Discussing the strategy VECTORIAL DAX (M5)

Balmora74 · Sun, 24 Feb 2019 19:49:58 +0000

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.

This topic has 1,238 replies, 121 voices, and was last updated 9 months ago by Monochrome.

Viewing 15 posts - 391 through 405 (of 1,239 total)

← 1 2 3 4 5 … 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 … 79 80 81 82 83 →

11/04/2019 at 7:24 AM #111974

fifi743

hi josef 1604

Hello,
look at the subject #111839

1 user thanked author for this post.

josef1604

fifi743
Participant

Topics: 9
Replies: 851
Been thanked: 401 times

11/04/2019 at 9:41 AM #111989

GraHal

josef 1604 to save you looking for that post, click on link below

fifi743 wrote:

here is the file edit

1 user thanked author for this post.

josef1604

GraHal
Participant

Topics: 204
Replies: 8401
Been thanked: 2042 times

11/04/2019 at 10:08 AM #111998

Gubben

I am a bit out of the loop here. I think I understand the purpose of the MTF addon, but should that code be added anywhere to whichever version of the fifi strategy I’m running?

So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

Gubben
Participant

Topics: 2
Replies: 58
Been thanked: 8 times

11/04/2019 at 10:12 AM #112000

Fran55

This versión as a serious problem in this day.

Please, no run with really money.

Is bad programa.

Fran55
Participant

Topics: 34
Replies: 210
Been thanked: 7 times

11/04/2019 at 10:23 AM #112003

GraHal

Fran55 wrote:

This versión as a serious problem

What is the problem, please elaborate?

I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

GraHal
Participant

Topics: 204
Replies: 8401
Been thanked: 2042 times

11/04/2019 at 10:28 AM #112006

GraHal

Gubben wrote:

So does the Vectorial-DAX-v2-WFE-MTF.itf include this control?

Yes

GraHal
Participant

Topics: 204
Replies: 8401
Been thanked: 2042 times

11/04/2019 at 10:32 AM #112007

BobFlynn

GraHal wrote:

Fran55 wrote:

This versión as a serious problem

What is the problem, please elaborate?

I have Vectorial-DAX-v2-WFE running since 21:43 last night and it has not triggered yet.

It has not been Rejected / Cancelled either so the MTF Pass code would not have executed on the MTF version (you are running) so what problem are you seeing Fran55 please?

He might be talking about the V6 version that just took a 150ish point losses today. 🙂

1 user thanked author for this post.

GraHal

BobFlynn
Participant

Topics: 15
Replies: 44
Been thanked: 10 times

11/04/2019 at 10:34 AM #112010

AE

There is no problem. This version had an open position last Thursday and right now it has closed with -1,67% lossed. The maximun loss were 90€ in backtest and now is 210€.

I think Fran55 is concerned for that.

3 users thanked author for this post.

Gubben, BobFlynn, GraHal

AE
Participant

Topics: 11
Replies: 53
Been thanked: 12 times

11/04/2019 at 11:43 AM #112026

Marlon

But isn‘t this loss a signal, that there might be something wring with the algorithm?

I think about curve-fitting in the past.

Marlon
Participant

Topics: 0
Replies: 4
Been thanked: 0 times

11/04/2019 at 11:50 AM #112027

BobFlynn

Marlon wrote:

But isn‘t this loss a signal, that there might be something wring with the algorithm?

I think about curve-fitting in the past.

I don’t think about it yet. Actually if you look at MAE from previous trades, you can see that it happened a lot, but the bot managed to close limit the damages. But maybe Fifi or Grahal have another opinion.

Personally, just wait for the next few trades and see.

2 users thanked author for this post.

Gubben, AE

BobFlynn
Participant

Topics: 15
Replies: 44
Been thanked: 10 times

11/04/2019 at 12:07 PM #112028

Gubben

Which timeframe should the strategy with the MTF code added run on. 1 minute?

Is it later than v6 then? In that case I’ll start it whenever v6 stops it’s trades.

Gubben
Participant

Topics: 2
Replies: 58
Been thanked: 8 times

11/04/2019 at 12:15 PM #112029

AE

I´m with you Marlon but it’s true that from last three years, max loss was 90€ and now it’s 200€. Maybe casuality? I don’t know (but I don’t think so).

Actually if you do a bot very complex, the risk to overfitting it’s to high. I believe in this bot because there are a lot of operations and it’s too difficult to do overfitting with that but today I put it on doubt.

AE
Participant

Topics: 11
Replies: 53
Been thanked: 12 times

11/04/2019 at 12:26 PM #112030

Fran55

This is.

No casuality.

As a problem.

Fran55
Participant

Topics: 34
Replies: 210
Been thanked: 7 times

11/04/2019 at 12:57 PM #112031

BobFlynn

The V6 just took 40 points back and closed the position sucessfully. Let’s see what comes next…

2 users thanked author for this post.

AE, Gubben

BobFlynn
Participant

Topics: 15
Replies: 44
Been thanked: 10 times

11/04/2019 at 1:30 PM #112033

Gubben

Is the MTF.itf not necessary to add to the v6?

Gubben
Participant

Topics: 2
Replies: 58
Been thanked: 8 times
Author

Posts