Discussing the strategy VECTORIAL DAX (M5)

• 09/11/2020 at 8:25 AM #143915
  volpiemanuele

  Thanks….i tried to optimized it…..

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  javi cano

  

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  09/11/2020 at 8:57 AM #143917
  javi cano

  Thank you so much guys. Those graphics are really attractive!

  

  javi cano

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  09/11/2020 at 4:28 PM #143951
  paisantrader

  Thank you all for an amazing job. Well done!

  What is the best way to optimize it for a new instrument?

  

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  09/11/2020 at 5:40 PM #143953
  Paul

  good question, the answer can go many ways!

  For the dax I first determined 2% stoploss and timezone 8-22h & no weekend position but have overnight and to test with tradetype=1 with re-entry on and always no MM. If using a 2% stoploss, just use the trailing stop at 0.5% or 1% but don’t optimise other variables. Put all other exit criteria off.

  Focus on the settings of vectorial and the angles.

  Then finetine with stochastic rsi  indicator and perhaps the mr indicator.

  On the other hand perhaps it’s better to have a long & short strategy separated. It’s something to test.

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  Paul

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  09/11/2020 at 9:30 PM #143974
  paisantrader

  Thanks. That is almost what I did.

  It’s OMX I’m trying on, but my result was horrible.

  I’ll give it another go and start optimizing from the back instead. Angle first, then vectorial. Or are you doing everything at once? Got too many combinations last time, so had to split it up.

  

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  09/11/2020 at 10:35 PM #143979
  Paul

  I’ve been working on the dax, now on long only with 1% stoploss and no weekend position. Will take it look at omx too.

  Try not everything at once and focus on long only, 1% stoploss & reentry on.  Just take 25 as angle value, then optimise the vectorial averages. If something pops up, not necessary the highest payout, maybe more trades is better, narrow it down the range for optimising and add now only 1 angle and try again. Actually results should be good without the rsi.

  Long is a bit easier. Here’s what I got on the dax and to show what’s it’s like with mr indicator on/off

  btw check the flag numbers. Made a mistake in the end.

   

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  paisantrader

  

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  09/11/2020 at 11:43 PM #143985
  Paul

  oke that was a bit messed up above, but here’s the file for the dow long only with updated mr, in fact I’ve added another one to see the difference using hours between 0-9 and/or with 8-9.

   

   

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  09/12/2020 at 9:53 AM #144003
  Balmora74

  Hi @Paul. Thanks for sharing your work. I have one question. What is “mr” when you say in your last post : “…with my updated mr” ?

  

  Balmora74

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  09/12/2020 at 10:01 AM #144004
  Paul

  Hi Balmora74

  mr stand for market resilience indicator. here’s more info

  https://www.prorealcode.com/prorealtime-indicators/market-resilience/

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  09/13/2020 at 2:49 PM #144096
  Gubben

  @paisantrader, I played around a bit with the sys-05 vectorial -us100 v5.(1) code on OMX and got interesting backtest results. It might not be very robust though and honestly I don’t have a deep enough understanding of how the trailing stop and much of the code works. Mostly just optimized angle, nbChandelier and TP, SL…

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  09/13/2020 at 3:53 PM #144107
  April O’Neil

  Paul wrote:

  Sharing is easy but it takes time to find something good. It nice to see another market popup. Thanks volpiemanuele

  In my case I focussed from the start between 8-22h.

  Hello Paul, looks like you optimised DAX version with Trailing Stop High/Low error still in the code.

   

  

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  09/13/2020 at 4:02 PM #144109
  April O’Neil

  Looks like all theses new versions got the %TrailingStop High/Low inversion error @Paul said and so were optimised with this mistake.

  

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  09/13/2020 at 5:35 PM #144130
  Paul

  Yeah I see, or just use close as in the original.

  Gubben those are interesting results. Nice one. I’ve put 200k in pic. Maybe I try the settings in the new layout.

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  Gubben

  

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  09/13/2020 at 6:19 PM #144138
  paisantrader

  That looks very promising. Good job!

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  Gubben

  

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  09/13/2020 at 6:26 PM #144139
  Gubben

  Thanks. I am certain there’s lots of room for improvement and optimization.

  BTW not sure I understood what part was wrong with the %TrailingStop – does it matter in these versions or does it only matter if you use breakeven?

  

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