Discussing the strategy VECTORIAL DAX (M5)

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09/01/2019 at 12:28 PM #106069 quote

Nacho
Participant

Senior

Good morning, in case I miss something that I have not taken into account, why don’t you use version 4.2? For me it is the one that gives the best results with a very tight DD. At the end of July I put in real and I am getting very good results, attached screenshot.

Resultados-Vectorial-4.2.jpg

09/02/2019 at 10:14 AM #106200 quote

Stefanb
Participant

Senior

According to my back test, V5 is better with less DD.

In addition, it has performed really well since it was made in April

Balmora.jpg

09/02/2019 at 10:17 AM #106202 quote

Stefanb
Participant

Senior

I use size 0.5.

Even with 1 contract, V5 has lower DD..

But does V2 make a bigger profit?

09/02/2019 at 6:43 PM #106265 quote

Conny Gustafsson
Participant

Average

@Stefanb what settings are you running? usetimecriteria etc?

09/03/2019 at 5:50 PM #106384 quote

nfulcher
Participant

Average

I’ve just finished reading this thread – looks like a great strategy.

I’m still finding my way around PRT and IG and would like to confirm something. Regarding the backtesting done by various people above, is that on the Germany 30 ‘CFD’ account or ‘Spreadbet’ account (and is there a way to tell from the posted results)?

Thanks.

09/03/2019 at 5:53 PM #106385 quote

Balmora74
Participant

Veteran

@nfulcher

CFD Germany30 with IG Markets.

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09/03/2019 at 6:29 PM #106394 quote

Nacho
Participant

Senior

Good, when I wrote I could not study version 5 quietly, but this is better, having a drowdown less than laitad that 4.2 is preferable to activate version 5.0 with 2 contracts to activate 4.2, since it would take less money and earn plus. Thanks for putting backtest with 200,000 candles.

09/03/2019 at 6:46 PM #106397 quote

Balmora74
Participant

Veteran

@Nacho

Backtest with 200k candles / PositionSize = 1 / Spread = 1 with these variables :

once tradeschedule = 0 //[0]=full; [1]=morning; [2]=lunch; [3]=afternoon
once resetcounter = 1 //[0]=default; [1]=experiment (both connected by position criteria)once enablesl = 1 // stoploss
once enablept = 0 // profit target
once enablets = 1 // trailing stop
once enablebb = 0 // bollingerband exit (add bb as indicator to have it visually) (all can be combined)

BobFlynn thanked this post

Capture-décran-2019-09-03-19.47.48.png Capture-décran-2019-09-03-19.48.03.png Capture-décran-2019-09-03-19.48.10.png Capture-décran-2019-09-03-19.48.22.png

09/03/2019 at 6:54 PM #106403 quote
AE
Participant

Senior
Hi @Balmora74

Thanks you for this fantastic strategy. Two questions:
1. Which variables do you recomend to check in order to fit to the market (maybe the angle? the MAs?)
2. How many ofen do you recomend check this variables?
Thanks again!
09/03/2019 at 7:09 PM #106405 quote
Balmora74
Participant

Veteran
Thanks @AE

QUESTION 1

You can play with :

ONCE PeriodeA = 10
ONCE nbChandelierA= 15
ONCE PeriodeB = 20
ONCE nbChandelierB= 35
ONCE lag = 1.5

and also the variable “pente”

In order to help you in this work you can had these 2 indicators
```
PeriodeA = 10  //Période de la MM
nbChandelierA= 20 // Nombre de chandeliers sur lesquels on évalue la pente
MM = Exponentialaverage[PeriodeA](close)
//pente = (MM-MM[nbchandelierA])/nbchandelierA
//trigger = Exponentialaverage[Periode](pente)
ADJASUROPPO = (MM-MM[nbchandelierA]*pipsize) / nbChandelierA
ANGLE = (ATAN(ADJASUROPPO))


RETURN angle as "Angle"
```
```
PeriodeB = 30  //Période de la MM
nbChandelierB = 40 // Nombre de chandeliers sur lesquels on évalue la pente
lag = -10

MM = Exponentialaverage[PeriodeB](close)
pente = (MM-MM[nbchandelierB]*pointsize)/nbchandelierB
trigger = Exponentialaverage[Periodeb + lag](pente)
//ADJASUROPPO = (ABS(MM-MM[nbchandelierB]*pointsize)) / nbChandelierB
//ANGLE = (ATAN(ADJASUROPPO))


RETURN Pente as "Pente", trigger as "Trigger"
```
See attached piece for the graphical configuration of these indicators.

For your question number 2 = It’s a good question 🙂

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Capture-décran-2019-09-03-20.12.22.png
09/03/2019 at 9:30 PM #106409 quote
nfulcher
Participant

Average
Balmora74 wrote:

@nacho

Backtest with 200k candles / PositionSize = 1 / Spread = 1 with these variables :

once tradeschedule = 0 //[0]=full; [1]=morning; [2]=lunch; [3]=afternoon

once resetcounter = 1 //[0]=default; [1]=experiment (both connected by position criteria)once enablesl = 1 // stoploss

once enablept = 0 // profit target

once enablets = 1 // trailing stop

once enablebb = 0 // bollingerband exit (add bb as indicator to have it visually) (all can be combined)

I’ve backtested this tonight using 100,000 and got the following results. This is nowhere near the 95% gain you got above. Is this due to the backtest period.

I’ve used the following variables:
```
//strategy
once periodea = 10
once nbchandeliera= 15
once periodeb = 25 //20
once nbchandelierb= 35
once lag = 1.5
```
Screenshot-2019-09-03-at-21.28.56.png Screenshot-2019-09-03-at-21.29.38.png Screenshot-2019-09-03-at-21.30.18.png
09/04/2019 at 9:02 AM #106442 quote

tba69
Participant

Junior

Google traduction :

Hello Balmora74,

thank you again for your strategy and the idea of giving the corresponding indicators helps to better understand it.

I test this strategy in real and demo, actually I also find some trade differences if the trailing stop is affected at the same time or not.

Moreover, I was able to test strategies in M1 and the problem can be very important with SL affected in real while demo we did a TP.

In demo there are also overnight and overweek charges that are not taken into account.

Regarding the stop follower, I noticed that often the gain realized is well below the maximum gain possible on a position (in the table MFE).

Is there the possibility to modify the variables of this trailing stop which is based on the ATR?

Have a good day.

09/04/2019 at 9:28 AM #106448 quote

Nicolas
Keymaster

Master

@tba69

Only english speaking in english forums sections of the website please.

09/04/2019 at 12:06 PM #106473 quote

Stefanb
Participant

Senior

I have had different versions of this code live but now I am considering increasing size of contracts.

Have some € 100 in profit on this code and might as well bet the “profit”

Now I use v5.

Will start with 3 contracts.

Do you have the code live or on demo?

09/04/2019 at 1:04 PM #106477 quote

GraHal
Participant

Master

@Stefanb … might be better to wait until you are £1000 in profit and then bet £100 of the free money?

That way you will still be happy even if it goes wrong?? 🙂

I am still in Demo with Vectorials, but I will be going Live as soon as PRT v11 is provided by IG.

If anybody wants to enter performance in the Log below for any version – Forward Test on Demo or Live using live data – then we may all help each other?

Forward Test – Sys Perf

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