I’m the same on the two shown in attached … no trades all week … weird or maybe not due to the planets not crossed this week?? 🙂
Try to make a backtest with the same period to compare with the live.
no trades all week
I spoke too soon … see attached!! 🙂
@GraHal yes, I got that same trade too. Interesting that the DAX seems to have turned the corner first to start going long again. First of many, let’s hope.
As I have now joined the Kool Kidz on PRT Premium, I’ve finally been able to re-jig the original DOW version at 200k. See below for WF and VRT. I tried various final optimizations and picked the one that did best on the robustness score.
Eventually I’ll get around to doing the other versions – NAS, DAX and SP prob in that order. By now I’m fairly convinced that the basic architecture is sound so no reason it shouldn’t be adapted for any major index. Eventually.
GOOD JOB @nonetheless ! I will test !
Impressive !
Is it the same money management in versions 3.6 and 4 ?
same money management
Yes, that is unchanged. Be sure to check your leverage. As far as I know, unless you’re a professional client or your account is in Switzerland it won’t be .005, more likely .05
If I want to launch the robot in real account because the demo account is not reliable.
To launch the strategy without taking too much risk in 5 min
DJ mini € 1
// Definition of code parameters
DEFPARAM CumulateOrders = false // Cumulating positions deactivated
DEFPARAM preloadbars = 5000
//Money Management DOW
MM = 0 // = 0 for optimization
if MM = 0 then
positionsize=0.5
ENDIF
if MM = 1 then
ONCE startpositionsize = .4
ONCE factor = 10 // factor of 10 means margin will increase/decrease @ 10% of strategy profit; factor 20 = 5% etc
ONCE factor2 = 20 // tier 2 factor
ONCE margin = (close*.005) // tier 1 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE margin2 = (close*.01)// tier 2 margin value of 1 contract in instrument currency; change decimal according to available leverage
ONCE tier1 = 55 // DOW €1 IG first tier margin limit
ONCE maxpositionsize = 550 // DOW €1 IG tier 2 margin limit
ONCE minpositionsize = 0.5 // enter minimum position allowed
Position size : 0.5
once minpositionsize : 0.5 ?
It’s correct ? Because the Once minimum size does not change anything at the backest…
If mm is deactivated your position size will be the line 7.
If you activate the mm you have to manage position sizes with lines 16 and 17 for maximum and minimum.
In your code mm is deactivated, so the once minpositionsize : 0.5 does not change anything.
It’s Ok FRANCESCO !
The FIRST OPERATION on MOTHER DAX V1 for me.
if MM = 0 then
positionsize=1
ENDIF
TIMEFRAME(2 hours,updateonclose)
Good evening,
Move lines of code as attached
Hi Fifi, does that make a difference? if it’s above or below?
Hi Fifi, does that make a difference? if it’s above or below?
Hi nonetheless
I wanted to answer Florian, but when I reread I had misunderstood the question.
Otherwise the MM code is good
Here’s a variation with @Fifi743’s mod of v2 – uses CumulateOrders instead of MM.
Thanks Fifi!
Thanks for some awsome job on coding! Looks really promising.
A newbie-question from me, max nr of contract when starting the algo in proorder must be what for MM to work?
I use 1 contract in code and MM active.
