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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07/03/2021 at 1:37 PM #173046
Mediocre trades that happen often should be the target, not the huge moves that seem unpredictable.
We kinda need 2 strategies in one as we don’t want to miss out on the huge moves when they do happen.
As all huge moves start with a mediocre move …
- If mediocre moves ONLY, then continue to use use Settings A.
- If mediocre moves turns into huge move / strong trend then flip to using Settings B.
Just sharing a few thoughts prompted by what you said.
07/03/2021 at 3:43 PM #173056Well, the problem is obvious. Let’s say there are 10 big moves a month, but 50 mediocre moves … it makes a lot of sense to focus on the mediocre moves. The chance of hitting these trades in the future is much higher. So the system becomes more reliable. I refer to my KISS-EMA-RSI, just enter it in the search … I know, a completely different principle, but due to its principle it covers everything the market offers from 1 point to 200 points. So it is robust, it has been running in the settings since the beginning of the year without any loss of performance. You get what the market gives you. In terms of Dax Vectorial … has anyone tried partial exits? Trade 1 at 0.5% take profit, Trade 2 with trailing. As I said, I would finish my modified version next week.
07/03/2021 at 4:40 PM #173060Ive tried experimenting with all kinds of partial closes, instinctively it seems like a good idea but always results in a lower gross profit.
The only way you can account for a system that will occasionally hit the stop loss is for it to also occasionally hit the tp, and for that you have to let it run.
Same reason that the trail has to be slower than you might think it should be, so the position can stay in play longer with one eye on the bigger prize.
07/03/2021 at 4:45 PM #17306107/03/2021 at 4:55 PM #173062I don’t think using partial close will make your system any more stable, if that’s what you mean.
My approach is to run lots of different systems with different objectives. Some play a long game over several days, others run for a few hours and some scalp a quick gain in a matter of minutes. I find this works better than trying to do it all in one algo.
07/03/2021 at 4:59 PM #17306310/06/2021 at 2:35 PM #179140Hello everyone, i was trying to implement this strategy on forex, but no positions are opened when i try to run the code; seems that the indicted part is this:
123456789101112131415161718// Angleonce periodea= xonce nbchandeliera= xmma= exponentialaverage[periodea](close)adjasuroppo= (mma-mma[nbchandeliera]*pipsize)/nbchandelieraangle= (atan(adjasuroppo))cl1= angle>=xcs1= angle<=-x// Pente and Averageonce periodeb= xonce nbchandelierb= xlag= xmmb= exponentialaverage[periodeb](close)pente= (mmb-mmb[nbchandelierb]*pipsize)/nbchandelierbtrigger= exponentialaverage[periodeb+lag](pente)cl2= (pente>trigger) and (pente<0)cs2= (pente crosses under trigger) and (pente>1)I can’t really understand what’s the problem; any suggestions?
10/06/2021 at 2:43 PM #17914210/06/2021 at 3:17 PM #179144To clarify … x in above refers to different values (not same value)?
Yes, i was just too lazy to put x,y and so on 😀
10/06/2021 at 4:25 PM #17914810/06/2021 at 5:00 PM #179150You could try below as Line 18 to see if trades are then triggered?
Crosses under trigger and pente>1 may rarely occur?
1cs2= (pente < trigger) and (pente>1)Not working 🙁
10/06/2021 at 6:17 PM #17915210/06/2021 at 6:21 PM #17915310/06/2021 at 7:18 PM #179154If you post the .itf that you are using, I would run on my platfrom to see if I get the same results as you / no trades.
It’s all as you see on my first post; i was starting from angle and pente detection before building the rest of the code around it but i stopped because i didn’t figured out how to execute this first part.
123456789101112131415161718192021222324252627282930313233343536373839defparam cumulateorders= falsepos= 1// Angleonce periodea= xonce nbchandeliera= xmma= exponentialaverage[periodea](close)adjasuroppo= (mma-mma[nbchandeliera]*pipsize)/nbchandelieraangle= (atan(adjasuroppo))cl1= angle>=xcs1= angle<=-x// Pente and Averageonce periodeb= xonce nbchandelierb= xlag= xmmb= exponentialaverage[periodeb](close)pente= (mmb-mmb[nbchandelierb]*pipsize)/nbchandelierbtrigger= exponentialaverage[periodeb+lag](pente)cl2= (pente>trigger) and (pente<0)cs2= (pente crosses under trigger) and (pente>1)// Entry Conditionscondbuy= cl1 and cl2condsell= cs1 and cs2// Positionsif condbuy thenbuy pos contract at marketendifif condsell thensellshort pos contract at marketendif// Stop And Targetset stop loss 50set target profit 5010/06/2021 at 10:06 PM #179157I put angles at 10 and -10 and I got 2 x trades on EURUSD on 1 min TF over 10k bars.
Does above work for you?
Off to bed now, I will look at it more tomorrow, but just wanted to get it to trade on Forex! 🙂
Loads of trades on DJI btw.
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