Discussing the strategy VECTORIAL DAX (M5)

Viewing 15 posts - 976 through 990 (of 1,264 total)
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  • #147879 quote
    Paul
    Participant
    Master

    Yes indeed both are active. But long the way it is doesn’t work on my version either. How is it when only short is active? Are the results still worse?.

    I did update this but prefer to wait and see what other solutions come up.

    about WF, look at page 62 top post. Walk forward on only 2 parameters from rsi stochastic. Another way is the heuristics engine which I use currently also on the rsi and resets every week. It wouldn’t prevented the loss from yesterday, only the update above would’ve.

    #147901 quote
    danistuta
    Participant
    Senior

    Today seems the same behaviuor of yesterday, it started for long position, but market go down 🙁
    Which are the 2 paramters from rsi stochastic to optimize to avoid this big lost? Any other solution?

    Thank you very much.

    #147904 quote
    Tanou
    Participant
    Senior

    Which version are you running?

    #147906 quote
    danistuta
    Participant
    Senior

    The last version DJ 3min vectorial V3P5.

    #147915 quote
    Monochrome
    Participant
    Senior

    Could use ichimoku with chikou as exit. Prevents getting caught up in a reversal.

    #147919 quote
    MAKSIDE
    Participant
    Veteran

    Today seems the same behaviuor of yesterday, it started for long position, but market go down 🙁

    Which are the 2 paramters from rsi stochastic to optimize to avoid this big lost? Any other solution?

    Thank you very much.

    I will try with that i suggest about regressionlinear

    #147925 quote
    fifi743
    Participant
    Master

    Hello,
    If I’m too close to fibo 62 I don’t take a position.
    I put 50 points

    Capture-decran-199.png Capture-decran-199.png
    #147929 quote
    Paul
    Participant
    Master

    maybe we can put the long position on hold then and wait for better buy opportunity with half the stoploss

    (lines from the market resilience indicator 080500-090000)

    Screenshot-2020-10-20-at-16.55.53.jpg Screenshot-2020-10-20-at-16.55.53.jpg
    #147933 quote
    fifi743
    Participant
    Master

    The edit file

    Nacho thanked this post
    DJ-3m-Vectorial-V3p4_Mod.itf
    #147942 quote
    Tanou
    Participant
    Senior

    @fifi743, I just tried your code on DJ 3 minutes and no order showed up in 200k candles…

    #147943 quote
    fifi743
    Participant
    Master
    #147945 quote
    Paul
    Participant
    Master

    good idea fifi,

    i’am in a hurry, but I tried quickly your idea with the mri indicator. One is unused so I copied that above the entry and tried below.

    // market resilience indicator #2
    once mri2=1
    
    if mri2 then
    timeperiod2start = 080500
    timeperiod2end   = 090000
    
    if intradaybarindex = 0 then
    hh2 = 0
    ll2 = 0
    endif
    
    if time >= timeperiod2start and time < timeperiod2end then
    if high > hh2 then
    hh2 = high
    endif
    if low < ll2 or ll2 = 0 then
    ll2 = low
    endif
    endif
    
    fib38b = hh2
    fib0b  = ll2
    
    //fibobull200b = (fib38b-fib0b)*5.236+fib0b
    fibobull162b = (fib38b-fib0b)*4.236+fib0b
    //fibobull124b = (fib38b-fib0b)*3.236+fib0b
    //fibobull100b = (fib38b-fib0b)*1.618+fib38b
    //fibobull76b = (fib38b-fib0b)+fib38b
    //fibobull62b = (fib38b-fib0b)*1.618+fib0b
    
    //fibobear62b = (fib0b-fib38b)*.618+fib0b
    //fibobear76b = (fib0b-fib38b)+fib0b
    //fibobear100b = (fib0b-fib38b)*1.618+fib0b
    //fibobear124b = (fib0b-fib38b)*2.236+fib0b
    fibobear162b = (fib0b-fib38b)*3.236+fib0b
    //fibobear200b = (fib0b-fib38b)*4.236+fib0b
    
    If condbuy and high>fibobull162b-50 and high<fibobull162b then
    condbuy=0
    endif
    if condsell and low<fibobear162b+50 and low>fibobear162b then
    condsell=0
    endif
    endif
    fifi743 and Artemois thanked this post
    #147947 quote
    fifi743
    Participant
    Master

    With the two MRs
    Left screen

    Capture-decran-205.png Capture-decran-205.png
    #147954 quote
    fifi743
    Participant
    Master

    Cleaned file

    Paul and Artemois thanked this post
    Capture-decran-208.png Capture-decran-208.png
    #147975 quote
    Nacho
    Participant
    Senior

    Good morning fifi, when I go to activate it in demo I get an error that cannot be solved. Thank you.

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Discussing the strategy VECTORIAL DAX (M5)


ProOrder: Automated Strategies & Backtesting

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Balmora74 @balmora74 Participant
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This topic contains 1,263 replies,
has 125 voices, and was last updated by VinzentVega
1 year ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 02/24/2019
Status: Active
Attachments: 470 files
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