Discussing the strategy VECTORIAL DAX (M5)

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03/18/2021 at 5:36 PM #164604 quote

LaurentBZH35
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Average

Hello @zogzog,

If you are afraid of a big loss, it certainly means you take to big position. Maybe you should start with 0.2 DJI. You will have less psychological pain in case or loss and will run a better code. By this way, you can reintroduce slowly all of part of your benefice and step by step increase your capital.

03/22/2021 at 5:17 PM #164946 quote

LaurentBZH35
Participant

Average

Hello guys,

I did tests on 1M to DJ-3min Vectorial V10.1, V10.2, V10.2_r1 and V3p7he. Results are interesting because all de V10 versions are good now and by past time and the win/loss are not in same time, so quite good to mix money management.

GraHal, Nacho, VinzentVega, Paul and winnie37 thanked this post

DJ-3-min-Vectorial-V10.2-an-1M.jpg DJ-3-min-Vectorial-V10.2_r1-an-1M.jpg DJ-3-min-Vectorial-V10.1-8-ans.jpg DJ-3m-Vectorial-V3p7he-ans-1M.jpg

03/22/2021 at 9:00 PM #164970 quote

VinzentVega
Participant

Veteran

You can backtested it in 3m since 2012? Very nice…..

03/23/2021 at 9:30 AM #165004 quote

danistuta
Participant

Senior

Could you share .itf of 10 versions?

Thank you.

03/23/2021 at 9:47 AM #165006 quote

GraHal
Participant

Master

LaurentBZH35 wrote:

Vectorial V10.1, V10.2, V10.2_r1 and V3p7he.

danistuta they are all in the Attachment List at the top of every Page …. see the blue link with the paper link?

Al and Nicolas thanked this post

03/23/2021 at 11:31 AM #165016 quote

snucke
Participant

Veteran

10.2 was published here 2020-10-24

this picture is OOS from that period.

i would not go as far as to say the results are impressive..

1.png

03/23/2021 at 2:06 PM #165037 quote

Paul
Participant

Master

backtest is great, it’s very hard to get such results.

However the concept with risk its something to realise

Long takes 2.5% risk, = +/- 800 points now, quite big on 3m.

If the index for long goes up 0.2% (+/- 64 points) breakeven kicks in at 15 points. It means al the way back when the index was half of what it is now, with a gain of 32 points breakeven was set at 15 points.

Those wins add to a nice win%, but are they really winners? Setting it at 0 shows more realistic win% and increases the (recent) payout

03/23/2021 at 6:23 PM #165080 quote

LaurentBZH35
Participant

Average

VinzentVega wrote:

You can backtested it in 3m since 2012? Very nice…..

I can backtest in 1 million barre with standart IG account

03/31/2021 at 12:21 PM #165824 quote

LaurentBZH35
Participant

Average

snucke wrote:

10.2 was published here 2020-10-24 this picture is OOS from that period. i would not go as far as to say the results are impressive.. Attachments:

It looks quite similare at the back test in my opinion. You just start the code in hard time.

V10.2-compare.jpg

04/13/2021 at 3:48 PM #166963 quote

nonetheless
Participant

Master

Here’s another re-working of the DAX 5m, mostly Paul’s v130 with some minor tweaks.

Optimization for the strategy is 70/30; stops, target and trail are done on 100%

Instead of VRT, i made 5 versions with each taking trades on a different day of the week, showing the following range:

%win: 54.5 – 58.4

Gain/Trade: 8.3 – 15.9

Gain/Loss: 1.23 – 1.45

One thing to be aware of is that the trail is very slow with no breakeven (I left the Breakeven code in but it doesn’t help) so it needs a lot of leeway.

Thanks again to Paul and Balmora for doing the hard part.

OboeOpt, winnie37, Roger and 8 others thanked this post

DAX-5M-Vectorial-v135.jpg DAX-5m-Vectorial-v135.itf

04/15/2021 at 8:50 PM #167205 quote

LaurentBZH35
Participant

Average

It’s interesting in 200k too.

We also can see that we are in market long time (75%) and long and short are very equal ni results (P/R 1.27 for both)

DAX-5m-Vectorial-v135-200k-mois.jpg

04/17/2021 at 11:01 AM #167315 quote

nonetheless
Participant

Master

Sorry, just realised that I uploaded an incomplete edition, possibly the fault of PRT not saving things properly and possibly the onset of premature senile dementia.

Either way, this is the final version … I think (final until the next one)

Midlanddave and LaurentBZH35 thanked this post

DAX-5m-Vectorial-v135-1.itf

04/21/2021 at 8:07 AM #167667 quote

LaurentBZH35
Participant

Average

nonetheless wrote:

Thanks again to Paul and Balmora for doing the hard part.

Thanks to you guys, it’s a very big job you did.

05/03/2021 at 10:22 AM #168648 quote

LaurentBZH35
Participant

Average

Hello guys,

I worked on DJ 3min Vectorial V10.1 from Tanou and optimized all variables in 100k in Long only. I call this code V11. Results looks good with the form of market we have since Covid. Of course it’s interesting if it’s accept that market change with 2020 crisis.

I share you results in 100k and 1M. I don’t know yet if it’s interesting to work in short version.

Let me know what do you think about it.

DJ-3min-V10.1-100k-Lg-Basis.jpg DJ-3min-Vectorial-V11-100k.jpg DJ-3min-Vectorial-V11-details.jpg

05/03/2021 at 10:24 AM #168653 quote

LaurentBZH35
Participant

Average

Here is add of screenshot and itf file.

Long only

GraHal, nonetheless, ichimoku18 and Midlanddave thanked this post

DJ-3min-Vectorial-V11-graph.jpg DJ-3min-Vectorial-V11-1M.jpg DJ-3-min-Vectorial-V11.itf
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