Discussing the strategy VECTORIAL DAX (M5)

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04/15/2020 at 11:05 AM #126242 quote

MAKSIDE
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@nonetheless

your version is good.. maybe can we optimize the sl in order to decrease the DDmax .. but in this case, no 100% wins i think.. 😉

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04/15/2020 at 11:07 AM #126245 quote

Francesco
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MAKSIDE wrote:

Francesco wrote:

I got those results..i’m pretty sure i put tradeon on every single entry condition

is it the nonetheless’s version ?

It’s the last fifi version, then i tried to run the rt on the nonetheless version and after i’ve got worse results on 2-10 1-10 i stopped it because it requires a lot of time to complete.

04/15/2020 at 11:11 AM #126248 quote

MAKSIDE
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Veteran

on my side, i used the version 6.5F .. i don’t know if it the fifi’s version 😉 or if it the last of dax

then i applied the TF 4h code above

04/15/2020 at 1:11 PM #126269 quote

nonetheless
Participant

Master

Hi Francesco, check this out: #111465

Vonasi had uploaded an itf of Fifi’s v6 with all the VRT bits in place. I inserted the code values from my version and ran it as is, see below. It won’t win any prizes for robustness but looks acceptable to me, considering the other aspects which are improved.

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DAX-5M-Vectorial-v6.5F-vrt-1.jpg

04/15/2020 at 4:41 PM #126306 quote

GraHal
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Master

nonetheless wrote:

I inserted the code values from my version

Are you talking about this most recent version posted (as an .itf ) in this Topic DAX-5M-Vectorial-x2.itf

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04/15/2020 at 5:46 PM #126318 quote

nonetheless
Participant

Master

No, we were talking about the v6.5F that I posted earlier #126170. It’s an update of fifi’s v6 so I was able to use the same VRT settings.

DAX-5M-Vectorial-x2.itf is a different beast that I posted really as an experiment, doubling the same vectorial code in a higher TF.

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04/15/2020 at 7:16 PM #126328 quote

OboeOpt
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Veteran

Hi!

I am backtesting “Vectorial us100 v5” and want to test it on different instruments. On some instrument it runs the backtest as it should. On others it stops taking positions after a few trades or makes no trades at all.

This is a part of the original code:
// used for sl/pt/ (not used for ts); not to be optimized!
// forex use 0.01; securities use 1, index use 100
// profittargets and stoploss have to match the lines with displaysl/tp/ts set to 1
underlaying=100

If I for example try Forex with the setting 0.01 instead of 100 it still doesn´t work.

“profittargets and stoploss have to match the lines with displaysl/tp/ts set to 1”
Is this the problem and what does it mean tomatch the lines?

04/15/2020 at 7:28 PM #126331 quote

nonetheless
Participant

Master

@OboeOpt that’s a part of Paul’s Underlaying code which has it’s own thread. You can ask him about it here:

Breakeven- en trailingstop on different securities & indexes & forex

04/29/2020 at 6:19 PM #128864 quote

swedshare
Participant

Senior

Hi @nonetheless

Does the version “Dax 5m x2” work in backtest for you after March 26th? I know it’s making trades (alive and kicking in demo) but in backtest it shuts off after that date..? There’s nothing in the code holding it back, right?

EDIT / false alarm! It hasn’t made a trade in demo. Got it mixed up with Mother of D Dax v2. Sorry 🙂

x2-stops.jpg

04/30/2020 at 1:10 AM #128900 quote

boonet
Participant

Senior

nonetheless wrote:

So once I did that, I figured I’d better do the NAS 5M as well. Made a few small changes and re-optimized over the full 200k. Robustness looks acceptable, but could probably be further improved.

Thanks again to Balmora for this exceptional algo, and to everyone else who contributed.

Hi nonetheless,

Thanks for sharing this. I have backtested it and results are very good.

I would like to run this to see if it works on any LSE stocks, but facing issue moving the algorithm to automatic trading with realtime data.

What is the variable which needs assignment of a value here? I get this warning and unable to figure out what and why. Please help and thanks in advance.

PS: Great work Balmora. !!

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error1.png

04/30/2020 at 1:11 AM #128902 quote

boonet
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Senior

Sorted! . Set MM=1

05/02/2020 at 8:35 AM #129339 quote

deleted03052020
Member

New

Can someone attach all latest versions with all indeces in one post that would be great for this long type of thread.

05/02/2020 at 8:52 AM #129343 quote

GraHal
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Master

crazytrader wrote:

Can someone attach all latest versions

All .itf’s are listed under ‘View All Attachments’ at the top of every page of every Thread.

thanked this post

05/05/2020 at 7:07 PM #130122 quote

deleted23092025
Participant

New

I have ran some the versions live so far Vectorical DJI 3m 6.0 +entFilt is the winner. Anyone else who have ran them latest time?

05/06/2020 at 6:23 AM #130161 quote

bertrandpinoy
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Veteran

demo test since April 22. no loss on CAC40.

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