Discussing the strategy VECTORIAL DAX (M5)

• 10/25/2020 at 12:32 AM #148372
  paisantrader

  Paul wrote:

  Hi paisantrader all forgot about that!

  Worked on something else, includes a small part of vectorial on 15 or 30s and based on mfemae. But I expect it to fail bigtime regardless how it looks.

  it does cumulate orders or without

  That looks insane, in the best possible way! 😉

  

  paisantrader

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  10/25/2020 at 9:22 AM #148379
  Nicoeni1

  https://www.prorealcode.com/user/paisantrader

  
  @paisantrader, it seems great, which parameters do you use for dj and Dax please ?🙏

  

  Nicoeni1

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  10/25/2020 at 10:40 AM #148385
  Nicoeni1

  https://www.prorealcode.com/topic/vectorial-dax-m5/page/70/#post-148379

  On timeframe 19s, I found the modification for Dax 😁 and now i’m searching for DJ🤔

  

  Nicoeni1

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  10/25/2020 at 2:13 PM #148408
  Nicoeni1

  Hello, this is the backtest for my DJ-10s for this week.
  Less gain, but less trade than @paisantrader ‘s version.

  

  Nicoeni1

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  10/25/2020 at 3:51 PM #148419
  Alfred

  nonetheless wrote:

  This is the best I could do with it. Added Stochastic Rsi and re-optimised almost everything on a 75/25 WF. Final values are a compromise between what worked best in WF and VRT, but the last 3 months is all out of sample except for the Vectorial values which I left as is. I disabled the historical volatility as it seemed better without it.

  Really excellent piece of work @Tanou, thanks for that!

  This version has been re-optimised, but only 100K bar.

  1 user thanked author for this post.

  Idefix

  

  Alfred

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  10/25/2020 at 5:24 PM #148424
  paisantrader

  Nicoeni1 wrote:

  https://www.prorealcode.com/user/paisantrader

  
  @paisantrader, it seems great, which parameters do you use for dj and Dax please ?🙏

  Here’s the files. I wish I could test them on 200k. But we’ll see next week how it works.

  5 users thanked author for this post.

  d4man, BobOgden, Alfred, Idefix, Paul

  

  paisantrader

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  10/25/2020 at 5:55 PM #148429
  Nicoeni1

  @paisantrader, thanks for the files.👍

  For my Dow version, i add a filter for not retrade 5 bars after an exit.

  

  Nicoeni1

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  10/25/2020 at 6:17 PM #148432
  Paul

  @paisantrader  Thnx I see you left the stop-loss at 2%. That’s too much for a 10s timeframe I think.

  Fortunately if it’s changed to 0.4 or 0.5% it has no or very minimal impact on results, that’s on the dow version.

  

  Paul

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  10/25/2020 at 6:45 PM #148433
  Nicoeni1

  For the Dax version of timeframe 10s, i use the v3p5_v1 and i apply what @Paul said.

  

  Nicoeni1

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  10/26/2020 at 12:12 AM #148446
  josef1604

  @Alfred algo sale mal cuando se activa el MM (DJ-3-min-Vectorial-V10.2_r1.itf)

  , puedes arreglarlo igual, ya que sin el MM da muy buenos resultados

  @Alfred something goes wrong when MM is activated ( DJ-3-min-Vector-V10.2_r1.itf )

  , you can fix it the same, since without the MM it gives very good results

  

  josef1604

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  10/26/2020 at 12:46 AM #148454
  robertogozzi

  @josef1604

  Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums.

  It’s not the first time that happens. Read the rules and respect this community.

  Thank you 🙂

  

  robertogozzi

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  10/26/2020 at 9:25 AM #148480
  paisantrader

  Paul wrote:

  @paisantrader Thnx I see you left the stop-loss at 2%. That’s too much for a 10s timeframe I think.

  Fortunately if it’s changed to 0.4 or 0.5% it has no or very minimal impact on results, that’s on the dow version.

  Thanks for the reminder. I knew I had enabled either the ATR or trailing stop. The trailing stop was set to 0.2 for long and 0.3 for short. I also saw that both of them were enabled. Oops.

  

  paisantrader

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  10/26/2020 at 10:17 AM #148486
  Michael

  The System stopped in the Live modus , because of negativ parameters , in Demo mode no problem

  i guess this ist the case in Line 94 -98

  

  Michael

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  10/26/2020 at 10:26 AM #148490
  Tanou

  Guys, I ws trying to implement this SL to see if results changes but I notices that it could move the SL up and down instead of only up in long positions and down in short ones. Do you have any ideas where the proble could come from? I can’t figure out… 🙁

   

  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 1 //trailing step to move the "stoploss" //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

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  //trailing stop function trailingstart = 5 //trailing will start @trailinstart points profit trailingstep = 1 //trailing step to move the "stoploss"   //reset the stoploss value IF NOT ONMARKET THEN newSL=0 ENDIF   //manage long positions IF LONGONMARKET THEN //first move (breakeven) IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN newSL = tradeprice(1)+trailingstep ENDIF //next moves IF newSL>0 AND close-newSL>=trailingstep THEN newSL = newSL+trailingstep ENDIF ENDIF   //manage short positions IF SHORTONMARKET THEN //first move (breakeven) IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN newSL = tradeprice(1)-trailingstep ENDIF //next moves IF newSL>0 AND newSL-close>=trailingstep THEN newSL = newSL-trailingstep ENDIF ENDIF   //stop order to exit the positions IF newSL>0 THEN SELL AT newSL STOP EXITSHORT AT newSL STOP ENDIF

   

  

  Tanou

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  10/26/2020 at 4:23 PM #148533
  paisantrader

  Now when I have a few different versions running on different timeframes, I noticed one thing.

  If there’s already a position open with a set stoploss and another algo opens a new position, all stoplosses seems to update to the new positions stoploss.

  I have “trailingstoptype2” enabled on those algos and once that one updates, the correct positions SL is updated. So, my guess it’s this one that is the culprit “set stop %loss sll” from when it opens the position? Does it set the SL on all open positions?

  

  paisantrader

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