Discussing the strategy VECTORIAL DAX (M5)

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09/21/2020 at 10:08 AM #144866 quote

danistuta
Participant

Senior

Also in Nasdaq version, some differences from backtest and demo version. Only DJ, same trades.

09/21/2020 at 12:14 PM #144880 quote

Gubben
Participant

Senior

This has confused me too and I just figured it was allright since it looked OK in backtests…. do I need to change anything here? I’m in Norway. GMT+2, also, does daylight savings affect this?

time-settings.png

09/21/2020 at 2:39 PM #144900 quote

Paul
Participant

Master

That looks alright Gubben.

Here’s the itf for short. Not near as nice. To explore.

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

09/21/2020 at 4:13 PM #144906 quote

eckaw
Participant

Veteran

@Paul do you currently run a long only algo on vectorial, or one script for both long and short?

09/21/2020 at 6:52 PM #144910 quote

Paul
Participant

Master

last week both, but not the short. This week only long/short. I do WF the rsi stochastic and maybe I will run 2 versions with different settings.

09/22/2020 at 5:11 PM #144997 quote

April O’Neil
Participant

Average

Hello,

I don’t understand why the system change from Long to Short with Reenter = 0 and Trailing Stop not triggered.

In the screenshot below i have Reenter = 0 , trade in max gain of 0.42% so trailing stop not enclenched (0.5%) , but the trade switched from Long to Short. Wich part of the code provocate it ? Can someone help ?

screen1.png

09/22/2020 at 5:34 PM #145001 quote
Paul
Participant

Master
Hi, the switch from long to short is defined with this. Set to 1, it trades long & short.
```
once tradetype         = 1 // [1]long/short [2]long [3]short
```
re-enter means if having a long position and there’s another buy signal, the current long is closed and a new long is openend which reset the ts/sl etc.

re-enter has no influence going from long to short or visa versa.

thanked this post
09/22/2020 at 5:50 PM #145006 quote
April O’Neil
Participant

Average
Thanks Paul, so, you are explaining me that this part :
```
if (tradetype=1 or tradetype=3) then
if condsell and not shortonmarket then
sellshort positionsize contract at market
if tradetype=1 then
set stop %loss sls
set target %profit pts
```
Make us sell our long position at market before sellshort? Even if there isn’t the instruction to ? Don’t need something like “if condsell and longonmarket then…” before ?
09/22/2020 at 6:19 PM #145008 quote

Paul
Participant

Master

if you have tradetype=1, which means you can trade long & short. If you are long and have a sell signal, it closes the long position to open a short position. That there is not shortonmarket is correct in my view. But if you had longonmarket as you say it would be wrong. What would happen if there’s no market position and you get a sell signal. If it’s written like you suggest no short in opened.
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09/22/2020 at 6:39 PM #145010 quote

April O’Neil
Participant

Average

I understood, thank you Paul

09/22/2020 at 6:43 PM #145011 quote

Artemois
Participant

Average

Hi, I like the idéa of switching but according to the switching I have seen it has been triggered to late. I cannot see how to make the switching earlier without decreasing the SL, it is possible with less then adding a lot of code ?

09/23/2020 at 12:40 AM #145025 quote

Paul
Participant

Master

Well if you want earlier switching that could happen by adjusting pente a little, tradeoff is more poor ?signals. For the nice equitycurve 1% ts was used, however in general I prefer 1/3 of the stoploss of 1 or 1.5%. I did update the ts percentage, so it could use separate % for long en short. Als a switch to see the difference when using close, highlow or lowhigh. Fast meaningfull profittaking is good. Something for later.

09/23/2020 at 5:04 PM #145095 quote

April O’Neil
Participant

Average

We hit 2 times in a row strategy max drawdown on DJ 3mV3P3/4. Be careful if you plan running on real.

09/23/2020 at 5:19 PM #145096 quote

Paul
Participant

Master

yes performing bad indeed, here’s pic this is with sl 1% , ts 0.33%
Screenshot-2020-09-23-at-18.17.46.jpg Screenshot-2020-09-23-at-18.17.28.jpg

09/23/2020 at 5:23 PM #145099 quote

danistuta
Participant

Senior

Yes, in these days really bad performace also for me :-((( Maybe some changes to do?
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