Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 406 through 420 (of 1,264 total)
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  • #112046 quote
    BobFlynn
    Participant
    Senior

    @Gubben I don’t know. I run the V6 with my own fund reallocation formula (based on profits, inspired by something that Nicolas posted about money mgmt).

    #112055 quote
    Fran55
    Participant
    Veteran

    🙁

    #112063 quote
    Gubben
    Participant
    Senior

    V6 running in live account here too. The last couple of days have been interesting 🙂

    #112067 quote
    TradingFred
    Participant
    Average

    Hi there,

    And first of all, many thanks to the people involved in creating that M5 Dax strategy.

    I put the 6.2 in production yesterday and have been very surprised to see the backtest taking a buy order this morning, closing his losing short order, while on my account nothing happened. A friend of mine who’s got developer’s skills has been looking into the code, and is considering that might be linked to the code’s length which would not be compliant with some timeout implementend  by PRT. We are not sure of anything though as some of you seem to be using that code without any problem. Anyone with an idea?

    Also, can anyone share the code, multiframe part being implemented into it?

    Thank you all.

    #112068 quote
    EnzoCode
    Participant
    New

    @Gubben I don’t know. I run the V6 with my own fund reallocation formula (based on profits, inspired by something that Nicolas posted about money mgmt).

    BobFlynn, can you please publish your production version?
    Are you using MTF version? If yes are you on M1 or M5?

    Thanks a lot

    #112076 quote
    Wacko
    Participant
    Veteran

    No problem with vectoriel 6.2

    #112077 quote
    Edmond
    Participant
    Veteran

    And first of all, many thanks to the people involved in creating that M5 Dax strategy.

    I put the 6.2 in production yesterday and have been very surprised to see the backtest taking a buy order this morning, closing his losing short order, while on my account nothing happened. A friend of mine who’s got developer’s skills has been looking into the code, and is considering that might be linked to the code’s length which would not be compliant with some timeout implementend by PRT. We are not sure of anything though as some of you seem to be using that code without any problem. Anyone with an idea?

    Hello ! Yes very interesting work from Balmora, Paul and Fifi !

    TradingFred, the order your refer to is a reversal order : the system considered the last position already taken was in the wrong direction and inversed it. So if you just started yesterday this system, you didn’t have any position running, so no inversion of position.

    Wacko, Paul, TradingFred and Balmora74 thanked this post
    #112078 quote
    TradingFred
    Participant
    Average

    TradingFred, the order your refer to is a reversal order : the system considered the last position already taken was in the wrong direction and inversed it. So if you just started yesterday this system, you didn’t have any position running, so no inversion of position.

    Hi Edmond, thank you for that explanation. I will wait for next order then, as now the system is out of any position I understand it should work. Is the MTF file mandatory to have the code work? I didn’t fully understood what I am supposed to do with that file.

    I take also advantage of this post to invite people using the code not to over react about today’s loss. Every historical maxDD has to be reach and passed some day, it is the trader’s responsability to take that into consideration when choosing capital allocation and leverage. Besides, it’s a very difficult task to create a very robust code with so little historical data. And to finish, I feel my elf pretty confident that this strategy could deliver one more green month by the end of november, as it already erased part of the loss this morning.

    Edmond thanked this post
    #112087 quote
    josef1604
    Participant
    Senior

    hi josef 1604

    Hello,

    look at the subject #111839

     

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

    fifi743 wrote:

    here is the file edit

    Thanks Fifi743 and GraHal. Correct me if I’m wrong, but Vectorial-DAX-v2-WFE-MTF.itf has MTF and is not based on FiFi v6, right? Could Fifi743 put the MTF to V6? I think it’s very interesting sincerely

    #112088 quote
    fifi743
    Participant
    Master

    Good morning all ,
    a question I have for people who do not have the same time zone as france.
    have you changed trading times?

    GraHal and BobFlynn thanked this post
    #112089 quote
    GraHal
    Participant
    Master

    have you changed trading times?

    Yes I have, occasionally I forget with some versions as I have about 10 or 12 on Demo Forward Test! 🙂

    fifi743 thanked this post
    #112090 quote
    GraHal
    Participant
    Master

    Could Fifi743 put the MTF to V6?

    All we have to do is copy the MTF code and paste it at the end of any Auto-System.

    BobFlynn thanked this post
    #112092 quote
    Gubben
    Participant
    Senior

    The whole MTF-file? Together with “//controle des positions”?

    Because I have tried to add it to v6-2 but it says I have to define the variables condition and n, and variable VTN is not used anywhere. So I’m missing something… I am not sure what I should add to implement it correctly.

    I have added TIMEFRAME(5 minutes ,updateonclose) in the beginning of the strategy.

    #112095 quote
    Fran55
    Participant
    Veteran

    Please, someone could upload the final Code with MTF???.

    Today my versión has not entered the market.

    I want to show my concern about what happened today… It is no coincidence that after 3 years of history today exceeds the margin of loss.

    Thanks!!!

    #112096 quote
    fifi743
    Participant
    Master

    hi Gubben

    n = number of position

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Discussing the strategy VECTORIAL DAX (M5)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
1 year ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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