Discussing the strategy VECTORIAL DAX (M5)

• 07/23/2019 at 3:12 PM #103267
  Gregg

  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!!!

  

  Gregg

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  07/24/2019 at 11:21 AM #103324
  Sandro2017

  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

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  BobFlynn, bullbear

  

  Sandro2017

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  07/24/2019 at 11:51 AM #103327
  winnie37

  Could someone backtest the US100 with 200K? 🙂

  

  winnie37

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  07/24/2019 at 12:15 PM #103330
  Sandro2017

  Hello

  Put me the file itf and i will do the test

   

  Bye

  

  Sandro2017

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

  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.

  

  Gregg

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  07/24/2019 at 12:36 PM #103341
  Sandro2017

  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

   

   

   

   

   

  

  Sandro2017

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

  us100, basic strategy not modified

  working on the last bits.

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  winnie37, Sandro2017

  

  Paul

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

  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.

  

  Gregg

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

  alright, both latest versions.

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  BobFlynn, von, nfulcher, reb, capgros, Balmora74, GraHal, Gregg, Sandro2017

  

  Paul

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  07/24/2019 at 3:39 PM #103378
  Sandro2017

  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 🙂 🙂

   

   

   

   

   

  

  Sandro2017

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  07/24/2019 at 6:39 PM #103422
  tba69

  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 !

  

  tba69

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

  @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

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35

  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

   

  

  Paul

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  07/25/2019 at 2:52 PM #103478
  Sandro2017

  @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

  

  Sandro2017

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

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

  

  Paul

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

  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

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  Nicolas

  

  GraHal

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