Discussing the strategy VECTORIAL DAX (M5)

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  • This topic has 1,022 replies, 105 voices, and was last updated 3 hours ago by avatarPaul.
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  • #144866 Report

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

    #144880 Report

    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?


    #144900 Report

    That looks alright Gubben.

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



    1. DJ-3m-Vectorial-V3p4-S.itf
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    #144906 Report

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

    #144910 Report

    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.

    #144997 Report


    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 ?


    #145001 Report

    Hi, the switch from long to short is defined with this. Set to 1, it trades long & 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.

    1 user thanked author for this post.
    #145006 Report

    Thanks Paul, so, you are explaining me that this part :

    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 ?

    #145008 Report

    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.

    1 user thanked author for this post.
    #145010 Report

    I understood, thank you Paul

    #145011 Report


    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 ?

    #145025 Report

    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.

    #145095 Report

    We hit 2 times in a row strategy max drawdown on DJ 3mV3P3/4.

    Be careful if you plan running on real.

    #145096 Report

    yes performing bad indeed, here’s pic

    this is with sl 1% , ts 0.33%

    #145099 Report

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

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