Artemois wrote:

The “DAX 10s -vectoril v3p5 v2” is crashing for me when it takes a position, it just did. Does anyone else encounter the same problem ?

Mine says running and the last was position took was at 9:13 that exited at 9:59.

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.

I realize that I was too focused on the trailing stop and wasn’t 100% how it worked. Thought it set it already from the start and the regular SL was there just to set a default value. But after a test, I see a big difference. Thank you for pointing out our mistakes, much appreciated!

2% -> 0.4% doubled the profit.

Tanou wrote:

@Paisantrader can you post your itf files? 🙂

What I posted above was just sll and sls. Changed it from 2 to 0.4.

I’m running 3 version on Dow today, since I’m quite sure that what worked yesterday, will not work today or at least far from yesterdays numbers.

1. The one already posted here
2. Optimized before opening today and 100k bars
3. Optimized before opening today and 5k bars, roughly 22:00 – before opening

Just a little testing for my own sake 🙂

Paul wrote:

Hi, so if there’s a stoploss of 0.4 or 0.5% why not use as backup an atr stoploss or/and profit target.

I prefer to leave the original setting for the % stoploss with set the set command intact

Here’s a quick code. I’ve doubt if it should close[0] or close[1].

Thank you, much appreciated. I see there’s similarities to the one in use right now . I’ll test them side by side to compare.

// trailing atr stop
once trailingstoptype1 = 1 // trailing stop - 0 off, 1 on

if trailingstoptype1 then
//========================
once tsatrdistlong  = 2.3 //3 // ts atr distance
once tsatrdistshort = 2.3 //3 // ts atr distance

once tsincrements = 0.05 // set to 0 to ignore tsincrements
once tsminatrdist = 2

once tsatrperiod    = 14 //14 // ts atr parameter
once tsminstop      = 10 //10 // ts minimum stop distance

once ts1sensitivity = 2  // [0]close;[1]high/low;[2]low;high
//========================
if barindex=tradeindex then
trailingstoplong = tsatrdistlong
trailingstopshort = tsatrdistshort
else
if longonmarket then
if tsnewsl>0 then
if trailingstoplong>tsminatrdist then
if tsnewsl>tsnewsl[1] then
trailingstoplong=trailingstoplong
else
trailingstoplong=trailingstoplong-tsincrements
endif
else
trailingstoplong=tsminatrdist
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
if trailingstopshort>tsminatrdist then
if tsnewsl<tsnewsl[1] then
trailingstopshort=trailingstopshort
else
trailingstopshort=trailingstopshort-tsincrements
endif
else
trailingstopshort=tsminatrdist
endif
endif
endif
endif
tsatr=averagetruerange[tsatrperiod]((close/10)*pipsize)/1000
//tsatr=averagetruerange[tsatrperiod]((close/1)*pipsize) // (forex)
tgl=round(tsatr*trailingstoplong)
tgs=round(tsatr*trailingstopshort)
if not onmarket or ((longonmarket and shortonmarket[1]) or (longonmarket[1] and shortonmarket)) then
tsmaxprice=0
tsminprice=close
tsnewsl=0
endif
if ts1sensitivity=1 then
ts1sensitivitylong=high
ts1sensitivityshort=low
elsif ts1sensitivity=2 then
ts1sensitivitylong=low
ts1sensitivityshort=high
else
ts1sensitivitylong=close
ts1sensitivityshort=close
endif
if longonmarket then
tsmaxprice=max(tsmaxprice,ts1sensitivitylong)
if tsmaxprice-tradeprice(1)>=tgl*pointsize then
if tsmaxprice-tradeprice(1)>=tsminstop then
tsnewsl=tsmaxprice-tgl*pointsize
else
tsnewsl=tsmaxprice-tsminstop*pointsize
endif
endif
endif
if shortonmarket then
tsminprice=min(tsminprice,ts1sensitivityshort)
if tradeprice(1)-tsminprice>=tgs*pointsize then
if tradeprice(1)-tsminprice>=tsminstop then
tsnewsl=tsminprice+tgs*pointsize
else
tsnewsl=tsminprice+tsminstop*pointsize
endif
endif
endif
if barindex-tradeindex>1 then
if longonmarket then
if tsnewsl>0 then
sell at tsnewsl stop
endif
if tsnewsl>0 then
if low crosses under tsnewsl then
sell at market
endif
endif
endif
if shortonmarket then
if tsnewsl>0 then
exitshort at tsnewsl stop
endif
if tsnewsl>0 then
if high crosses over tsnewsl then
exitshort at market
endif
endif
endif
endif
endif

I stopped the 10s strategies on wenesday. The algos take too many positions and i can’t understand some of them.
I prefer launch algos wich run on 5min or 3min timeframes.

@BobOgden, that’s a fantastic job! 😃

However, this system doesn’t seems to perform well on 10s for now.. I optimised it for 3 minutes at the enhance.

on what schedule did you ran it as I see that you’ve wrote 15/15:30 to 22?

Has anyone tried using this as a mean reversing strategy?

@Paul:

That’s amazing.
Appreciate the tremendous amount of effort you into it.