Discussing the strategy VECTORIAL DAX (M5)

• 10/07/2021 at 8:30 AM #179166
  VinzentVega

  My experience tells me that the vector strategies posted here, did not work in the months after optimization and all produced more losing trades than winning trades. It seem that they are all overoptimized.

  

  VinzentVega

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  10/07/2021 at 9:38 AM #179173
  Francesco

  GraHal wrote:

  I 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.

  What about the other values? Anyway not comparable to the lot of trades taken on indexes; and also seems not working on 5m timeframe (main timeframe for this strategy) or higher.

  It’s very tricky because i can’t understand what is the key factor.

  

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  10/07/2021 at 10:24 AM #179175
  GraHal

  With at least one trade on Forex we now know its not something weird in the code.

  So key factor has to be … conditions coincident, which should be value dependent?

  Attached results for 100k bars on EURUSD on 5 min TF, 43 trades, average gain £16.63 per trade, spread = 2.

  EDIT / PS
  I forgot to change Algo title, should read Franc Vector EURUSD M5 v1.

   

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  Francesco

  

  GraHal

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  10/07/2021 at 12:26 PM #179182
  phoentzs

  Has anyone ever tried the system on Forex? Perhaps because of the swings of Forex, it works more stable in the long term than on indices? Not a bad idea, actually.

  

  phoentzs

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  10/07/2021 at 12:49 PM #179184
  Francesco

  GraHal wrote:

  With at least one trade on Forex we now know its not something weird in the code.

  So key factor has to be … conditions coincident, which should be value dependent?

  Attached results for 100k bars on EURUSD on 5 min TF, 43 trades, average gain £16.63 per trade, spread = 2.

  EDIT / PS

  I forgot to change Algo title, should read Franc Vector EURUSD M5 v1.

  Does not open any position with your settings, maybe the key factor is my PRT? 🙂

  

  Francesco

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  10/07/2021 at 1:04 PM #179186
  GraHal

  Have you tried increasing to position size = 2 ?

  

  GraHal

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  10/08/2021 at 10:34 AM #179223
  Francesco

  GraHal wrote:

  Have you tried increasing to position size = 2 ?

  I’m trying different options (i figured out how to run some positions) but i’m very busy atm; i’ll come back at you guys when i will have something good.

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  GraHal

  

  Francesco

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  06/12/2022 at 8:05 PM #195172
  antony35170

  Bonjour Balmora74,

  J’ai un indicateur qui devrait bien se marier avec le tien, si çà te tente de développer çà ensemble:

  xxx@xxx

  EDIT par modération: voir règles dans encart jaune en bas de chaque page, pas d’adresse mail svp, merci, ainsi que la règle sur l’usage du même langage que celui du forum où on poste, merci.
  

  EDIT by moderation: please see rules in yellow box at bottom of each page, no email address please, thanks, also please use same language as the one the forum post belongs to, thanks

  

  antony35170

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  07/13/2023 at 11:07 PM #217631
  Monochrome

  Here is the strategy code in english so we know whats actually happening. courtesy of chatgpt.

  # Vector = Angle Calculation PeriodA = 10 NumberOfCandlesA = 15 MovingAverageA = ExponentialAverage(PeriodA, close) AdjustedSlopeA = (MovingAverageA - MovingAverageA[NumberOfCandlesA] * pipsize) / NumberOfCandlesA Angle = ATAN(AdjustedSlopeA) BuyCondition1 = Angle >= 45 SellCondition1 = Angle <= -37 # Vector = Slope and Its Moving Average Calculation PeriodB = 20 NumberOfCandlesB = 35 lag = 5 MovingAverageB = ExponentialAverage(PeriodB, close) Slope = (MovingAverageB - MovingAverageB[NumberOfCandlesB] * pipsize) / NumberOfCandlesB Trigger = ExponentialAverage(PeriodB + lag, Slope) BuyCondition2 = (Slope > Trigger) AND (Slope < 0) SellCondition2 = (Slope < Trigger) AND (Slope > -1)

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  # Vector = Angle Calculation PeriodA = 10 NumberOfCandlesA = 15   MovingAverageA = ExponentialAverage(PeriodA, close) AdjustedSlopeA = (MovingAverageA - MovingAverageA[NumberOfCandlesA] * pipsize) / NumberOfCandlesA Angle = ATAN(AdjustedSlopeA)   BuyCondition1 = Angle >= 45 SellCondition1 = Angle <= -37 # Vector = Slope and Its Moving Average Calculation PeriodB = 20 NumberOfCandlesB = 35 lag = 5   MovingAverageB = ExponentialAverage(PeriodB, close) Slope = (MovingAverageB - MovingAverageB[NumberOfCandlesB] * pipsize) / NumberOfCandlesB Trigger = ExponentialAverage(PeriodB + lag, Slope)   BuyCondition2 = (Slope > Trigger) AND (Slope < 0) SellCondition2 = (Slope < Trigger) AND (Slope > -1)

   

  

  Monochrome

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  05/28/2024 at 4:07 PM #233157
  noisette

  Hi all,

  Does someone still use this strategy?

  US100 code seems to work well without modification.

  Time range could be a way to improve the code.

  Thanks

  

  noisette

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  05/28/2024 at 6:57 PM #233166
  SnorreDK

  What code exactly donu use?

  

  SnorreDK

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  05/29/2024 at 7:40 AM #233179
  noisette

  This one: sys-05-vectorial-us100-v5.0p.itf

  You can download page 7 of attached files.

  

  noisette

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  05/29/2024 at 11:12 AM #233206
  GraHal

  I went through all 40 odd pages of the attached files and could not find sys-05-vectorial-us100-v5.0p.itf you posted above.

  I used the search on this website for sys-05-vectorial-us100-v5.0p.itf you posted above and also googled – ProrealCode “sys-05-vectorial-us100-v5.0p.itf” – no success.

  If you know where sys-05-vectorial-us100-v5.0p.itf is located (Page 7??) please might you right click on the file and post a clickable link to sys-05-vectorial-us100-v5.0p.itf?

  Or do I need more coffee?? 😉

  

  GraHal

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  05/29/2024 at 2:06 PM #233236
  noisette

  Not too much coffee 🙂

  

  noisette

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  05/29/2024 at 2:21 PM #233238
  GraHal

  Thank You

  Aha, as the file you referenced started with sys-05 … it was ‘sys-05’ I was scanning for down the lists on the 40 odd pages of attachments.

  Here is the link to the file …

  https://www.prorealcode.com/wp-content/uploads/2019/07/vectorial-us100-v5.0p-5m.itf

  

  GraHal

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