Hi everybody. I run Vectorial Dax v2 (WFE) in real mode and PositionSize = 0.5 since the 27th of June 2019. I share the results with you…
Hello,
an order is given and it does not pass or pass.
I retrieve the time and the number of positions.
countPOsBUY=COUNTOFLONGSHARES
CountTime = time
NBPOS=PositionSizeLong
I let the algorithm be read in full.
in a lower unit.
if the conditions are good I give the order to place the order.
ut=100
if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then
BUY PositionSizeLong *NbPos CONTRACT AT MARKET
SET STOP %LOSS 2
ACM=1
endif
ustech version work well with these angles…
CondBuy1 = ANGLE >= 5
CondSell1 = ANGLE <= – 55
Could we adapt fifi743 version?
Was there a long uptrend during the period you backtested over??
Just a few thoughts @winnie37
I spent some time ‘testing the boundaries’ of the Buy/ Sell Angles (I had a version at Angle >= 5 also) and I got good backtest results.
When I then put my critical hat on, I realised that ‘low Buy angles’ had worked when buy & hold would have worked just as good!
Also I noted that a low-ish figure for Buy angle seems to have a corresponding high-ish figure for Sell Angle. I guess this figures as in an uptrend it often needs a steep down move to make a profit?
Having said above, I always keep an open mind and I’d be the first to try a maverick version so I’m going to put your angles into a version and give it a go on Forward Test! 🙂
Which version did you backtest on ustech?
Many thanks Grahal to adapt a maverick version :-)), the version i actually use is this one.
Hello,
here is an example to control that the positions passes
Hello, here is an example to control that the positions passes
Many thanks fifi743.
Please can you (or anybody) explain what the MTF.itf file will do for us?
Do we add the code to any / all Vectorial versions or just the v6-2 version?
example can serve you for your own algorithm.
I do not have an example in photo but I will look.
I think it’s important to install it on all algorithms.
adapt a maverick version
Your Buy 5 and Sell -55 results are image 1 and 2.
I prefer Buy 25 and Sell -35 as image 3 and 4.
I also don’t understand what I should do with the MTF.itf
We need to open the MTF.itf and copy and paste the code into our Vectorials. Check performance results before and after and we should see an improvement.
I’ll let you know later today what results I get.
I don’t understand what … control that the positions passes … means??
A position is a trade, but what problem has there been re the position / trade / order passing? It sounds like when an Order gets rejected then the MTF.itf code will attempt to retrigger the order so that a new / 2nd / 3rd etc Order then gets accepted?? Is this correct anybody please??
Check performance results before and after and we should see an improvement.
I’ll let you know later today what results I get.
Aha … now we know what the MTF.itf does (see last 2 posts above) we cannot backtest to check for improvements because Orders don’t get rejected on Backtest.
So I won’t be letting you know what results I get!! 🙂
