Discussing the strategy VECTORIAL DAX (M5)

• 09/23/2020 at 5:39 PM #145100
  Paul

  I’ve a code for closing on market change.

  But if you have a equitycurve which is nice, it’s always not so nice if you zoom in closely because it will always go trough up & downs.

  Don’t run a code instantly live, but in demo. Or if live very small for testing.

  The main difference what i’am testing is wf on a 10k bars. It would’ve prevented some losses. But i’am not convinced atm.

  // reversal exit once longexit =0 once shortexit=1 if longexit then if longonmarket then minrangedistL=3 cl1=close<open and close[1]<open[1] and close[2]<open[2] cl2=(close=low or close[1]=low[1] or close[2]=low[2]) cl3=(range>(close/1000)*minrangedistL or range[1]>(close[1]/1000)*minrangedistL or range[1]>(close[1]/1000)*minrangedistL) if cl1 and cl2 and cl3 then sell at market endif endif endif if shortexit then if shortonmarket then minrangedistS=1.5 cs1=close>open and close[1]>open[1] and close[2]>open[2] cs2=(close=high or close[1]=high[1] or close[2]=high[2]) cs3=(range>(close/1000)*minrangedistS or range[1]>(close[1]/1000)*minrangedistS or range[1]>(close[1]/1000)*minrangedistS) if cs1 and cs2 and cs3 then exitshort at market endif endif endif

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26

  // reversal exit once longexit =0 once shortexit=1 if longexit then if longonmarket then minrangedistL=3 cl1=close<open and close[1]<open[1] and close[2]<open[2] cl2=(close=low or close[1]=low[1] or close[2]=low[2]) cl3=(range>(close/1000)*minrangedistL or range[1]>(close[1]/1000)*minrangedistL or range[1]>(close[1]/1000)*minrangedistL) if  cl1 and cl2 and cl3 then sell at market endif endif endif   if shortexit then if shortonmarket then minrangedistS=1.5 cs1=close>open and close[1]>open[1] and close[2]>open[2] cs2=(close=high or close[1]=high[1] or close[2]=high[2]) cs3=(range>(close/1000)*minrangedistS or range[1]>(close[1]/1000)*minrangedistS or range[1]>(close[1]/1000)*minrangedistS) if  cs1 and cs2 and cs3 then exitshort at market endif endif endif

   

  3 users thanked author for this post.

  javi cano, Alfred

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  09/23/2020 at 6:05 PM #145104
  danistuta

  I gave a test, very similar equity curve with 100k, but less lost in this last period…why you are not convinced of atm?

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  09/28/2020 at 5:45 PM #145740
  Paul

  Because of the results of previous post. It’s not a run & win code, even the equitycurve looks like it. However it’s picking up.

  Also for those interested. Have a look at 1 minute, this while not using rsi stochastics.

   

  1 user thanked author for this post.

  MAKSIDE

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  09/28/2020 at 7:53 PM #145763
  danistuta

  I have not this results with 1 minute timeframe, which version did you use?

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  09/29/2020 at 6:09 AM #145795
  Paul

  there are always changes, but the settings I used on 1 m

  // once periodea = 60 //60 once nbchandeliera = 30 //30 once periodeb = 60 //60 once nbchandelierb = 75 //75 once test1=3 //long if test1=1 then value1a=close value2a=close elsif test1=2 then value1a=high value2a=low elsif test1=3 then value1a=low value2a=high elsif test1=4 then value1a=totalprice value2a=totalprice elsif test1=5 then value1a=typicalprice value2a=typicalprice endif mma = exponentialaverage[periodea](value1a) adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera angle = (atan(adjasuroppo)) mmb = exponentialaverage[periodeb](value2a) pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb trigger = exponentialaverage[periodeb](pente) cb1 = angle >= 40 cs1 = angle <= -40 cb2 = (pente crosses over trigger) and (pente >-2 and pente < 4) cs2 = (pente crosses under trigger) and (pente >-4 and pente < 2)

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41

  // once periodea      = 60  //60 once nbchandeliera = 30 //30 once periodeb      = 60 //60 once nbchandelierb = 75 //75   once test1=3 //long if test1=1 then value1a=close value2a=close   elsif test1=2 then value1a=high value2a=low   elsif test1=3 then value1a=low value2a=high   elsif test1=4 then value1a=totalprice value2a=totalprice elsif test1=5 then value1a=typicalprice value2a=typicalprice endif   mma = exponentialaverage[periodea](value1a) adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandeliera angle = (atan(adjasuroppo))   mmb = exponentialaverage[periodeb](value2a) pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierb trigger = exponentialaverage[periodeb](pente)   cb1 = angle >= 40 cs1 = angle <= -40   cb2 = (pente crosses over  trigger) and (pente >-2 and pente < 4) cs2 = (pente crosses under trigger) and (pente >-4 and pente < 2)

   

   

  1 user thanked author for this post.

  winnie37

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  09/29/2020 at 8:38 AM #145808
  danistuta

  Hi Paul, I tried the code but I have a little bit different results, is it possible to have the complete code or .itf for testing?

  Thank you very much.

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  09/29/2020 at 1:43 PM #145831
  Paul

  Hi, I’ve no more updates or releases planned on this strategy.

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  09/29/2020 at 2:53 PM #145844
  danistuta

  Ok, Just the modified version for 1 minute timeframe if possible, thanks.

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  09/29/2020 at 5:26 PM #145878
  Tanou

  Hello everyone!

  First I’d like to thank you for sharing this code that I would like to implement/inspire!

   

  My code “DJ 3m Vectorial V3” was running perfectly and stopped trading on the 16th of september but still online. I copy and paste it in a new proorder and it runs perfect again… The first code is still online but does not trade and the copied one is taking some position, as it should.

   

  As someone any ideas of what it could come from?

   

  Thanks 😀

  

  Tanou

  Participant

  Topics: 18

  Replies: 153

  Been thanked: 29 times
  09/29/2020 at 6:34 PM #145883
  volpiemanuele

  Hi, below the strategy with new function by Paul. Many Thanks

  7 users thanked author for this post.

  javi cano, Idefix, Paul, Léo, vcharlesc, GraHal, Balmora74

  

  volpiemanuele

  Participant

  Topics: 35

  Replies: 189

  Been thanked: 49 times
  09/29/2020 at 9:04 PM #145895
  GraHal

  volpiemanuele wrote:

  strategy with new function by Paul

  Please do you know if the above .itf is set up for UTC +2 (as Paul is UTC+2?)

  Massive Thank You to Paul, Nonetheless and Balmora74 for the evolution of this excellent strategy!

   

  2 users thanked author for this post.

  Paul, Gubben

  

  GraHal

  Participant

  Topics: 214

  Replies: 8830

  Been thanked: 2201 times
  09/29/2020 at 9:55 PM #145902
  Artemois

  Yes I would say UTC+2 since it can close trades fridays at 2200 and that is the same time zone as mine.

  A big thanks to all of You for sharing codes. It’s really inspiring as a beginner

  Cheers

  2 users thanked author for this post.

  Paul, GraHal

  

  Artemois

  Participant

  Topics: 0

  Replies: 24

  Been thanked: 6 times
  09/30/2020 at 7:25 AM #145911
  volpiemanuele

  Yes, UTC+2

  1 user thanked author for this post.

  GraHal

  

  volpiemanuele

  Participant

  Topics: 35

  Replies: 189

  Been thanked: 49 times
  09/30/2020 at 8:19 AM #145915
  VinzentVega

  Well, my results with the 1m-strategy are completly different.

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 115

  Been thanked: 27 times
  09/30/2020 at 8:45 AM #145920
  GraHal

  @VinzentVega  you show an Algo title containing 3m / 3 Min, but you backtested at 1 min TF.

  

  GraHal

  Participant

  Topics: 214

  Replies: 8830

  Been thanked: 2201 times
• Author
  Posts