Discussing the strategy VECTORIAL DAX (M5)

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09/26/2019 at 5:33 PM #108616 quote

Fran55
Participant

Veteran

Si… Yo.

09/29/2019 at 10:02 PM #108820 quote

Sandro2017
Participant

Average

Hello

Here are the results of the last week Vectorial DAX and USTECH V2

Good night

Sandro

Ipsch, Edmond and reb thanked this post

vecto29sept.jpg

10/01/2019 at 11:53 AM #108973 quote

reb
Participant

Master

Hello Sandro2017

Thks for this report

Could you give us the report for each strategy pls ?

(I’m more interested by the Dax strat)

Reb

10/02/2019 at 2:50 PM #109102 quote

fifi743
Participant

Master

Hello, here is my version.
I add a filter and a hedge.
you have to play with posmax

Balmora74, Paul, Ipsch and 3 others thanked this post

Capture-d’écran-147.png Capture-d’écran-148.png Vectorial-DAX-M5-v_Paul_mod.itf

10/03/2019 at 11:03 AM #109174 quote

Stefanb
Participant

Senior

A little curious.

You who started one of the DAX variants.

Which version have you chosen and why?

10/03/2019 at 11:03 AM #109175 quote

josef1604
Participant

Senior

volpiemanuele wrote:

@Pablo

Inserto mi MM y configuro resetcounter = 0 y mi MM no se ejecuta. El mismo problema con la versión 5.0 en dax. La versión 4.2 en dax funciona muy bien en mi MM. ¿Puedes resolver el problema? Adjunte v 5.0 de US100 con mi MM. (el mismo problema en v. 5.0 en dax). Tanques

Hello! did you get it fixed by putting the MM in the dax v5.0 and the US100? Could you please pass the codes? thank you

Another thing, how could I contact you in private?

10/04/2019 at 8:17 PM #109295 quote

fifi743
Participant

Master

GOOD EVENING

I made some modification. the modifications are written in algorithm. I have not finished

Paul, Balmora74 and nfulcher thanked this post

Capture-d’écran-222.png Vectorial-DAX-M5-_mod.itf

10/04/2019 at 8:53 PM #109300 quote

AE
Participant

Senior

fifi743 wrote:

GOOD EVENING

I made some modification. the modifications are written in algorithm. I have not finished

hahaha where is the trick? It looks enough good to be real.

Thanks to share with us

10/04/2019 at 8:59 PM #109301 quote

Balmora74
Participant

Veteran

Totally amazing !!! This is the backtest with 200k candles !!! Thanks Fifi.

nfulcher thanked this post

Capture-décran-2019-10-04-21.56.24.png Capture-décran-2019-10-04-21.56.46.png Capture-décran-2019-10-04-21.56.56.png Capture-décran-2019-10-04-21.57.14.png

10/04/2019 at 9:27 PM #109306 quote

Vonasi
Moderator

Master

Balmora74 and fifi743 your results are identical. I was hoping that the 200k results from Balmora74 would be 100k candles of out of sample testing but it seems that perhaps fifi743’s changes were just curve fitted to 200k bars?

I have to confess that I have not looked at the code or back tested it myself.

10/04/2019 at 9:39 PM #109307 quote

Balmora74
Participant

Veteran

@Vonasi and @Fifi743 : my backtest on 200k began the 27 January 2017. And you Fifi743 ? when does it begin ?

@Fifi743 : Could you please explain how the code you added works?

10/04/2019 at 9:48 PM #109309 quote

Paul
Participant

Master

@fifi743 Amazing code, thanks for sharing! A lot to analyse!

@Balmora74 My backtest start at 1 dec 2016.

Screenshot-2019-10-04-at-22.44.15.jpg Screenshot-2019-10-04-at-22.44.23.jpg

10/04/2019 at 9:52 PM #109312 quote

Paul
Participant

Master

@Balmora74

Have a empty 5min chart with 200k bars, switch to 10 minutes and then back.

then add the code and you should’ve the same

10/04/2019 at 10:00 PM #109313 quote

Balmora74
Participant

Veteran

@Paul : thanks. I have try and it works 🙂 No i start the 1 Dec 2016.

New backtest with spread = 1

Capture-décran-2019-10-04-22.56.30.png Capture-décran-2019-10-04-22.56.52.png

10/04/2019 at 10:02 PM #109316 quote

Vonasi
Moderator

Master

Balmora74 wrote:

my backtest on 200k

That’s a pity then as there is no OOS testing available for comparison then.
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