Discussing the strategy VECTORIAL DAX (M5)

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10/25/2020 at 12:32 AM #148372 quote

paisantrader
Participant

Senior

Paul wrote:

Hi paisantrader all forgot about that!

Worked on something else, includes a small part of vectorial on 15 or 30s and based on mfemae. But I expect it to fail bigtime regardless how it looks.

it does cumulate orders or without

That looks insane, in the best possible way! 😉

10/25/2020 at 9:22 AM #148379 quote

Nicoeni1
Participant

Average

https://www.prorealcode.com/user/paisantrader

@paisantrader, it seems great, which parameters do you use for dj and Dax please ?🙏

10/25/2020 at 10:40 AM #148385 quote

Nicoeni1
Participant

Average

Discussing the strategy VECTORIAL DAX (M5)

On timeframe 19s, I found the modification for Dax 😁 and now i’m searching for DJ🤔

10/25/2020 at 2:13 PM #148408 quote

Nicoeni1
Participant

Average

Hello, this is the backtest for my DJ-10s for this week.
Less gain, but less trade than @paisantrader ‘s version.

dj10s.png

10/25/2020 at 3:51 PM #148419 quote

Alfred
Participant

Average

nonetheless wrote:

This is the best I could do with it. Added Stochastic Rsi and re-optimised almost everything on a 75/25 WF. Final values are a compromise between what worked best in WF and VRT, but the last 3 months is all out of sample except for the Vectorial values which I left as is. I disabled the historical volatility as it seemed better without it.

Really excellent piece of work @Tanou, thanks for that!

This version has been re-optimised, but only 100K bar.

Idefix thanked this post

DJ-3-min-Vectorial-V10.2_r1.itf result-1.png

10/25/2020 at 5:24 PM #148424 quote

paisantrader
Participant

Senior

Nicoeni1 wrote:

https://www.prorealcode.com/user/paisantrader

@paisantrader, it seems great, which parameters do you use for dj and Dax please ?🙏

Here’s the files. I wish I could test them on 200k. But we’ll see next week how it works.

Paul, Idefix, Alfred, BobOgden and d4man thanked this post

NDX-10s-Vectorial-V3p5_v2.itf DJ-10s-Vectorial-V3p5_v2.itf DAX-10s-Vectorial-V3p5_v2.itf

10/25/2020 at 5:55 PM #148429 quote

Nicoeni1
Participant

Average

@paisantrader, thanks for the files.👍

For my Dow version, i add a filter for not retrade 5 bars after an exit.

10/25/2020 at 6:17 PM #148432 quote

Paul
Participant

Master

@paisantrader Thnx I see you left the stop-loss at 2%. That’s too much for a 10s timeframe I think. Fortunately if it’s changed to 0.4 or 0.5% it has no or very minimal impact on results, that’s on the dow version.

10/25/2020 at 6:45 PM #148433 quote

Nicoeni1
Participant

Average

For the Dax version of timeframe 10s, i use the v3p5_v1 and i apply what @Paul said.
dax10s.png DAX-10s-Vectorial-V3p5_v3.itf

10/26/2020 at 12:12 AM #148446 quote

josef1604
Participant

Senior

~~@Alfred algo sale mal cuando se activa el MM (DJ-3-min-Vectorial-V10.2_r1.itf)~~

~~, puedes arreglarlo igual, ya que sin el MM da muy buenos resultados~~

@Alfred something goes wrong when MM is activated ( DJ-3-min-Vector-V10.2_r1.itf )

, you can fix it the same, since without the MM it gives very good results

DJ-3M.jpg DJ-3M-B.jpg DJ-3M-C.jpg

10/26/2020 at 12:46 AM #148454 quote

robertogozzi
Moderator

Master

@josef1604 Only post in the language of the forum that you are posting in. For example English only in the English speaking forums and French only in the French speaking forums. It’s not the first time that happens. Read the rules and respect this community. Thank you 🙂

10/26/2020 at 9:25 AM #148480 quote

paisantrader
Participant

Senior

Paul wrote:
@paisantrader Thnx I see you left the stop-loss at 2%. That’s too much for a 10s timeframe I think. Fortunately if it’s changed to 0.4 or 0.5% it has no or very minimal impact on results, that’s on the dow version.
Thanks for the reminder. I knew I had enabled either the ATR or trailing stop. The trailing stop was set to 0.2 for long and 0.3 for short. I also saw that both of them were enabled. Oops.

10/26/2020 at 10:17 AM #148486 quote

Michael
Participant

Veteran

The System stopped in the Live modus , because of negativ parameters , in Demo mode no problem i guess this ist the case in Line 94 -98

10/26/2020 at 10:26 AM #148490 quote
Tanou
Participant

Senior
Guys, I ws trying to implement this SL to see if results changes but I notices that it could move the SL up and down instead of only up in long positions and down in short ones. Do you have any ideas where the proble could come from? I can’t figure out… 🙁
```
//trailing stop function
trailingstart = 5 //trailing will start @trailinstart points profit
trailingstep = 1 //trailing step to move the "stoploss"

//reset the stoploss value
IF NOT ONMARKET THEN
newSL=0
ENDIF

//manage long positions
IF LONGONMARKET THEN
//first move (breakeven)
IF newSL=0 AND close-tradeprice(1)>=trailingstart THEN
newSL = tradeprice(1)+trailingstep
ENDIF
//next moves
IF newSL>0 AND close-newSL>=trailingstep THEN
newSL = newSL+trailingstep
ENDIF
ENDIF

//manage short positions
IF SHORTONMARKET THEN
//first move (breakeven)
IF newSL=0 AND tradeprice(1)-close>=trailingstart THEN
newSL = tradeprice(1)-trailingstep
ENDIF
//next moves
IF newSL>0 AND newSL-close>=trailingstep THEN
newSL = newSL-trailingstep
ENDIF
ENDIF

//stop order to exit the positions
IF newSL>0 THEN
SELL AT newSL STOP
EXITSHORT AT newSL STOP
ENDIF
```
10/26/2020 at 4:23 PM #148533 quote

paisantrader
Participant

Senior

Now when I have a few different versions running on different timeframes, I noticed one thing. If there’s already a position open with a set stoploss and another algo opens a new position, all stoplosses seems to update to the new positions stoploss. I have “trailingstoptype2” enabled on those algos and once that one updates, the correct positions SL is updated. So, my guess it’s this one that is the culprit “set stop %loss sll” from when it opens the position? Does it set the SL on all open positions?
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