Discussing the strategy VECTORIAL DAX (M5)

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  • #143915 Report

    Thanks….i tried to optimized it…..

    1 user thanked author for this post.
    #143917 Report

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

    #143951 Report

    Thank you all for an amazing job. Well done!

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

    #143953 Report

    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.

    6 users thanked author for this post.
    #143974 Report

    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.

    #143979 Report

    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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    #143985 Report

    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.



    1. DJ-3m-Vectorial-V3p4-L.itf
    5 users thanked author for this post.
    #144003 Report

    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” ?

    #144004 Report

    Hi Balmora74

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


    2 users thanked author for this post.
    #144096 Report

    @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…

    1. sys05-vect-OMX-gub.itf
    2 users thanked author for this post.
    #144107 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.

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


    #144109 Report

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

    #144130 Report

    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.

    2 users thanked author for this post.
    #144138 Report

    That looks very promising. Good job!

    1 user thanked author for this post.
    #144139 Report

    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?

Viewing 15 posts - 871 through 885 (of 1,046 total)

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