Discussing the strategy VECTORIAL DAX (M5)

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02/29/2020 at 1:27 PM #120850 quote

nonetheless
Participant

Master

Alright, got it – I was looking at the order list in the performance window. But the rejection notice just says ‘System error’ … which don’t tell me nuthin.

02/29/2020 at 3:35 PM #120859 quote

GraHal
Participant

Master

nonetheless wrote:

says ‘System error’ … which don’t tell me nuthin.

Yeah I agree, I reckon it’s catch all / rubbish message which is used when there is no specific reason that applies??

I had a System a few days ago getting stopped for ‘System Error’ and it turned out to be the use of While / Wend in the code … Paul helped me remove While / Wend and it has been working a treat ever since, no Rejections / Stoppings at all!

03/08/2020 at 10:40 AM #121467 quote

Alfred
Participant

Average

Hi All

I test the v8, DAX 5M, but seems can’t run properly. Anyone can help? thanks!

Error-1.png

03/08/2020 at 11:43 AM #121473 quote

GraHal
Participant

Master

change timeframe on your platform to 1 minute

Alfred thanked this post

03/08/2020 at 2:19 PM #121483 quote
nonetheless
Participant

Master
@fifi743 — could you please explain how this part of the code works?
```
// ajouter par fifi743
spread=abs(OPEN-CLOSE)
coeff=spread/highest[200](spread)*100
// perfomance
posmax =3
PP=positionperf(0)*100
if pp>ppf then
ppf=pp
endif
// stop hedge
stpposinver =2
```
What I’m seeing in back test is 15 or 20 positions of 1 contract and then a sudden jump up to 3, or whatever the posmax value, then it goes back to 1 for a while before jumping up to 3 again. I’m sure there’s a method at work here, but whatever it is I don’t get it!?? 🤔🤔

Is there any way to make this work with a more conventional money management?

Many thanks!
03/08/2020 at 6:49 PM #121495 quote

fifi743
Participant

Master

nonetheless wrote:

Lines 895 AND 910 ARE posmax X 2 because for me there was a big potential of
Success.
For money management, it’s up to you …..

03/08/2020 at 9:38 PM #121499 quote

nonetheless
Participant

Master

Thanks Fifi, I get it now — posmax is a multiplier, not a fixed amount, so MM applies only to the n value, no problem. 👍

03/12/2020 at 8:01 PM #121997 quote

nonetheless
Participant

Master

@fifi743 — I’ve been so impressed with your v8_MTF that I adapted it for the Nasdaq. Fully optimized over 100k so curve-fit to the past 3 months but seems like it could have potential. There’s so much in the code that I don’t understand, perhaps there other details that should be changed from the DAX version?

NAS-1m-Vectorial-V7_MTF.jpg NAS-1m-Vectorial-V7_MTF.itf

03/13/2020 at 6:49 AM #122013 quote

saturnin
Participant

Senior

hi,

i don’t speak english but see backtest and demo?.why the difference for 11mars?

Annotation-2020-03-13-062524.png

03/13/2020 at 8:49 AM #122022 quote

fifi743
Participant

Master

nonetheless wrote:

You have to redo all long stops and shorts.
Yes, there is surely potential.

03/13/2020 at 10:32 AM #122036 quote

nonetheless
Participant

Master

fifi743 wrote:

You have to redo all long stops and shorts.

Do you mean the sections that are commented ‘Fin Long’ and ‘Fin Short’ (everything after the trailing stop)? I tried altering the value for stpposinver but it doesn’t seem to have any effect. What else should I be looking at? Coeff? Fin? VT?

It’s such an excellent piece of work, really appreciate any suggestions of where to start!

03/13/2020 at 6:19 PM #122083 quote

fifi743
Participant

Master

nonetheless wrote:

From memory
stpposinver is to stop the trailling stop.
stpposinver is activate if it is a hedge position

03/13/2020 at 6:31 PM #122085 quote

fifi743
Participant

Master

Ac, vt or fin me for the graph

03/13/2020 at 6:33 PM #122086 quote

fifi743
Participant

Master

I come to help you no worries

nonetheless thanked this post

03/13/2020 at 7:17 PM #122092 quote

nonetheless
Participant

Master

That would be wonderful! I know these things are time consuming but I’m happy to put in the work if you point me in the right direction. I understand the code up to the trailing stop, after that it’s a mystery…

So far the NAS version is doing well in forward testing, 3 wins today, but with some fine tuning could be better. Thanks again for a very intelligent algo!
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