Discussing the strategy VECTORIAL DAX (M5)
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- This topic has 1,260 replies, 124 voices, and was last updated 2 months ago by Greger2346.
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03/18/2021 at 5:36 PM #164604
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.
03/22/2021 at 5:17 PM #164946Hello 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.
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03/22/2021 at 9:00 PM #164970You can backtested it in 3m since 2012? Very nice…..
03/23/2021 at 9:30 AM #16500403/23/2021 at 9:47 AM #165006Vectorial 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?
03/23/2021 at 11:31 AM #16501603/23/2021 at 2:06 PM #165037backtest 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
03/23/2021 at 6:23 PM #165080You can backtested it in 3m since 2012? Very nice…..
I can backtest in 1 million barre with standart IG account
03/31/2021 at 12:21 PM #16582410.2 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.
04/13/2021 at 3:48 PM #166963Here’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.
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04/15/2021 at 8:50 PM #167205It’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)
04/17/2021 at 11:01 AM #167315Sorry, 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)
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04/21/2021 at 8:07 AM #167667Thanks again to Paul and Balmora for doing the hard part.
Thanks to you guys, it’s a very big job you did.
05/03/2021 at 10:22 AM #168648Hello 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.
05/03/2021 at 10:24 AM #168653Here is add of screenshot and itf file.
Long only
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