Discussing the strategy VECTORIAL DAX (M5)

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Viewing 15 posts - 196 through 210 (of 1,239 total)
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  • 08/19/2019 at 6:01 AM #105039
    Stefanb

    I thought it didn’t work because when you start a new algo you have to fill in risk management “Max position size” and there you can not fill in 0.5 contract.

    08/19/2019 at 7:34 AM #105045
    Lombard974

    Good day All

    Thanks everyone for the contributions.. I want to know which version should i use? I am not good at the coding part so its a bit confusing? I am trying to back test it but

    it doesnt want to work. Can anyone help me with an updated code?

    Thank you

    08/19/2019 at 8:15 AM #105047
    juanj

    See Paul’s version 5 posted on page 12 (post #103373). Double-check your time zone

    08/19/2019 at 8:39 AM #105049
    Lombard974

    Thanks Juan

    I want to test it but keeps telling me Backtest exceeds limit of repetitions. I change it to 5 but still it just changes back to 6. If i change it to 4 I get bad results. Can you please explain to me how to change it to test it properly please.

     

    Thank you

     

    08/19/2019 at 8:46 AM #105050
    juanj

    Open the Variable Optimization window (top left of code window). Select walk forward test, change the repetitions to 5 and then select Inactive again to disable walk-forward. You can then rather use the standard optimization if you are looking to optimize for best backtest results. But be warned this will result in curve fitting

    08/19/2019 at 2:50 PM #105076
    Stefanb

    Paul

    Thought of one thing.

    Is it possible to get the algo a little more active by letting it try to take a new position after a position is closed?

    In that way, maybe it can take 2-3 positions a day?

    Or maybe it already does?

    08/19/2019 at 5:05 PM #105078
    Paul

    @Stefanb, it does that already. Just look at the closed positions list.

    It is depended on the reset counter and the values you use for position criteria and how sharp/lose you set your exit criteria.

    08/19/2019 at 5:36 PM #105080
    Stefanb

    Ok, thanks Paul 🙂

    08/19/2019 at 10:39 PM #105097
    axellus

    I am also getting “Your ProBackTest exceeds the limit of repetitions for walk forward optimization”. It works if i put 4 instead of 6. If I put 5 it just changes back to 6 and error again.

    Does it effect the trading system in any way having 4 instead of 6? In a negative way?

     

    08/20/2019 at 9:02 PM #105131
    Sandro2017

    Hello

     

    Here are the results from vectorial DAXM5 and US500 M5 mixed together

     

     

     

     

    08/20/2019 at 9:08 PM #105133
    Sandro2017

    The results are pretty good and it s my real trading account.

    A question: When should we stop with an automated strategy that is winning well and then begins to loose in the future?

    At which moment? When the dradwown exceeds the backtested drawndown?? When the win percentage goes below the backtested win percentage?

     

    Thanks in advance

     

     

     

     

    08/26/2019 at 8:35 AM #105547
    vince_laur
    vince_laur wrote:

    1st week :

    no trades  last week

     

    08/26/2019 at 3:28 PM #105589
    Paul

    @vince_laur No action indeed. It’s curve-fitted with the trading times. Have a test if you set usetimecriteria to 0 and perhaps adjust the starttime.

     

    1 user thanked author for this post.
    avatar vince_laur
    08/26/2019 at 7:36 PM #105610
    GraHal
    axellus wrote:

    Does it effect the trading system in any way having 4 instead of 6? In a negative way?

    No … for trading / Live Forward Testing .
    Yes … for Walk Forward Backtesting (but not necessarily in a negative way).

    Leave it set at 4 until you find out more about Walk Forward Backtesting and want to use it.

    08/26/2019 at 8:15 PM #105616
    vince_laur

    thx Paul, but ratio W/L is better with usetimecriteria set to 1  :

    3,79 vs 2.32

    (based upon 200k backtest)

    so, i prefer not to modify usetimecriteria.

     

    thx anyway

    1 user thanked author for this post.
    avatar Paul
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