10/2020 at 9:20 AM #130837hi zilliq
can you post some results or code using your change?
Thanks
Of course, let me some minutes..
05/10/2020 at 9:21 AM #130838First, the code in the actual vectorial dax code was
123456789101112131415161718//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILEONCE PeriodeB = 22ONCE nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBtrigger = Exponentialaverage[PeriodeB+lag](pente)// modifier par fifi743// ajout d'un filtre pour achatfiltre,weekpivot,pivot,filt =call"FILTRE_Prise_Position"(close)//===================== ajouter par fifi743donchianP = 20hh=highest[donchianP](high)ll=lowest[donchianP](low)MA=Average[4](close)Myrsi=RSI[2](close)CondBuy2 = (pente > trigger) AND (pente < 0) and high>MA and coeff>0.9CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)05/10/2020 at 9:25 AM #130839If you use the actual vectorial dax code you can NEVER have a negative pente and so you can NEVER have a CondBuy2 and the pente is ALWAYS>-1
1234567PeriodeB = 22nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBReturn pente05/10/2020 at 9:28 AM #130842And now if you correct the code, you have positive/negative pente and Good Condbuy
1234567PeriodeB = 22nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = ((MMB-MMB[nbchandelierB])/pipsize) / nbchandelierBReturn pente05/10/2020 at 10:28 AM #13085705/10/2020 at 11:33 AM #130864Thanks zilliq for the explaining.
I tested your conclusion
1pente is ALWAYS>-1so I checked with this
1234567if pente<=-1 thentest=1elsetest=0endifgraph testand got the result in the pic
I’am taking another look with your modification.
05/10/2020 at 11:47 AM #13086805/10/2020 at 11:48 AM #13087005/10/2020 at 11:51 AM #130872With the actual “mistake” code
12345678910111213PeriodeB = 22nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBif pente<=-1 thentest=1elsetest=0endifreturn testAlways 0 = mistake
05/10/2020 at 3:18 PM #13093905/10/2020 at 3:51 PM #130951HI @paul
Take the actual code
12345PeriodeB = 22nbChandelierB= 34lag = 4MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBAnd you will see you can’t have negative value as pipsize is on MMB[nbchandelierB] and not (MMB-MMB[nbchandelierB])
See U
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