Discussing the strategy VECTORIAL DAX (M5)

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Viewing 15 posts - 151 through 165 (of 1,239 total)
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  • 07/20/2019 at 10:08 AM #103008
    volpiemanuele

    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
    Paul

    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
    reb

    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
    Paul

    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
    Psg91450
    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.
    07/21/2019 at 10:25 PM #103081
    GraHal

    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
    Paul

    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.

    5 users thanked author for this post.
    avatar Sandro2017, avatar dar, avatar winnie37, avatar capgros, avatar Balmora74
    07/22/2019 at 8:23 AM #103088
    Psg91450
    @ 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
    winnie37

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

     

     

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

    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
    Paul

    @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!

    1 user thanked author for this post.
    avatar winnie37
    07/22/2019 at 1:48 PM #103104
    Gregg

    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

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

    @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
    Paul

    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.

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

    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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