Discussing the strategy VECTORIAL DAX (M5)

Balmora74 · 2019-02-24T19:49:58+00:00

Hello everybody ! I open this discussion file in order to share dans discuss about the strategy VECTORIAL DAX (M5) you can find here : https://www.prorealcode.com/prorealtime-trading-strategies/vectorial-dax-m5/ Best regards.

Viewing 15 posts - 166 through 180 (of 1,264 total)

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07/23/2019 at 3:12 PM #103267 quote

Gregg
Participant

Average

It’s difficult to admit that a strategy is better with ovrnight and overweek… With the current geopolitical context, I’m really torn about this!!!

07/24/2019 at 11:21 AM #103324 quote

Sandro2017
Participant

Average

Vectorial DAX v2 (WFE) //with Paul contribution
Vectorial US100 v2(WFE) // with bullbear contribution

Hello

I m using this 2 strategies in live trading and for the moment perfect. Let s see in the future. Here are the live trading reports.

Thanks

bullbear and BobFlynn thanked this post

vectoriel-v2.jpg

07/24/2019 at 11:51 AM #103327 quote

winnie37
Participant

Veteran

Could someone backtest the US100 with 200K? 🙂

07/24/2019 at 12:15 PM #103330 quote

Sandro2017
Participant

Average

Hello

Put me the file itf and i will do the test

Bye

07/24/2019 at 12:20 PM #103333 quote

Gregg
Participant

Average

I tried to optimize the code for US100 but the results are not that good. So I’ curious to see your version @Sandro2017 if you don’t mind. I could test it with 200K too if needed.

07/24/2019 at 12:36 PM #103341 quote

Sandro2017
Participant

Average

Here s the file i used ,

my 200000 bars backtest is ok with IG trading broker

test it and put here your backtest results

Thanks

Vectorial-US100-v2-WFE.itf

07/24/2019 at 2:16 PM #103351 quote

Paul
Participant

Master

us100, basic strategy not modified

working on the last bits.

Sandro2017 and winnie37 thanked this post

Screenshot-2019-07-24-at-15.14.52.jpg

07/24/2019 at 2:24 PM #103354 quote

Gregg
Participant

Average

Here is my backtest with @Sandro2017 version. @Paul I tried but I can’t the parameters you use for your v5. And with the v4.5 the results are not fine.

Capture-3.png

07/24/2019 at 3:19 PM #103373 quote

Paul
Participant

Master

alright, both latest versions.

Sandro2017, Gregg, GraHal and 6 others thanked this post

vectorial-dax-v5.0p-5m.itf vectorial-us100-v5.0p-5m.itf

07/24/2019 at 3:39 PM #103378 quote

Sandro2017
Participant

Average

Thanks

I was just looking for the last versions of US100 and DAX codes.

So let s put them both on demo mode.

@paul Can I continue use both v2.0 or do you thing there s a big danger to continue use them. Until now perfect.

Thanks again 🙂 🙂

07/24/2019 at 6:39 PM #103422 quote

tba69
Participant

Junior

Hello Paul,

congratulations for your strategy, the results are very impressive and thank you for sharing.

The only negative thing I found is that at times a trade can last several days. Example on UK100, a trade lasts 3 weeks in August 2018.

For that I saw that you had an option to cut the Friday night, unfortunately profitability drops hugely.

Is this a strategy that you use in real life and with which broker? On IG overnight and overweek fees are important.

Thanks !

07/25/2019 at 2:36 PM #103475 quote
Paul
Participant

Master
@Sandro2017 both have their advantages. Perhaps stay at v2 and run latest in demo to compare

@tba69 good point that trade can last too long.

ps. I don’t run this strategy live just in demo.

Just an idea to cut the days a trade is active without impacting results too much. Once it’s closed it can open a position again in the same direction, so it creates more trades.
```
once closelastingtrades=1
if closelastingtrades then
if (not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket))) then
count=0
endif
if  onmarket then
IF OpenDay <> OpenDay[1] THEN
count = Count + 1
endif
IF count = 1 THEN
if pp>2 then
sell at market
exitshort at market
endif
elsif count = 2  THEN
if pp>1.5 then
sell at market
exitshort at market
endif
elsif count =3  THEN
if pp>1 then
sell at market
exitshort at market
endif
elsif count = 4  THEN
if pp>0 then
sell at market
exitshort at market
endif
elsif count = 5  THEN
sell at market
exitshort at market
endif
ENDIF
ENDIF
```
07/25/2019 at 2:52 PM #103478 quote

Sandro2017
Participant

Average

@Paul Ok thats what im doing at the moment.

I ever heard that a trading robot never can win in the long run. What dou you personally think about that. Do you have already a trading robot that you make you some money for a good time.

The advantages of trading robots for me is that no emotions are present so less trading errors…

Thanks in advance

Sandro

07/26/2019 at 3:03 PM #103568 quote

Paul
Participant

Master

Probably 90% or more robots will fail in the long run I think, especially ones based on a short timeframe.

07/26/2019 at 3:18 PM #103571 quote

GraHal
Participant

Legend

Maybe not if the Systems are re-optimised on a periodic basis (found by reference to WF results) to adapt to changes in the market etc

Nicolas thanked this post
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