Discussing the strategy VECTORIAL DAX (M5)

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09/11/2020 at 8:25 AM #143915 quote

volpiemanuele
Participant

Veteran

Thanks….i tried to optimized it…..

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09/11/2020 at 8:57 AM #143917 quote

javi cano
Participant

Junior

Thank you so much guys. Those graphics are really attractive!

09/11/2020 at 4:28 PM #143951 quote

paisantrader
Participant

Senior

Thank you all for an amazing job. Well done!

What is the best way to optimize it for a new instrument?

09/11/2020 at 5:40 PM #143953 quote

Paul
Participant

Master

good question, the answer can go many ways!

For the dax I first determined 2% stoploss and timezone 8-22h & no weekend position but have overnight and to test with tradetype=1 with re-entry on and always no MM. If using a 2% stoploss, just use the trailing stop at 0.5% or 1% but don’t optimise other variables. Put all other exit criteria off.

Focus on the settings of vectorial and the angles.

Then finetine with stochastic rsi indicator and perhaps the mr indicator.

On the other hand perhaps it’s better to have a long & short strategy separated. It’s something to test.

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09/11/2020 at 9:30 PM #143974 quote

paisantrader
Participant

Senior

Thanks. That is almost what I did.

It’s OMX I’m trying on, but my result was horrible.

I’ll give it another go and start optimizing from the back instead. Angle first, then vectorial. Or are you doing everything at once? Got too many combinations last time, so had to split it up.

09/11/2020 at 10:35 PM #143979 quote

Paul
Participant

Master

I’ve been working on the dax, now on long only with 1% stoploss and no weekend position. Will take it look at omx too.

Try not everything at once and focus on long only, 1% stoploss & reentry on. Just take 25 as angle value, then optimise the vectorial averages. If something pops up, not necessary the highest payout, maybe more trades is better, narrow it down the range for optimising and add now only 1 angle and try again. Actually results should be good without the rsi.

Long is a bit easier. Here’s what I got on the dax and to show what’s it’s like with mr indicator on/off

btw check the flag numbers. Made a mistake in the end.

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Screenshot-2020-09-11-at-23.31.10.jpg Screenshot-2020-09-11-at-23.30.02.jpg

09/11/2020 at 11:43 PM #143985 quote

Paul
Participant

Master

oke that was a bit messed up above, but here’s the file for the dow long only with updated mr, in fact I’ve added another one to see the difference using hours between 0-9 and/or with 8-9.

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DJ-3m-Vectorial-V3p4-L.itf

09/12/2020 at 9:53 AM #144003 quote

Balmora74
Participant

Veteran

Hi @Paul. Thanks for sharing your work. I have one question. What is “mr” when you say in your last post : “…with my updated mr” ?

09/12/2020 at 10:01 AM #144004 quote

Paul
Participant

Master

Hi Balmora74

mr stand for market resilience indicator. here’s more info

https://www.prorealcode.com/prorealtime-indicators/market-resilience/

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09/13/2020 at 2:49 PM #144096 quote

Gubben
Participant

Senior

@paisantrader, I played around a bit with the sys-05 vectorial -us100 v5.(1) code on OMX and got interesting backtest results. It might not be very robust though and honestly I don’t have a deep enough understanding of how the trailing stop and much of the code works. Mostly just optimized angle, nbChandelier and TP, SL…

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sys05vectOMX.png sys05-vect-OMX-gub.itf

09/13/2020 at 3:53 PM #144107 quote

April O’Neil
Participant

Average

Paul wrote:

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.

Hello Paul, looks like you optimised DAX version with Trailing Stop High/Low error still in the code.

09/13/2020 at 4:02 PM #144109 quote

April O’Neil
Participant

Average

Looks like all theses new versions got the %TrailingStop High/Low inversion error @Paul said and so were optimised with this mistake.

09/13/2020 at 5:35 PM #144130 quote

Paul
Participant

Master

Yeah I see, or just use close as in the original.

Gubben those are interesting results. Nice one. I’ve put 200k in pic. Maybe I try the settings in the new layout.

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Screenshot-2020-09-13-at-18.30.57.jpg

09/13/2020 at 6:19 PM #144138 quote

paisantrader
Participant

Senior

That looks very promising. Good job!

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09/13/2020 at 6:26 PM #144139 quote

Gubben
Participant

Senior

Thanks. I am certain there’s lots of room for improvement and optimization.

BTW not sure I understood what part was wrong with the %TrailingStop – does it matter in these versions or does it only matter if you use breakeven?
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