Discussing the strategy VECTORIAL DAX (M5)
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- This topic has 1,260 replies, 124 voices, and was last updated 2 months ago by Greger2346.
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06/18/2020 at 8:03 PM #13651506/23/2020 at 8:37 PM #13697406/24/2020 at 12:36 AM #136978
a pic how long is performing with stoploss is 0.5%. Short had only 2 trades and around breakeven.
Pos size? Why you started it on 18 may but it worked only since 1st June?
Is the code available?
06/24/2020 at 3:18 AM #13698206/25/2020 at 4:22 PM #137150HI Everyone, Thanks @balmora74 for the great code. I have made some alterations including a hard stop I also noticed that losses occur more frequently on the same day so I have tried encoding a Maximum loss per day code to the strategy but it seems to run over that loss, can somebody help PSA
06/25/2020 at 7:11 PM #137169‘ve a look in this topic. I created something for this.
https://www.prorealcode.com/topic/dynamic-live-parameter-adjustment/
but there are other ways probably more easy!
07/03/2020 at 9:25 PM #138355Hi, I have a question. In the original code, is there any stop loss or trailing stop? I tired it out today on my account but i saw there was no stop at all, is it suppose to be like that or do i have to change something?
Thanks for your answer!
07/08/2020 at 12:43 PM #138739Hi there – I’m running DJI code (DJ-3m-Vectorial-V3.itf) on a live account (testing it for now).
Great job! This is by far the only code I can trust most. (:
Tonight, I think, I may have found the first bug in the code. Running the code as both indicator, and the job on DJI 3m TF: The code entered a long trade at 25,974.7 on 8:30:01 P.M (NZ time). The trade was kept open until 10:15:01 P.M. when the market reversed into bearish trend, and the code did the right thing to sell the long position at 25,859.1, and opened a short one at 25860.1 at the same time.
Meanwhile – watching the indicator (with the same code as the job) on DJI 3m TF – there seems be an inconsistency between the performance of the AutoTrading job and what the indicator shows. Specifically – closing down the long position, which unlike the job’s action, should have been closed much closer to the reverse point of the market according to the indicator. (at 25,971.9 on 9:36 P.M.)
Any thought on why the output behavior differs between the job and what the indicator reports?
I would appreciate any of the contributor’s feedback with this.
Thanks to each and every one of you for pushing this code forward.
– Rikki
1 user thanked author for this post.
07/09/2020 at 1:41 AM #138801Just adding a bit of more details to my last comment that, after looking into the issue a bit further, seems like what I had expected to work in the job during the reverse is the break-even logic. Still not sure why it didn’t work yet…
I have attached a photo with two GraphOnPrice lines – one for breakeven level, and the other for the trailing stop level. Seems like when the trend reversed, in the indicator, the breakeven level is what closed the long position. The question now is – what caused the breakeven to not work the same way in the AutoTrading job?
Thank you,
– Rikki
07/14/2020 at 9:38 PM #13928508/21/2020 at 12:53 PM #142206Hi – been running this live now for the last 3 days, trading on the DJI on a 3m time frame. This is on an IG Spread Betting account. Going very well, and live trading and stop loss is in line with the back testing results, which is always good to see!
Thank you once again for sharing this strategy Balmora74
🙂
08/22/2020 at 12:32 PM #14226808/26/2020 at 11:06 PM #142662@samsampop I’ve been running V3 posted on this forum also with success last few days. I noticed in your screenshot you have named it _PRD, have you amended the script or are you running the exact code that posted on this forum? The strategy I’m using is DJ 3m Vectorial V3.
08/28/2020 at 2:16 PM #142831Hi eckaw
Good spot. This simply denotes a strategy which, after performing extensive back testing, I have promoted to Production and am trading on a live account. Otherwise they are prefixed with TEST and BETA accordingly.
Good huntng!
08/28/2020 at 2:48 PM #142841Help – can someone please help. Setting MM = 0 at the beginning, where in the code does it calculate the ‘positionsize’ for which PositionSizeLong and PositionSizeShort are derived?
I wish to start with a fixed position size every time. I have tried inserting MaxPositionsAllowed at the beginning and into the Buy and Sell condition sets, but this hasn’t worked either.
Thank you very much
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