Discussing the strategy VECTORIAL DAX (M5)

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  • #112097 quote
    GraHal
    Participant
    Master

    Apologies … I see what you mean @Gubben

    Yes you are right we need to add TIMEFRAME (5 minutes ,updateonclose) .

    I must have copied the MTF Pass code from the Vectorial-DAX-v2-WFE-MTF.itf  … as shown below.

    Fifi has added some other lines of code in the file he posted as MTF.itf and it is these extra lines (e.g. VTM=1) that are giving the problems.

    TIMEFRAME(1 minute)
    UT=100
    // ==================controle si operation prise
    if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then
    BUY NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
    
    //================
    if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then
    SELLSHORT NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
    Gubben thanked this post
    #112102 quote
    fifi743
    Participant
    Master

    Gubben

    look how is this file written

    Gubben thanked this post
    Vectorial-DAX-v2-WFE-MTF-1.itf
    #112106 quote
    Gubben
    Participant
    Senior

    So this is the code that should be added in the end of any strategy, and then TF set to 1M? (with the 5 minute MTF added in the beginning)

    //============================controle des positions
    countPOsBUY=10
    countPosSELL=10
    CountTime=250000
    NBPos=0
    //100 et 20
    //POSITION LONGUE
    
    TIMEFRAME(1 minute)
    UT=100
    // ==================controle si operation prise
    if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then
    BUY NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
    
    //================
    if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then
    SELLSHORT NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
    
    TIMEFRAME(1 minute)
    UT=100
    // ==================controle si operation prise
    if countPosBUY=COUNTOFLONGSHARES and CurrentDayOfWeek <6 and CountTime +UT <time and CountTime +(UT*3)>time and open<close then
    BUY NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
     
    //================
    if countPosSELL=COUNTOFSHORTSHARES and CurrentDayOfWeek <6 and CountTime+UT <time and CountTime +(UT*3)>time and open>close then
    SELLSHORT NbPos CONTRACT AT MARKET
    SET STOP %LOSS 2
    endif
    

    Or should these be modified?

    countPOsBUY=10 countPosSELL=10 CountTime=250000 NBPos=0

    Now the strategy runs at least, but I am not sure if this is correct? 🙂

    #112107 quote
    GraHal
    Participant
    Master

    Surely below is part of the Auto-System code and not part of the MTF Pass code??

    countPOsBUY=10
    countPosSELL=10
    CountTime=250000
    NBPos=0
    #112108 quote
    Gubben
    Participant
    Senior

    PRT complained about them not being defined until I added that…? I haven’t really studied this code deeply but was hoping that I would only need to copy paste and have it work 🙂

    #112110 quote
    fifi743
    Participant
    Master

    Gubben

    share the file that I control

    #112111 quote
    Gubben
    Participant
    Senior

    Thanks for the support. It was one of the V6 versions (not sure what the difference is between v6-1 and v6-2). Since I guess I have not understood or implemented the code correctly I just reupload the file without any changes to point out which one I am trying to add the MTF control too.

    What I don’t understand is what to do to not have a syntax error on countposbuy, counttime, nbpos, and countpossell

    Vectorial-DAX-M5-_V6-2.itf
    #112115 quote
    fifi743
    Participant
    Master

    here is
    it is to modify
    timeframe 1M

    I have not tested it

    josef1604, BobFlynn and Edmond thanked this post
    Vectorial-DAX-M5-_V6_MOD.itf
    #112117 quote
    Gubben
    Participant
    Senior

    Great! It still complained about VTM but I put // on that line and it works. That should be OK I guess? 🙂

    Thanks for the help

    #112118 quote
    Vonasi
    Moderator
    Master

    fifi743 – I’m not sure what sort of translation tool you are using for your replies (perhaps the built in one?) but they can sometimes be very poor translations. Perhaps you are using ‘lazy French’ or ‘mobile phone French’ which most translation tools struggle with. English is my mother tongue but often your replies are impossible to understand. Perhaps a few more words, capital letters, apostrophes, commas and hyphens would help the translation tool!

    fifi743 thanked this post
    #112119 quote
    fifi743
    Participant
    Master
    I use google translation
    josef1604 thanked this post
    #112120 quote
    josef1604
    Participant
    Senior

    here is

    it is to modify

    timeframe 1M

    I have not tested it

    This is what I was referring to, but now it gives error in vtm.

    Thanks FIFI

    #112121 quote
    fifi743
    Participant
    Master

    Gubben

    I corrected
    josef1604 and Gubben thanked this post
    Vectorial-DAX-M5-_V6_MOD-1.itf
    #112125 quote
    Gianluca
    Participant
    Master

    hi guys, may i ask the purpose of the MTF addon and in which way that code shoul improve any code?

    #112126 quote
    josef1604
    Participant
    Senior

    https://www.prorealcode.com/topic/vectorial-dax-m5/page/24/#post-111599
    Read from here and you will understand. Fifi has responded in several entries to this, just read to understand

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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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