Discussing the strategy VECTORIAL DAX (M5)
Forums › ProRealTime English forum › ProOrder support › Discussing the strategy VECTORIAL DAX (M5)
- This topic has 1,260 replies, 124 voices, and was last updated 2 weeks ago by Greger2346.
-
-
05/21/2020 at 2:21 PM #13259905/21/2020 at 3:15 PM #13261805/22/2020 at 5:12 PM #13286805/23/2020 at 11:11 AM #13293305/24/2020 at 11:56 AM #133027
Dear Fran, if you are referring to me and nonetheless, if we called it “account burner” it’s because after nice performances, suddenly they dropped into deep red. This, joint with a poor robustness test results led us to use the forum as what is intended to be used: a place to discuss strategies and take action to make them better, not a race for those who find the most performing system or who is better than the others.
That said, I invite you not to use your tone of arrogance as you have done in the past, and respect both those who created the code and those who try to contribute to the community; also be grateful to the moderators who are very kind and still keep you here after numerous warnings.I go back to the sea, have a good day.
05/24/2020 at 1:03 PM #13305105/24/2020 at 2:10 PM #13306205/24/2020 at 2:12 PM #13306405/24/2020 at 2:13 PM #13306505/26/2020 at 4:43 PM #133342@Andrea.1981, thanks for reviving the DJ 3m. Here’s another version using your vectorial values, I changed the hours and the stop, added @Paul’s ATR trail.
WF is good, final values are from the last 70/30 period so showing good OOS performance before and after. Unfortunately robustness is rather poor though, I’m posting it anyway in case someone cleverer than me can find other improvements. Seems it ‘might’ have potential…
3 users thanked author for this post.
05/27/2020 at 8:13 AM #133390Hi Guys,
You have always the same error.
Use this code
12345678ONCE PeriodeB = 29ONCE nbChandelierB= 40MMB = Exponentialaverage[PeriodeB](close)pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierBpentecorrecte=((MMB-MMB[nbchandelierB])*pipsize) / nbchandelierBreturn pente, pentecorrecteAnd you will see that pente can NEVER be negative and so the CondBuy2 = (pente > trigger) AND (pente < 0) can’t be exist
Cheers
05/27/2020 at 9:47 AM #133405Hi @Zilliq, I assure you I have tried to incorporate your changes. In your message #130588 you suggested this:
1234ADJASUROPPO = ((MMA-MMA[nbchandelierA])/pipsize) / nbChandelierAANGLE = (ATAN(ADJASUROPPO))trigger = exponentialaverage[PeriodeA+lag](ANGLE)Then in #130842 you suggested changing pente to:
1pente = ((MMB-MMB[nbchandelierB])/pipsize)/nbchandelierBNow you seem to have changed your mind and want it to be
1pentecorrecte=((MMB-MMB[nbchandelierB])*pipsize) / nbchandelierBThis gets a wee bit confusing. If I make all your suggested changes the result is zero trades. If I change just pente to either of your preferred lines, the result is no change at all —identical to the original.
Do please post a complete version of the code as you think it should be so we can test it, thanks for your input!
05/27/2020 at 1:18 PM #133438Sorry @ I write the post to fast, the first is the correct correction
pente = ((MMB–MMB[nbchandelierB])/pipsize)/nbchandelierB
not pentecorrecte=((MMB–MMB[nbchandelierB])*pipsize) / nbchandelierB
But in your itf file there is still the error
Cheers
05/27/2020 at 1:43 PM #133440Thanks for that Zilliq. Maybe for you it is ‘technically’ an error … but it makes no difference to the results in back test. Exactly the same, your way or the original.
05/27/2020 at 2:04 PM #133445 -
AuthorPosts
Find exclusive trading pro-tools on