Discussing the strategy VECTORIAL DAX (M5)

• 09/21/2020 at 10:08 AM #144866
  danistuta

  Also in Nasdaq version, some differences from backtest and demo version. Only DJ, same trades.

  

  danistuta

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  09/21/2020 at 12:14 PM #144880
  Gubben

  This has confused me too and I just figured it was allright since it looked OK in backtests…. do I need to change anything here? I’m in Norway. GMT+2, also, does daylight savings affect this?

   

  

  Gubben

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  09/21/2020 at 2:39 PM #144900
  Paul

  That looks alright Gubben.

  Here’s the itf for short. Not near as nice. To explore.

   

   

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  Gubben

  

  Paul

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  09/21/2020 at 4:13 PM #144906
  eckaw

  @Paul do you currently run a long only algo on vectorial, or one script for both long and short?

  

  eckaw

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  09/21/2020 at 6:52 PM #144910
  Paul

  last week both, but not the short. This week only long/short. I do WF the rsi stochastic and maybe I will run 2 versions with different settings.

  

  Paul

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  09/22/2020 at 5:11 PM #144997
  April O’Neil

  Hello,

  I don’t understand why the system change from Long to Short with Reenter = 0 and Trailing Stop not triggered.

  In the screenshot below i have Reenter = 0 , trade in max gain of 0.42%  so trailing stop not enclenched (0.5%) , but the trade switched from Long to Short. Wich part of the code provocate it ? Can someone help ?

   

  

  April O’Neil

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  09/22/2020 at 5:34 PM #145001
  Paul

  Hi, the switch from long to short is defined with this. Set to 1, it trades long & short.

  once tradetype = 1 // [1]long/short [2]long [3]short

  1	once tradetype         = 1 // [1]long/short [2]long [3]short

  re-enter means if having a long position and there’s another buy signal, the current long is closed and a new long is openend which reset the ts/sl etc.

  re-enter has no influence going from long to short or visa versa.

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  Paul

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  09/22/2020 at 5:50 PM #145006
  April O’Neil

  Thanks Paul, so, you are explaining me that this part :

  if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sls set target %profit pts

  1 2 3 4 5 6

  if (tradetype=1 or tradetype=3) then if condsell and not shortonmarket then sellshort positionsize contract at market if tradetype=1 then set stop %loss sls set target %profit pts

  Make us sell our long position at market before sellshort? Even if there isn’t the instruction to ? Don’t need something like “if condsell and longonmarket then…” before ?

  

  April O’Neil

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  09/22/2020 at 6:19 PM #145008
  Paul

  if you have tradetype=1, which means you can trade long & short.

  If you are long and have a sell signal, it closes the long position to open a short position. That there is not shortonmarket is correct in my view.

  But if you had longonmarket as you say it would be wrong.

  What would happen if there’s no market position and you get a sell signal. If it’s written like you suggest no short in opened.

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  Paul

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  09/22/2020 at 6:39 PM #145010
  April O’Neil

  I understood, thank you Paul

  

  April O’Neil

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  09/22/2020 at 6:43 PM #145011
  Artemois

  Hi,

  I like the idéa of switching but according to the switching I have seen it has been triggered to late.

  I cannot see how to make the switching earlier without decreasing the SL, it is possible with less then adding a lot of code ?

  

  Artemois

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  09/23/2020 at 12:40 AM #145025
  Paul

  Well if you want earlier switching that could happen by adjusting pente a little, tradeoff is more poor ?signals.
  For the nice equitycurve 1% ts was used, however in general I prefer 1/3 of the stoploss of 1 or 1.5%. I did update the ts percentage, so it could use separate % for long en short. Als a switch to see the difference when using close, highlow or lowhigh. Fast meaningfull profittaking is good. Something for later.

  

  Paul

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  09/23/2020 at 5:04 PM #145095
  April O’Neil

  We hit 2 times in a row strategy max drawdown on DJ 3mV3P3/4.

  Be careful if you plan running on real.

  

  April O’Neil

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  09/23/2020 at 5:19 PM #145096
  Paul

  yes performing bad indeed, here’s pic

  this is with sl 1% , ts 0.33%

  

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  09/23/2020 at 5:23 PM #145099
  danistuta

  Yes, in these days really bad performace also for me :-(((
  Maybe some changes to do?

  

  danistuta

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