Discussing the strategy VECTORIAL DAX (M5)

• 03/18/2021 at 5:36 PM #164604
  LaurentBZH35

  Hello @zogzog,

   

  If you are afraid of a big loss, it certainly means you take to big position. Maybe you should start with 0.2 DJI. You will have less psychological pain in case or loss and will run a better code. By this way, you can reintroduce slowly all of part of your benefice and step by step increase your capital.

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  03/22/2021 at 5:17 PM #164946
  LaurentBZH35

  Hello guys,

   

  I did tests on 1M to DJ-3min Vectorial V10.1, V10.2, V10.2_r1 and V3p7he. Results are interesting because all de V10 versions are good now and by past time and the win/loss are not in same time,  so quite good to mix money management.

  5 users thanked author for this post.

  winnie37, Paul, VinzentVega, Nacho, GraHal

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  03/22/2021 at 9:00 PM #164970
  VinzentVega

  You can backtested it in 3m since 2012? Very nice…..

  

  VinzentVega

  Participant

  Topics: 6

  Replies: 115

  Been thanked: 27 times
  03/23/2021 at 9:30 AM #165004
  danistuta

  Could you share .itf of 10 versions?

  Thank you.

  

  danistuta

  Participant

  Topics: 31

  Replies: 70

  Been thanked: 2 times
  03/23/2021 at 9:47 AM #165006
  GraHal

  LaurentBZH35 wrote:

  Vectorial V10.1, V10.2, V10.2_r1 and V3p7he.

  danistuta  they are all in the Attachment List at the top of every Page …. see the blue link with the paper link?

  2 users thanked author for this post.

  Nicolas, Al

  

  GraHal

  Participant

  Topics: 211

  Replies: 8760

  Been thanked: 2175 times
  03/23/2021 at 11:31 AM #165016
  snucke

  10.2 was published here 2020-10-24

  this picture is OOS from that period.

  i would not go as far as to say the results are impressive..

  

  snucke

  Participant

  Topics: 9

  Replies: 143

  Been thanked: 21 times
  03/23/2021 at 2:06 PM #165037
  Paul

  backtest is great, it’s very hard to get such results.

  However the concept with risk its something to realise

  Long takes 2.5% risk, = +/- 800 points now, quite big on 3m.

  If the index for long goes up 0.2% (+/- 64 points) breakeven kicks in at 15 points. It means al the way back when the index was half of what it is now, with a gain of 32 points breakeven was set at 15 points.

  Those wins add to a nice win%, but are they really winners?  Setting it at 0 shows more realistic win% and increases the (recent) payout

  

  Paul

  Participant

  Topics: 40

  Replies: 812

  Been thanked: 660 times
  03/23/2021 at 6:23 PM #165080
  LaurentBZH35

  VinzentVega wrote:

  You can backtested it in 3m since 2012? Very nice…..

  I can backtest in 1 million barre with standart IG account

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  03/31/2021 at 12:21 PM #165824
  LaurentBZH35

  snucke wrote:

  10.2 was published here 2020-10-24 this picture is OOS from that period. i would not go as far as to say the results are impressive.. Attachments:

  It looks quite similare at the back test in my opinion. You just start the code in hard time.

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  04/13/2021 at 3:48 PM #166963
  nonetheless

  Here’s another re-working of the DAX 5m, mostly Paul’s v130 with some minor tweaks.

  Optimization for the strategy is 70/30; stops, target and trail are done on 100%

  Instead of VRT, i made 5 versions with each taking trades on a different day of the week, showing the following range:

  %win:  54.5 – 58.4

  Gain/Trade:  8.3 – 15.9

  Gain/Loss: 1.23 – 1.45

  One thing to be aware of is that the trail is very slow with no breakeven (I left the Breakeven code in but it doesn’t help) so it needs a lot of leeway.

  Thanks again to Paul and Balmora for doing the hard part.

  Total of 11 users thanked author for this post. Here are last 10 listed.

  Nicolas, Fab28, GraHal, Paul, Midlanddave, Fabien6658, bege, Roger, winnie37, OboeOpt

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  04/15/2021 at 8:50 PM #167205
  LaurentBZH35

  It’s interesting in 200k too.

   

  We also can see that we are in market long time (75%) and long and short are very equal ni results (P/R 1.27 for both)

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  04/17/2021 at 11:01 AM #167315
  nonetheless

  Sorry, just realised that I uploaded an incomplete edition, possibly the fault of PRT not saving things properly and possibly the onset of premature senile dementia.

  Either way, this is the final version … I think (final until the next one)

  3 users thanked author for this post.

  LaurentBZH35, Midlanddave

  

  nonetheless

  Participant

  Topics: 83

  Replies: 1237

  Been thanked: 978 times
  04/21/2021 at 8:07 AM #167667
  LaurentBZH35

  nonetheless wrote:

  Thanks again to Paul and Balmora for doing the hard part.

  Thanks to you guys, it’s a very big job you did.

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  05/03/2021 at 10:22 AM #168648
  LaurentBZH35

  Hello guys,

   

  I worked on DJ 3min Vectorial V10.1 from Tanou and optimized all variables in 100k in Long only. I call this code V11. Results looks good with the form of market we have since Covid. Of course it’s interesting if it’s accept that market change with 2020 crisis.

  I share you results in 100k and 1M. I don’t know yet if it’s interesting to work in short version.

  Let me know what do you think about it.

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
  05/03/2021 at 10:24 AM #168653
  LaurentBZH35

  Here is add of screenshot and itf file.

  Long only

  4 users thanked author for this post.

  Midlanddave, ichimoku18, nonetheless, GraHal

  

  LaurentBZH35

  Participant

  Topics: 4

  Replies: 75

  Been thanked: 35 times
• Author
  Posts