Discussing the strategy VECTORIAL DAX (M5)

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  • #143698 Report


    My  system with my MM end with many position but this means that the system earns and the combination of DD and necessary margin allows those size. I will not get to those sizes because if the system goes well I will change the instrument…I hope to arrive to use a cash with a 10$ a point.


    #143699 Report


    Thanks for sharing the system.

    #143703 Report

    you must have a setting wrong

    Had to be something simple so I tried  various … seems the minimum position size on Demo Backtest Spread Bet platform is now 0.5 on DJI.

    I changed below (line 23 to 25) and the Algo sprang into life! 🙂


    1 user thanked author for this post.
    #143738 Report

    normally there is a be/ts atr or %, pt for profits. I found Market Resilence EUR | Graph Indicator and created exit criteria for long & short.

    It let’s profits run more. In the pic there’s besides that only a stoploss. Default settings as it was published. It’s done quick & got to check it some more. But it does look interesting! Still a high dd though.

    On the other hand, if you turn off be/ts/pt then results jump even higher but then time in market is almost 100%.

    here’s a comparison.

    #143742 Report

    Thanks @Paul

    I count more than 10 variables in the code = big overfitting and a big distribution in results.

    For me it can’t work on OOS.

    Just my opinion …

    #143743 Report

    Thx Paul, it looks great. In direct comparison to your last backtest, you have significantly fewer trades and a little bit worse rate. But a better profit, and

    the losing rades have not increased. Thats good.
    1 user thanked author for this post.
    #143749 Report

    @zilliq I know and I’am a bit sceptical too. But it’s too good not to look at it. The vectorial dax always had many factors and in fact i’ve trying to reduce them but not successfully and instead I added now more 🙂


    Here’s the code i’am experimenting with. It can be paste at the bottom. If used I would suggest to turn off the atr trailing stop & breakeven, but use the trailing stop preferably at 1%.

    Maybe it’s crap or maybe not (completely). I just was curious about the impact of a rough idea.




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    #143750 Report

    It looks, that the code is not complete.

    #143755 Report

    volpiemanuele, i’ve included your money management, so it can be compared mm from nonetheless. Not on 200k bars, but on a much smaller timeframe in a backtest or live. Thanks for sharing.

    Also included above test code. Interesting to see it compared to ts 1% on / off.



    1. DJ-3m-Vectorial-V3p4.itf
    4 users thanked author for this post.
    #143765 Report

    I spotted a small minor mistake in the % trailing stop. It should be as in the pic. (switched high/low for long & short).

    Although i’am not a fan of breakeven, it has some use. If trailingstop is used 1%. Perhaps use a breakeven of 0.5% to get out if the market turns,  at -1%, -0.5% or i.e. 0%.

    1 user thanked author for this post.
    #143829 Report

    above is just a preference. But what’s used makes a bit of a difference.

    Anyway here’s the indicator where the extra code is based on. It the strategy it uses different times then de indicator.


    1. Market-Resilience-EUR.itf
    #143900 Report


    1 user thanked author for this post.
    #143902 Report

    Great performance, you are the best😉 Is it possible to have .itf for testing?  Thanks a lot.

    #143904 Report

    Nasdaq optimized 200k…can you improve  it further ?

    Can you share itf file for DAX ?




    1. NQ-3m-Vectorial-V3p4.itf
    4 users thanked author for this post.
    #143911 Report

    Sharing is easy but it takes time to find something good. It nice to see another market popup. Thanks volpiemanuele

    In my case I focussed from the start between 8-22h.




    1. DAX-3m-Vectorial-V3p4.itf
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Viewing 15 posts - 856 through 870 (of 1,046 total)

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