Discussing the strategy VECTORIAL DAX (M5)

• 09/13/2020 at 7:05 PM #144150
  April O’Neil

  Gubben wrote:

  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?

  Here is the correct one :

  // trailing stop percentage once trailingstoptype2=1 if trailingstoptype2 then once trailingpercent = 1 once steppercent = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and close-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and close-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-close>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-close>trailingstep then newsl = newsl-trailingstep endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif endif

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  // trailing stop percentage once trailingstoptype2=1   if trailingstoptype2 then once trailingpercent = 1 once steppercent     = (trailingpercent/10)*1 if onmarket then trailingstart = tradeprice(1)*(trailingpercent/100) trailingstep = tradeprice(1)*(steppercent/100) endif if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then newsl=0 endif if longonmarket then if newsl=0 and close-tradeprice(1)>=trailingstart then newsl = tradeprice(1)+trailingstep endif if newsl>0 and close-newsl>trailingstep then newsl = newsl+trailingstep endif endif if shortonmarket then if newsl=0 and tradeprice(1)-close>=trailingstart then newsl = tradeprice(1)-trailingstep endif if newsl>0 and newsl-close>trailingstep then newsl = newsl-trailingstep endif endif if barindex-tradeindex>1 then if longonmarket then if newsl>0 then sell at newsl stop endif if newsl>0 then if low crosses under newsl then sell at market endif endif endif if shortonmarket then if newsl>0 then exitshort at newsl stop endif if newsl>0 then if high crosses over newsl then exitshort at market endif endif endif endif endif

   

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  Gubben

  

  April O’Neil

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  09/18/2020 at 8:22 AM #144620
  danistuta

  Hi Paul, your job is amazing. I’m using your last version (v3p3) on DJ 3minutes: last week really good, but yesterday a big lost with 3 loosing trades , do you think is it normal o is there something to optimize, for bettere performace?

  Thank you very much.

  

  danistuta

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  09/18/2020 at 8:28 AM #144621
  volpiemanuele

  hi, trading is like this…go

  

  volpiemanuele

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  09/18/2020 at 9:22 AM #144631
  Gubben

  I’m growing more and more determined that on average it’s safer to turn most strategies off around FED announcements and similar macroeconomic events, regardless of the strategies being supposed to be robust and backtested on many such events, I’ve seen them go bananas too often now and it’s not worth it.

  Since I had a profitable version of DJ3-strategy running already I took the risk of running the old one as well as the new ones, both with and without MM this week. Not the best idea I’ve had 😛

  I guess it would be a bit too early to say whether it should be optimized differently.

  

  Gubben

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  09/18/2020 at 9:25 AM #144632
  danistuta

  Eh, I did the same…I changed the old one (slow but profitable) with the new one..and looking the past this is really the worst week…not very lucky:-O

  

  danistuta

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  09/18/2020 at 7:43 PM #144718
  Paul

  
  danistuta wrote:

  something to optimize, for bettere performace?

  Everything is optimised on the vectorial settings, the stochastic rsi is added on top of that, that’s one way to use to WF.

   

   

  

  Paul

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  09/18/2020 at 10:51 PM #144732
  paisantrader

  I’ve been sitting the whole week building different strategies just to get a feel for different indicators. Most have been crap and some has been ok, but nothing special.

  Today I got a decent one that needed something else and I thought of the vector in this one. Perfect, could work. Then the money management. Then… all of a sudden, it was almost a copy of it hehe. Oh well, back to square one 🙂

  

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  09/20/2020 at 10:58 AM #144796
  danistuta

  Thank you Paul. I’m testing also DAX 3m Vectorial V3p4 on demo, but it has not the same behavior of backtest: total different trades. It seems that it does not close the positions, for example I’ve set weekendpostion=0 but Friday the script does not close the position. Could you help me? Maybe a new version? Thank you again for the great work.

  

  danistuta

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  09/20/2020 at 5:41 PM #144823
  April O’Neil

  Maybe check your time zone, any problem GMT+2, the code (DAX 3m Vectorial V3p4)  is clear :

  if not weekendposition then if (dayofweek=5 and time>=215400) then exitshort at market sell at market endif endif

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  if not weekendposition then if (dayofweek=5 and time>=215400) then exitshort at market sell at market endif endif

  Even on backtest, every trades close before the week-end at 21h54min, if weekposition = 0

   

  

  April O’Neil

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  09/20/2020 at 6:38 PM #144826
  danistuta

  With backtest works well, but in demo mode total different trades. Where can I check time zone? Thanks

  

  danistuta

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  09/21/2020 at 8:38 AM #144854
  GraHal

  danistuta wrote:

  Where can I check time zone?

  See red arrowhead on attached

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  Paul

  

  GraHal

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  09/21/2020 at 9:58 AM #144861
  Paul

  @danistuta hope that fixed your problem!

  

  Paul

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  09/21/2020 at 10:05 AM #144862
  Paul

  I had a short version too and it won also. Not so nice chart so I never realised it. Anybody created a short version?

  

  Paul

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  09/21/2020 at 10:05 AM #144864
  danistuta

  Hi Paul, time zone was oky, I can’t understand why DJ script works good and DAX version does not close positions in the right way and totally different from backtest:-(

  

  danistuta

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  09/21/2020 at 10:06 AM #144865
  Paul

  I haven’t been running that one. & will check it too

  

  Paul

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