Discussing the strategy VECTORIAL DAX (M5)

Forums ProRealTime English forum ProOrder support Discussing the strategy VECTORIAL DAX (M5)

  • This topic has 992 replies, 103 voices, and was last updated 2 hours ago by avatarPaul.
Currently, there are 11 users and 4 guests visiting this topic.
View all attachments
Viewing 15 posts - 16 through 30 (of 993 total)
  • #92464 Report

    I have attached 2 indicator that correspond to the display of the angle (in degree) in  form of histograms and the slope of the moving average (in radius) and its moving average

    Nice! Would you mind if I had them in the library too? Angle of MA is an indicator very often asked by people.

    #92467 Report

    I have attached 2 indicator that correspond to the display of the angle (in degree) in form of histograms and the slope of the moving average (in radius) and its moving average

    Nice! Would you mind if I had them in the library too? Angle of MA is an indicator very often asked by people.



    @Nicolas

    Yes you can had it into the library 🙂

     

    #92468 Report

    My computer/PRT froze in the middle of the night, so i started it again at work today, but sadly PRT shutdown cus it had been “on” for so long. I didnt manage to save any pics.. Results where a 24% walk forward, so not supergreat. Each period had about 20K combinations so obviously it was a huge test and much that could go wrong. Overall the equitycurve didnt look too shabby, i ran 5 periods, only 1 was negative, rest was positive and OK looking.

    Was really hoping to analyze it more, might run the test again later.

    At the same time i ran an optimization of the same variables from 2016 june -> 2018 July, and kept rest as out of sample. it looked surprisingly good.  But then again, i ran optimization on already optimized variables so.. why wouldnt it look good.

     

    All in all, if it keeps performing good for the next 6 months i might as well run it live. My main issue is the “very little” data (few years) that we got..

    #92567 Report

    i had the same idea weeks ago and i used this formula, i don’t know if could help if is similar or mine is completely wrong 😀

    #92573 Report

    1 2 ema15=average[15,ave](typicalprice)

    c2 = (sin(atan((ema15-ema15[1])/ema15[1]*100)))*1000



    @GianLuca

    What is the variable “ave” ? I think the best thing it to create a indicator with the instruction “RETURN” and after watching the price action.

    You also can test it manually  and / or make a bactkest.

    #92576 Report

    ‘ave’ is any value from 0 to 6 for the average type.

    See here:

    https://www.prorealcode.com/documentation/average/

     

     

    1 user thanked author for this post.
    #92577 Report

    Here is the indicator as I was already testing it:

     

    #92587 Report

    @Giancula @Vonasi

    This is my method to calcutate the angle of EM10 on 20 periods. The result is in degree and thick headed between – 90° and + 90° (see the picture below).

     

    When i try with your code i don’t have the same result ans the same curve…

    Attachments:
    1 user thanked author for this post.
    #92591 Report

    Balmora74 – Please use the ‘Insert PRT Code button when posting code. I tidied it up for you!

    We should all be aware that it is impossible to calculate a slope in degrees as we do not know what the x value is. All we can do is give the slope a relative value that is an indication of the amount of gradient up or down.

    #92592 Report

    Please use the ‘Insert PRT Code button when posting code. I tidied it up for you! We should all be aware that it is impossible to calculate a slope in degrees as we do not know what the x value is. All we can do is give the slope a value that is an indication of the amount of gradient up or down.

    So there is a mistake in my approach ?

    #92596 Report

    So there is a mistake in my approach ?

    Only if you think that you are calculating degrees. The only thing we know about the value x is that it is the distance from one bar to the next bar but how do we give that a quantity in pips? We can however know the value of y which we can at least measure in pips.

    1 user thanked author for this post.
    #92597 Report

    Ok i understand ! It’s not the same units. Y is in pips and X is the difference between 2 bars…. So If we change the scale of the graphic X will change but not Y… But the strange thing it that the strategy seems to work… !

    #92602 Report

    which variables are you guys optimizing when you choose a new index or forex for this system?

    I would like to have this system for eur/usd and for france. Anyone can check if its possible? Thanks a lot!

    #92625 Report

    which variables are you guys optimizing when you choose a new index or forex for this system?

    I would like to have this system for eur/usd and for france. Anyone can check if its possible? Thanks a lot!

    All answers and ideas are in the answers above of this file of discussion…

    #92751 Report

    Here is the indicator as I was already testing it:

    i am using it as a filter in many trategies and for me is working very good.
    you can also use the R2 function and results are also good. this is the code

    2 users thanked author for this post.
Viewing 15 posts - 16 through 30 (of 993 total)

Create your free account now and post your request to benefit from the help of the community
Register or Login