Discussing the strategy VECTORIAL DAX (M5)

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  • #117112 quote
    nonetheless
    Participant
    Master

    Ciao Francesco, I was looking through your version to see what had changed and there seems to be 2 sets of stop loss/profit code, one that you’ve added in lines 246 247, plus another system starting at line 278 based on the sl and pt variables at lines 33 34

    How does that work? Don’t they contradict each other?

    #117113 quote
    Francesco
    Participant
    Veteran

    Yes, i know.
    At the begin it was an error, the lines of sl/tp at 278 should not be there.

    But removing one of the two pair of sl/tp mess up all the system, and don’t ask me why 😀

    #117115 quote
    nonetheless
    Participant
    Master

    Yes, I also tried taking each of them out but it only works with both, so they are definitely interacting in some beneficial way! Chi sa ???

    #117127 quote
    Francesco
    Participant
    Veteran

    I don’t have the coding skills to understand why 🙁

    Maybe i accidentally discovered a profitable secret, o forse no 😀

    #117136 quote
    nonetheless
    Participant
    Master

    Ok, I figured it out: at line 51 you have enablept = o, so the pt variable is disabled. Target profit is controlled at line 247. But because line 50 enablesl = 1, your stop loss at line 246 is doing nothing. That’s why it seemed that both were necessary, one was doing the stoploss and the other was doing the profit.

    I changed enablept =1 and deleted lines 246, 247. Stoploss and profit are controlled by the sl and pt values at lines 33, 34 (%)

    I ran a WF test which looks healthy (positionsize = 3). Also added optional money management: select 0, 1 or 2 at line 9

    Edurecio, GraHal and Francesco thanked this post
    NAS-5m-Vectorial-v6-MM-70-30-WF.jpg NAS-5m-Vectorial-v6-MM-70-30-WF.jpg NAS-5m-Vectorial-v6-MM.itf
    #117351 quote
    MonopolyTm
    Participant
    Average

    Hi,

     

    Trying to test the DAX v5.0 but i get the following error, can someone please guide me in the right direction?

    // EDIT

     

    Forget about this, I solved it.

    #117664 quote
    Francesco
    Participant
    Veteran

    Guys, talking about my version, i noticed that yesterday it opened a position, and this morning almost hit the take profit without triggering the break even function. Anyone knows why?

    #117736 quote
    Paul
    Participant
    Master

    hi Francesco yes, multiple reasons. Have a look at the modifications made to the version you posted.

    Francesco thanked this post
    Vectorial-Fr1.itf
    #117760 quote
    Francesco
    Participant
    Veteran

    You are the best Paul! Now the code looks so clean!

    Paul thanked this post
    #117764 quote
    Stefanb
    Participant
    Senior

    Nice Paul

    200k

    1-3.jpg 1-3.jpg
    #117785 quote
    Paul
    Participant
    Master

    @Francesco btw you asked why the breakeven wasn’t triggered.

    That was because the startbreakeven was set at 90, while profittarget in points was set at 80. So it took profit before the breakeven could be triggered.

    Besides that, a stoploss of 30 points was added, but later on in the code there’s a stoploss of 2.5%. The trade could lose about 6-7 times as much points. Results with a 30 points stoploss are poor.

    GraHal thanked this post
    #117798 quote
    Francesco
    Participant
    Veteran

    So the code was a mess…thanks for the clarification 🙂

    #118371 quote
    fifi743
    Participant
    Master

    Hello,
    Result since December 10 for a contract on a demo account

    Paul, GraHal and Edmond thanked this post
    Capture-d’écran-507.png Capture-d’écran-507.png
    #118389 quote
    GraHal
    Participant
    Master

    Is that v8 version posted on here fifi? I’ve been back to page 37 looking for it 🙁

    Wouldn’t it be great if we had a central repository with version control esp for the big Threads like this one and Pathfinder and others?

    I did have a quick 10 mins look at GitLab last night. It is possible to have free unlimited (private) repositories and unlimited collaborators.

    Maybe I’ll look some more.

    #118391 quote
    Vonasi
    Moderator
    Master

    I’ve been back to page 37 looking for it

    Why not just click on ‘View All Attachments’ at the top of the page? Obviously this won’t help if it is just posted as inserted code rather than an ITF attachment.

    GraHal thanked this post
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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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