Discussing the strategy VECTORIAL DAX (M5)

• 10/20/2020 at 10:49 AM #147879
  Paul

  Yes indeed both are active. But long the way it is doesn’t work on my version either. How is it when only short is active? Are the results still worse?.

  I did update this but prefer to wait and see what other solutions come up.

  about WF, look at page 62 top post. Walk forward on only 2 parameters from rsi stochastic. Another way is the heuristics engine which I use currently also on the rsi and resets every week. It wouldn’t prevented the loss from yesterday, only the update above would’ve.

   

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  10/20/2020 at 1:27 PM #147901
  danistuta

  Today seems the same behaviuor of yesterday, it started for long position, but market go down 🙁
  Which are the 2 paramters from rsi stochastic to optimize to avoid this big lost? Any other solution?

  Thank you very much.

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  10/20/2020 at 1:35 PM #147904
  Tanou

  Which version are you running?

  

  Tanou

  Participant

  Topics: 18

  Replies: 153

  Been thanked: 29 times
  10/20/2020 at 1:37 PM #147906
  danistuta

  The last version DJ 3min vectorial V3P5.

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  10/20/2020 at 2:28 PM #147915
  Monochrome

  Could use ichimoku with chikou as exit. Prevents getting caught up in a reversal.

  

  Monochrome

  Participant

  Topics: 17

  Replies: 116

  Been thanked: 56 times
  10/20/2020 at 2:40 PM #147919
  MAKSIDE

  danistuta wrote:

  Today seems the same behaviuor of yesterday, it started for long position, but market go down 🙁

  Which are the 2 paramters from rsi stochastic to optimize to avoid this big lost? Any other solution?

  Thank you very much.

  I will try with that i suggest about regressionlinear

  

  MAKSIDE

  Participant

  Topics: 37

  Replies: 343

  Been thanked: 98 times
  10/20/2020 at 3:33 PM #147925
  fifi743

  Hello,
  If I’m too close to fibo 62 I don’t take a position.
  I put 50 points

  

  fifi743

  Participant

  Topics: 10

  Replies: 902

  Been thanked: 418 times
  10/20/2020 at 3:58 PM #147929
  Paul

  maybe we can put the long position on hold then and wait for better buy opportunity with half the stoploss

  (lines from the market resilience indicator 080500-090000)

   

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  10/20/2020 at 4:35 PM #147933
  fifi743

  The edit file

  1 user thanked author for this post.

  Nacho

  

  fifi743

  Participant

  Topics: 10

  Replies: 902

  Been thanked: 418 times
  10/20/2020 at 5:01 PM #147942
  Tanou

  @fifi743, I just tried your code on DJ 3 minutes and no order showed up in 200k candles…

  

  Tanou

  Participant

  Topics: 18

  Replies: 153

  Been thanked: 29 times
  10/20/2020 at 5:10 PM #147943
  fifi743

  BT

  

  fifi743

  Participant

  Topics: 10

  Replies: 902

  Been thanked: 418 times
  10/20/2020 at 5:52 PM #147945
  Paul

  good idea fifi,

  i’am in a hurry, but I tried quickly your idea with the mri indicator. One is unused so I copied that above the entry and tried below.

  // market resilience indicator #2 once mri2=1 if mri2 then timeperiod2start = 080500 timeperiod2end = 090000 if intradaybarindex = 0 then hh2 = 0 ll2 = 0 endif if time >= timeperiod2start and time < timeperiod2end then if high > hh2 then hh2 = high endif if low < ll2 or ll2 = 0 then ll2 = low endif endif fib38b = hh2 fib0b = ll2 //fibobull200b = (fib38b-fib0b)*5.236+fib0b fibobull162b = (fib38b-fib0b)*4.236+fib0b //fibobull124b = (fib38b-fib0b)*3.236+fib0b //fibobull100b = (fib38b-fib0b)*1.618+fib38b //fibobull76b = (fib38b-fib0b)+fib38b //fibobull62b = (fib38b-fib0b)*1.618+fib0b //fibobear62b = (fib0b-fib38b)*.618+fib0b //fibobear76b = (fib0b-fib38b)+fib0b //fibobear100b = (fib0b-fib38b)*1.618+fib0b //fibobear124b = (fib0b-fib38b)*2.236+fib0b fibobear162b = (fib0b-fib38b)*3.236+fib0b //fibobear200b = (fib0b-fib38b)*4.236+fib0b If condbuy and high>fibobull162b-50 and high<fibobull162b then condbuy=0 endif if condsell and low<fibobear162b+50 and low>fibobear162b then condsell=0 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 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45

  // market resilience indicator #2 once mri2=1   if mri2 then timeperiod2start = 080500 timeperiod2end   = 090000   if intradaybarindex = 0 then hh2 = 0 ll2 = 0 endif   if time >= timeperiod2start and time < timeperiod2end then if high > hh2 then hh2 = high endif if low < ll2 or ll2 = 0 then ll2 = low endif endif   fib38b = hh2 fib0b  = ll2   //fibobull200b = (fib38b-fib0b)*5.236+fib0b fibobull162b = (fib38b-fib0b)*4.236+fib0b //fibobull124b = (fib38b-fib0b)*3.236+fib0b //fibobull100b = (fib38b-fib0b)*1.618+fib38b //fibobull76b = (fib38b-fib0b)+fib38b //fibobull62b = (fib38b-fib0b)*1.618+fib0b   //fibobear62b = (fib0b-fib38b)*.618+fib0b //fibobear76b = (fib0b-fib38b)+fib0b //fibobear100b = (fib0b-fib38b)*1.618+fib0b //fibobear124b = (fib0b-fib38b)*2.236+fib0b fibobear162b = (fib0b-fib38b)*3.236+fib0b //fibobear200b = (fib0b-fib38b)*4.236+fib0b   If condbuy and high>fibobull162b-50 and high<fibobull162b then condbuy=0 endif if condsell and low<fibobear162b+50 and low>fibobear162b then condsell=0 endif endif

   

  2 users thanked author for this post.

  Artemois, fifi743

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  10/20/2020 at 6:06 PM #147947
  fifi743

  With the two MRs
  Left screen

  

  fifi743

  Participant

  Topics: 10

  Replies: 902

  Been thanked: 418 times
  10/20/2020 at 7:08 PM #147954
  fifi743

  Cleaned file

  2 users thanked author for this post.

  Artemois, Paul

  

  fifi743

  Participant

  Topics: 10

  Replies: 902

  Been thanked: 418 times
  10/21/2020 at 9:31 AM #147975
  Nacho

  Good morning fifi, when I go to activate it in demo I get an error that cannot be solved. Thank you.

  

  Nacho

  Participant

  Topics: 0

  Replies: 23

  Been thanked: 10 times
• Author
  Posts