Discussing the strategy VECTORIAL DAX (M5)

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07/20/2019 at 10:08 AM #103008 quote

volpiemanuele
Participant

Veteran

ok, thanks.

The final version that I can test with my MM is 4.2 or 4.3 ? Thanks

Emanuele

07/20/2019 at 6:20 PM #103022 quote

Paul
Participant

Master

4.3

Probably best to set all values for pclong/pcshort to 100 so it doesn’t influence your MM.

07/21/2019 at 6:47 AM #103042 quote

reb
Participant

Master

Hi Paul

Very impressive

You define 3 time periods (Morning, lunch, Afternoon), why don’t you do any trade between 13h30 and 16h in your test with v4.3 ?

Reb

07/21/2019 at 9:41 AM #103057 quote

Paul
Participant

Master

Hi Reb

It’s curve-fitted. Found poor performance between those hours and without trading & using the signals in that period the average gain almost doubled with less trades and in result a better equity-curve.

Important to the results is to maintain the position over the weekend and the stoploss of 2%.

07/21/2019 at 7:18 PM #103078 quote

Psg91450
Participant

Junior

Good-morning Paul,
I need help.
My problem is the following I can not switch to real mode with Proorder Trading.(vectorial-dax-v4.3p-5m.itf)
Here is the attached piece
thank you.

Capture-d’écran-2019-07-21-à-20.02.27.png

07/21/2019 at 10:25 PM #103081 quote

GraHal
Participant

Master

I cant read the French, but I reckon you need to …

Drop the Walk Forward cycles to 5.

Comment out the line in the code starting with … GRAPH.

07/21/2019 at 11:07 PM #103082 quote

Paul
Participant

Master

latest version vectorial – dax v4.4p 5m

Main focus was handling last entry time trades on Friday and the position in weekend/holiday. Although keeping a position in the weekend gives better results, it’s a risk.

I mentioned the poor quality of entries in the morning and therefore was a bit surprised to see results without bb&ts of the morning strategy. (who does check that anyway?)

It closes on signal in the other trading blocks and has a stoploss active (2%). Make sure to activate closeonweekendprofit = 1 and of-course use usetimecriteria =1

At the moment I consider it finished for the dax. Thanks to balmora74 for posting the strategy.

Advise to run in it in demo first. Coding often gives unexpected results.

Haven’t run this strategy live…yet.

@Psg91450 your problem I think is mentioned in page 9. You could try this version.

Balmora74, capgros, winnie37, dar and Sandro2017 thanked this post

vectorial-dax-v4.4p-5m.itf

07/22/2019 at 8:23 AM #103088 quote

Psg91450
Participant

Junior

@ Grahal
Thank you Grahal for your help.

@Paul
Thank you Paul for the return and for sharing information is Ok for me.

As you can see, I am new to automatic trading.
Delighted to have discovered Prorealcode bravo and thanks to Nicolas.
I am learning a lot with you all through your positions and I hope to be able to join you soon to bring my little stone to the building.
Thanks again.

Good day to everyone.

07/22/2019 at 8:48 AM #103089 quote

winnie37
Participant

Veteran

Thanks Paul! I noticed an old US100 version. Would you be able to adapt it with lastest improvments. Is it worth running it?

Vectorial-US100-V2M5.itf nasdaq.jpg

07/22/2019 at 10:56 AM #103096 quote

auvergnat
Participant

Veteran

Hi Paul

About “I mentioned the poor quality of entries in the morning and therefore was a bit surprised to see results without bb&ts of the morning strategy. (who does check that anyway?)”

Have you tried others degre or pente parameters only for morning entries?

07/22/2019 at 12:05 PM #103099 quote

Paul
Participant

Master

@winnie37 Thanks I will ‘ve a look

@auvergnat No I haven’t. If trading in the morning and optimising for that, then you don’t exit on other signal in say lunchtime, only on bb/ts/sl/pt and as such the entry must be good.

You can try alter the full trading times to your liking and set the same time also below the entry codes. Just set tradeschedule = 0 and usetimecriteria = 0. Keep us informed how it goes!

winnie37 thanked this post

07/22/2019 at 1:48 PM #103104 quote

Gregg
Participant

Average

Hi @paul,

between the v4.2 and your latest version v4.4, the 4.2 seems to be more productive (the profits are a bit better and the max % drawdown slower). But maybe the latest version is safer…?

The screenshot is a test with no reinvest and positionsize=1.

Gregg

DAX-M5-v4.2-vs-v4.4.png

07/22/2019 at 2:15 PM #103112 quote

Paul
Participant

Master

@Gregg Thanks I will ‘ve a look. I ditched it because it not the correct way to reset the counter. Perhaps leave it in as an option?

07/22/2019 at 3:43 PM #103122 quote

Paul
Participant

Master

vectorial – dax v4.5p 5m

my advise is to use resetcounter=0 default en set the positioncriteria high so there are no restrictions on the number of trades.

vectorial-dax-v4.5p-5m.itf

07/23/2019 at 1:40 PM #103243 quote

Paul
Participant

Master

Well, that morning entry from last friday, which was at the time poor and almost on the day high, came out swinging!

started it in demo later on, but very interesting to see how it goes. It needed a stoploss of 2% indeed.

above I found in the morning session trade not to take ts or bb and only go on signal in lunch & afternoon. It’s almost 300 points up from it’s low point and about 170 points in profit now
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