Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 106 through 120 (of 1,264 total)
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  • #99226 quote
    Zebra
    Participant
    Average

    I

    It does not even carry out one operation.

    Does the code use volume? There is no volume on Forex.

    Or maybe there is *pipsize missing somewhere?

    I might try it later on eurusd and see what I get and I’ll let you know.

    It was about different pipsize. Check out the first page of the thread.

    #99252 quote
    CKW
    Participant
    Veteran

    Hi,

    I think changes below should works for EURUSD but equity curve does not look good at first glance. Some optimization needed.

    //ADJASUROPPO = (MMA-MMA[nbchandelierA]*pipsize) / nbChandelierA
    ADJASUROPPO = ((MMA-MMA[nbchandelierA])/Pointsize) / nbChandelierA
    
    ......
    
    //pente = (MMB-MMB[nbchandelierB]*pipsize) / nbchandelierB
    pente = ((MMB-MMB[nbchandelierB])/Pointsize) / nbchandelierB
    
    ......
    //atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)*pipsize)/1000
    atrtrail = AverageTrueRange[atrtrailingperiod]((close/10)/Pointsize)/1000
    

    I understand how ATR works but not sure the reason for “(close/10)” and divide by “1000” ? Anyone can share with me?

    br,

    CKW

    #100120 quote
    winnie37
    Participant
    Veteran

    Could you please post it ?

    #100123 quote
    winnie37
    Participant
    Veteran

    an optimisation does already exist on DJIA?

    Yes i forgot it 🙂

    could you post it please?

    #100126 quote
    winnie37
    Participant
    Veteran

    I post here the last version of the code :

    Vectorial DAX v2 (WFE) //with Paul contribution

    Vectorial US100 v2(WFE) // with bullbear contribution

    I think it is also possible to have good results on CFD Wall Street (DJIA)

    I don’t succeed in having good results with WF on Ustech100. What are your settings?

    #102299 quote
    julienbat
    Participant
    Junior

    Hey guys,

    This looks amazing!

    Did someone adapted and tested this code on TradingView by any chance?

     

    best,

    j.

    #102311 quote
    Vonasi
    Moderator
    Master

    julienbat – These forums are dedicated to the ProRealTime platform and ProRealCode. They are not a place to discuss other coding platforms or languages. Conversion of strategies from other platforms or languages can usually be carried out for free but the other way round is an available paid for service which you can request here:

    Trading Programming Services

    If you are not interested in a paid for conversion then perhaps a TradingView forum is a better place to discuss a TradingView version of this strategy rather than ask about it here.

    #102321 quote
    winnie37
    Participant
    Veteran

    julienbat – These forums are dedicated to the ProRealTime platform and ProRealCode. They are not a place to discuss other coding platforms or languages. Conversion of strategies from other platforms or languages can usually be carried out for free but the other way round is an available paid for service which you can request here:

    https://www.prorealcode.com/trading-programming-services/

    If you are not interested in a paid for conversion then perhaps a TradingView forum is a better place to discuss a TradingView version of this strategy rather than ask about it here.


    @Julienbat

    The simpliest is to join the incredible tool and community of PRT :-). Welcome!

    Nicolas thanked this post
    #102348 quote
    Paul
    Participant
    Master

    this strategy is tough to improve with the settings as is.

    But found a way and very simple. Here’s a pic and will post later more.

    winnie37, GraHal, Balmora74 and AE thanked this post
    Screenshot-2019-07-10-at-13.59.02.jpg Screenshot-2019-07-10-at-13.59.02.jpg
    #102361 quote
    winnie37
    Participant
    Veteran

    this strategy is tough to improve with the settings as is.

    But found a way and very simple. Here’s a pic and will post later more.

    Impatient to know more about it :-). One of my live systems.

    #102363 quote
    Balmora74
    Participant
    Veteran

    Hi Paul. I also run the same version VECTORIAL  v2 (WFE) but i don’t have the same Profit factor and Equity Curve…

    See what i have on 200k backtest with spread = 1.

    Perhaps you use a different spread ?

    Capture2.png Capture2.png Capture3.png Capture3.png
    #102404 quote
    AE
    Participant
    Senior

    I can’t wait any longer, you’ve got us on fire!

     

    Please tell us something 🙂

    winnie37 thanked this post
    #102425 quote
    Paul
    Participant
    Master

    Stay tuned. Almost finished and will publish soon!

    @Balmora74 Yes spread =1 !

    @AE  lunchtime! (it all started from there)

    winnie37 thanked this post
    Screenshot-2019-07-11-at-06.37.09.jpg Screenshot-2019-07-11-at-06.37.09.jpg
    #102427 quote
    winnie37
    Participant
    Veteran

    Stay tuned. Almost finished and will publish soon!

    @Balmora74 Yes spread =1 !

    @AE lunchtime! (it all started from there)

    yes, we stay!!!!! 🙂 Could you publish the backtest with DD?

    #102440 quote
    Stefanb
    Participant
    Senior

    Paul 🙂

    Really exciting!!!

    winnie37 thanked this post
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Discussing the strategy VECTORIAL DAX (M5)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
1 year ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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