Discussing the strategy VECTORIAL DAX (M5)
09/23/2020 at 5:39 PM #145100
I’ve a code for closing on market change.
But if you have a equitycurve which is nice, it’s always not so nice if you zoom in closely because it will always go trough up & downs.
Don’t run a code instantly live, but in demo. Or if live very small for testing.
The main difference what i’am testing is wf on a 10k bars. It would’ve prevented some losses. But i’am not convinced atm.1234567891011121314151617181920212223242526// reversal exitonce longexit =0once shortexit=1if longexit thenif longonmarket thenminrangedistL=3cl1=close<open and close<open and close<opencl2=(close=low or close=low or close=low)cl3=(range>(close/1000)*minrangedistL or range>(close/1000)*minrangedistL or range>(close/1000)*minrangedistL)if cl1 and cl2 and cl3 thensell at marketendifendifendifif shortexit thenif shortonmarket thenminrangedistS=1.5cs1=close>open and close>open and close>opencs2=(close=high or close=high or close=high)cs3=(range>(close/1000)*minrangedistS or range>(close/1000)*minrangedistS or range>(close/1000)*minrangedistS)if cs1 and cs2 and cs3 thenexitshort at marketendifendifendif09/23/2020 at 6:05 PM #14510409/28/2020 at 5:45 PM #145740
Because of the results of previous post. It’s not a run & win code, even the equitycurve looks like it. However it’s picking up.
Also for those interested. Have a look at 1 minute, this while not using rsi stochastics.
1 user thanked author for this post.09/28/2020 at 7:53 PM #14576309/29/2020 at 6:09 AM #145795
there are always changes, but the settings I used on 1 m1234567891011121314151617181920212223242526272829303132333435363738394041//once periodea = 60 //60once nbchandeliera = 30 //30once periodeb = 60 //60once nbchandelierb = 75 //75once test1=3//longif test1=1 thenvalue1a=closevalue2a=closeelsif test1=2 thenvalue1a=highvalue2a=lowelsif test1=3 thenvalue1a=lowvalue2a=highelsif test1=4 thenvalue1a=totalpricevalue2a=totalpriceelsif test1=5 thenvalue1a=typicalpricevalue2a=typicalpriceendifmma = exponentialaverage[periodea](value1a)adjasuroppo = (mma-mma[nbchandeliera]*pipsize) / nbchandelieraangle = (atan(adjasuroppo))mmb = exponentialaverage[periodeb](value2a)pente = (mmb-mmb[nbchandelierb]*pipsize) / nbchandelierbtrigger = exponentialaverage[periodeb](pente)cb1 = angle >= 40cs1 = angle <= -40cb2 = (pente crosses over trigger) and (pente >-2 and pente < 4)cs2 = (pente crosses under trigger) and (pente >-4 and pente < 2)
1 user thanked author for this post.09/29/2020 at 8:38 AM #14580809/29/2020 at 1:43 PM #14583109/29/2020 at 2:53 PM #14584409/29/2020 at 5:26 PM #145878
First I’d like to thank you for sharing this code that I would like to implement/inspire!
My code “DJ 3m Vectorial V3” was running perfectly and stopped trading on the 16th of september but still online. I copy and paste it in a new proorder and it runs perfect again… The first code is still online but does not trade and the copied one is taking some position, as it should.
As someone any ideas of what it could come from?
Thanks 😀09/29/2020 at 6:34 PM #14588309/29/2020 at 9:04 PM #14589509/29/2020 at 9:55 PM #14590209/30/2020 at 7:25 AM #14591109/30/2020 at 8:19 AM #14591509/30/2020 at 8:45 AM #145920