Discussing the strategy VECTORIAL DAX (M5)

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  • This topic has 1,022 replies, 105 voices, and was last updated 2 hours ago by avatarPaul.
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  • #92752 Report

     

    Hi Gianluca. What is the unit of the variable “c” ? is it un degree ?

    #92785 Report

    Hello everybody

    I am a bit disappointed with my last tests because I have only good results with dax index in 5TF, nothing good on nasdaq or cac and results are not strong on doji.

    Angle input does not seem to be adaptable ….easly

    Tof

     

     

     

     

    #92938 Report

    Quick question as I’m pretty new to this:

    It seems like the only way the current position is closed is either via trailing stop (position is already in profit) or stop loss. However, I do get also smaller losses in the backtest which I can’t really pin to any part of the code. I’ve tried the modified version including Pauls suggestions.

    #92968 Report

    Hi Zebra. There is a other possibility for a position to be closed automatically. This is when the code detects a reverse position at the current position. Then the current position is closed and a other position is opened in the opposite direction. This can explain what you see in the backtest.

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    #92969 Report

    Ah right, overlooked that as most of the strategies on the platform have a check for current open positions before they open a position to the opposite site. Thanks for the hint Balmora !

    #92985 Report

    To avoid this you can add condition in buy and sell conditions. For example IF NOT ONMARKET / IF NOT SHORTONMARKET / IF NOT LONGONMARKET

    but with my versus can you have a dynamic stop loss…

    #93394 Report

    Hello,

    How could the strategy code be modified to have increasing lots taking into account reinvested profits?

    Thanks!

    #93399 Report

    Hello, How could the strategy code be modified to have increasing lots taking into account reinvested profits? Thanks!

    Type ‘Money management’ in the search box and plenty of coding ideas will be available or try some of the Lot Size code snippets that can be found here:

    https://docs.google.com/spreadsheets/d/1rgboqj7sVwsP9ZRhOduOefye48QMWC07jWVXCl-KJPU/edit#gid=0

    #93403 Report

    Just for info … Cell G1 of the above sheet has the link given as

    Snippet Link Library  … if you ever need it Vonasi or anybody. 

    1 user thanked author for this post.
    #93404 Report

    Just for info … Cell G1 of the above sheet has the link given as

    Snippet Link Library … if you ever need it Vonasi or anybody.

    Way beyond my intelligence level – I just typed ‘Snippet Library’ in the search box!

    #93657 Report

    I just don’t know how to code it… Could someone could add this to the paul version? Thanks

    #94166 Report

    @ Jebus89 – did you try to run another optimization?

    #94176 Report

    I just don’t know how to code it… Could someone could add this to the paul version? Thanks

    Here you go. It has three forms of position sizing and also a risk based position size multiplier that means size is increased more rapidly as profits increase. You can select all this by changing settings in lines 10 to 14.

    MoneyManagement =  Set to 0 for level stakes. Set to 1 for increasing stake size as profits increase and decreasing stake size as profits decrease. Set to 2 for increasing stake size as profits increase with stake size never being decreased.
    RiskManagement =      0 = risk management off and 1 = risk management on. I do not recommend using this it can blow up your account very easily!
    Capital =                         Starting capital
    MinBetSize =                 The minimum bet size allowed for the instrument.
    RiskLevel =                    A factor that changes how fast position size increases as profit increases. Only relevant if Risk Management is turned on.

     

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    #94190 Report

    I hadn’t looked at this strategy much until I added my money management code to it in the last post. Whilst doing this it became obvious that there is one massive curve fit that makes performance look better than it is – and that is doubling the position size for short trades compared to long trades. The last 100K bars show that on the DAX there has been a definite down trend so this doubling of position size fits these bars just right but imagine what could happen if the next 100K bars have a definite up trend. You would be losing twice as much as you are winning. I would personally remove this position size doubling from the code.

    Screenshot_1-1

     

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    #94193 Report

    As a follow up to my last post – notice how it has failed to make any profit at all in what has been a strong recent up trend.

    Screenshot_2-1

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