Discussing the strategy VECTORIAL DAX (M5)

Balmora74 · Sun, 24 Feb 2019 19:49:58 +0000

Hello everybody ! I open this discussion file in order to share dans discuss about the strategy VECTORIAL DAX (M5) you can find here : https://www.prorealcode.com/prorealtime-trading-strategies/vectorial-dax-m5/ Best regards.

This topic has 1,260 replies, 124 voices, and was last updated 2 months ago by Greger2346.

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05/06/2020 at 7:33 AM #130164

zilliq

bertrandpinoy wrote:

demo test since April 22. no loss on CAC40.

On 3 trades only Bertrand 😉 But it’s a beginning …

1 user thanked author for this post.

bertrandpinoy

zilliq

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05/08/2020 at 10:47 AM #130588

zilliq

Hi Guys,

Don’t know if someone mentioned it but there is an error in the code

For me it’s not

//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
trigger = Exponentialaverage[PeriodeB+lag](pente)

//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

trigger = Exponentialaverage[PeriodeB+lag](pente)

But

MMA = exponentialaverage[PeriodeA](customclose)

ADJASUROPPO = ((MMA-MMA[nbchandelierA])/pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO))

trigger = exponentialaverage[PeriodeA+lag](ANGLE)

MMA = exponentialaverage[PeriodeA](customclose)

ADJASUROPPO = ((MMA-MMA[nbchandelierA])/pipsize) / nbChandelierA

ANGLE = (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

zilliq

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05/09/2020 at 7:29 PM #130794

Paul

hi zilliq

can you post some results or code using your change?

Thanks

Paul

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05/09/2020 at 8:24 PM #130804

nonetheless

I had assumed he meant only to redefine ‘trigger’

//STRATEGIE
//VECTEUR = CALCUL DE L'ANGLE
ONCE PeriodeA = 10
ONCE nbChandelierA= 14
MMA = Exponentialaverage[PeriodeA](customclose)
ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE

CondBuy1 = ANGLE >= 45
CondSell1 = ANGLE <= - 34


//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
ONCE PeriodeB = 22
ONCE nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

trigger = exponentialaverage[PeriodeA+lag](ANGLE)

//STRATEGIE

//VECTEUR = CALCUL DE L'ANGLE

ONCE PeriodeA = 10

ONCE nbChandelierA= 14

MMA = Exponentialaverage[PeriodeA](customclose)

ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA

ANGLE = (ATAN(ADJASUROPPO)) //FONCTION ARC TANGENTE

CondBuy1 = ANGLE >= 45

CondSell1 = ANGLE <= - 34

//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE

ONCE PeriodeB = 22

ONCE nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

trigger = exponentialaverage[PeriodeA+lag](ANGLE)

but the results are dire. Something else then?

nonetheless

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05/10/2020 at 9:20 AM #130837

zilliq

Paul wrote:

hi zilliq

can you post some results or code using your change?

Thanks

Of course, let me some minutes..

zilliq

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05/10/2020 at 9:21 AM #130838

zilliq

First, the code in the actual vectorial dax code was

//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE
ONCE PeriodeB = 22
ONCE nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
trigger = Exponentialaverage[PeriodeB+lag](pente)
// modifier par fifi743
// ajout d'un filtre pour achat
filtre,weekpivot,pivot,filt =call"FILTRE_Prise_Position"(close)
//===================== ajouter par fifi743
donchianP = 20
hh=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>0.9
CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)

//VECTEUR = CALCUL DE LA PENTE ET SA MOYENNE MOBILE

ONCE PeriodeB = 22

ONCE nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

trigger = Exponentialaverage[PeriodeB+lag](pente)

// modifier par fifi743

// ajout d'un filtre pour achat

filtre,weekpivot,pivot,filt =call"FILTRE_Prise_Position"(close)

//===================== ajouter par fifi743

donchianP = 20

hh=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>0.9

CondSell2 = (pente CROSSES UNDER trigger) AND (pente > -1)

zilliq

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05/10/2020 at 9:25 AM #130839

zilliq

If 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

PeriodeB = 22
nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

Return pente

PeriodeB = 22

nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

Return pente

zilliq

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05/10/2020 at 9:28 AM #130842

zilliq

And now if you correct the code, you have positive/negative pente and Good Condbuy

PeriodeB = 22
nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = ((MMB-MMB[nbchandelierB])/pipsize) / nbchandelierB

Return pente

PeriodeB = 22

nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = ((MMB-MMB[nbchandelierB])/pipsize) / nbchandelierB

Return pente

zilliq

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05/10/2020 at 10:28 AM #130857

Francesco

So the correction it’s just the “/” in the pente calculation?

Francesco

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05/10/2020 at 11:33 AM #130864

Paul

Thanks zilliq for the explaining.

I tested your conclusion

pente is ALWAYS>-1

1	pente is ALWAYS>-1

so I checked with this

if pente<=-1 then
test=1
else
test=0
endif

graph test

if pente<=-1 then

test=1

else

test=0

endif

graph test

and got the result in the pic

I’am taking another look with your modification.

Paul

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05/10/2020 at 11:47 AM #130868

Paul

test was ok

Paul

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05/10/2020 at 11:48 AM #130870

zilliq

Hi Paul, use the actual code not the correction and as you see on my picture (the blue) the pente is always positive and it’s normal because of the code

zilliq

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05/10/2020 at 11:51 AM #130872

zilliq

With the actual “mistake” code

PeriodeB = 22
nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
 
if pente<=-1 then
test=1
else
test=0
endif
 
return test

PeriodeB = 22

nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

if pente<=-1 then

test=1

else

test=0

endif

return test

Always 0 = mistake

zilliq

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05/10/2020 at 3:18 PM #130939

Paul

I cannot reach the same conclusion, even as indicator on the dax 5min timeframe. Maybe have a look at my latest version. I will release it in the next post.

Paul

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05/10/2020 at 3:51 PM #130951

zilliq

HI @paul

Take the actual code

PeriodeB = 22
nbChandelierB= 34
lag = 4
MMB = Exponentialaverage[PeriodeB](close)
pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

PeriodeB = 22

nbChandelierB= 34

lag = 4

MMB = Exponentialaverage[PeriodeB](close)

pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB

And 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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Paul

zilliq

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