Discussing the strategy VECTORIAL DAX (M5)

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  • #111974 quote
    fifi743
    Participant
    Master

    hi josef 1604

    Hello,
    look at the subject #111839

    josef1604 thanked this post
    #111989 quote
    GraHal
    Participant
    Master

    josef 1604 to save you looking for that post, click on link below

    fifi743 wrote:

    here is the file edit

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    #111998 quote
    Gubben
    Participant
    Senior

    I am a bit out of the loop here. I think I understand the purpose of the MTF addon, but should that code be added anywhere to whichever version of the fifi strategy I’m running?

    So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

    #112000 quote
    Fran55
    Participant
    Veteran

    This versión as a serious problem in this day.

    Please, no run with really money.

    Is bad programa.

    #112003 quote
    GraHal
    Participant
    Master

    This versión as a serious problem

    What is the problem, please elaborate?

    I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

    It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

    #112006 quote
    GraHal
    Participant
    Master

    So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

    Yes

    #112007 quote
    BobFlynn
    Participant
    Senior

    This versión as a serious problem

    What is the problem, please elaborate?

    I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

    It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

    He might be talking about the V6 version that just took a 150ish point losses today.  🙂

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    #112010 quote
    AE
    Participant
    Senior

    There is no problem. This version had an open position last Thursday and right now it has closed with -1,67% lossed. The maximun loss were 90€ in backtest and now is 210€.

    I think Fran55 is concerned for that.

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    #112026 quote
    Marlon
    Participant
    Junior

    But isn‘t this loss a signal, that there might be something wring with the algorithm?

    I think about curve-fitting in the past.

    #112027 quote
    BobFlynn
    Participant
    Senior

    But isn‘t this loss a signal, that there might be something wring with the algorithm?

    I think about curve-fitting in the past.

    I don’t think about it yet. Actually if you look at MAE from previous trades, you can see that it happened a lot, but the bot managed to close limit the damages.  But maybe Fifi or Grahal have another opinion.

    Personally,  just wait for the next few trades and see.

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    #112028 quote
    Gubben
    Participant
    Senior

    Which timeframe should the strategy with the MTF code added run on. 1 minute?

    Is it later than v6 then? In that case I’ll start it whenever v6 stops it’s trades.

    #112029 quote
    AE
    Participant
    Senior

    I´m with you Marlon but it’s true that from last three years, max loss was 90€ and now it’s 200€. Maybe casuality? I don’t know (but I don’t think so).

    Actually if you do a bot very complex, the risk to overfitting it’s to high. I believe in this bot because there are a lot of operations and it’s too difficult to do overfitting with that but today I put it on doubt.

    #112030 quote
    Fran55
    Participant
    Veteran

    This is.

    No casuality.

    As a problem.

    #112031 quote
    BobFlynn
    Participant
    Senior

    The V6 just took 40 points back and closed the position sucessfully. Let’s see what comes next…

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    #112033 quote
    Gubben
    Participant
    Senior

    Is the MTF.itf not necessary to add to the v6?

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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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